mauep2025/Global-Oil-Market

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, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition

语言：MATLAB · GitHub 星标：28 · Fork：9

话题：cholesky-decomposition · oil-market · oil-price-shocks · svar · time-series-analysis

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