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- Wed Jan 03, 2018 2:21 am
- Forum: Econometric Discussions
- Topic: Structural VAR for oil shock
- Replies: 0
- Views: 2137
Structural VAR for oil shock
Hi, I'm trying to replicate Kilian's study (" Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market ", 2009) about implementing a structural VAR in order to identify an oil shock, but I got some issues because the estimates are different than th...