oil-shock-data.xls
Creators:
Helmut Lütkepohl
;
Aleksei Netšunajev
From the dataset abstract
Sign restrictions have become increasingly popular for identifying shocks in structural vector autoregressive (SVAR) models. So far there are no techniques for validating the shocks...
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.ms-excel |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/6b33fcbd-ba38-463a-8934-8e69db8d8728/resource/d42bae8c-4dbf-411e-bcf7-9b6213281ab8/download/oil-shock-data.xls |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
