Kilian AER 2009—VAR Analysis of Oil Market/Macro Data

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TomDoan
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Kilian AER 2009—VAR Analysis of Oil Market/Macro Data

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kilian_aer2009.zip is a replication of the VAR analysis in Kilian, L. (2009), "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market", American Economic Review, vol. 99, no. 3, pp. 1053-1069.

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