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Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models

Lutz Kilian

Publication Data

Title Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models
Author Lutz Kilian
Contributor Dan Murphy
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Topics

Petroleum industry and trade
Supply-side economics

Catalogue Data

OBNB ID GBA9A7789
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 338.27282

ISBD

P1053 23, [10] p.
P1042 Includes bibliographical references.

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Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models by Lutz Kilian. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.