Kilian AER 2009—VAR Analysis of Oil Market/Macro Data
Posted: Mon Jan 06, 2025 3:19 pm
kilian_aer2009.zip is a replication of the VAR analysis in Kilian, L. (2009), "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market", American Economic Review, vol. 99, no. 3, pp. 1053-1069.
Detailed Description
Detailed Description