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oil-price-shocks

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mauep2025 / Global-Oil-Market

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This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, His…

time-series-analysis cholesky-decomposition oil-market svar oil-price-shocks
  • Updated Aug 13, 2023
  • MATLAB

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