Structural interpretation of vector autoregressions with incomplete identification : revisiting the role of oil supply and demand shocks
by Christiane Baumeister and James D. Hamilton
| Year of publication: |
2019
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|---|---|
| Authors: | Baumeister, Christiane ; Hamilton, James D. |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 109.2019, 5, p. 1873-1910
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| Subject: | Ölpreis | Oil price | Schock | Shock | Angebot | Supply | Nachfrage | Demand | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1257/aer.20151569 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012013583