DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS
Version of Record online: 28 MAY 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 29, Issue 3, pages 479–496, April/May 2014
How to Cite
Lütkepohl, H. and NetŠunajev, A. (2014), DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS. J. Appl. Econ., 29: 479–496. doi: 10.1002/jae.2330
- Issue online: 2 APR 2014
- Version of Record online: 28 MAY 2013
- Manuscript Revised: 30 JAN 2013
- Manuscript Received: 27 FEB 2012
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/lutkepohl002/
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