Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (AER 2019)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Christiane Baumeister, James D. Hamilton Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks AER 2019 5 1873-910 C32, L71, Q35, Q43 Oil prices, Vector autoregressions, Sign restrictions, Bayesian inference, Measurement error

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website - - - - MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Lutz Kilian, Xiaoqing Zhou Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment CESifo WP 2018 - - Q43, C32, E32 Oil market models, Structural VAR, Identification, Oil supply elasticity - - - 1 - yes -

References

DOI: 10.1257/aer.20151569 IDEAS: a/aea/aecrev/v109y2019i5p1873-1910.html EconPapers: RePEc:aea:aecrev:v:109:y:2019:i:5:p:1873-1910


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