WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS-Reference-Cited by-同舟云学术

WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS

Published:2012-07-03 Issue:5 Volume:10 Page:1166-1188
ISSN:1542-4766
Container-title:Journal of the European Economic Association
language:en
Short-container-title:

Author:

Kilian Lutz,Murphy Daniel P.

Publisher

Oxford University Press (OUP)

Subject

General Economics, Econometrics and Finance

Link

http://academic.oup.com/jeea/article-pdf/10/5/1166/10315137/jeea1166.pdf

Reference33 articles.

1. Real Wages and the Business Cycle;Abraham;Journal of Economic Literature,1995

2. What Do We Learn from the Price of Crude Oil Futures?;Alquist;Journal of Applied Econometrics,2010

3. Baumeister , Christiane Gert Peersman 2012 Time-Varying Effects of Oil Supply Shocks on the U.S. Economy Ghent University

4. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market;Baumeister;Journal of Applied Econometrics

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