Facts and fiction in oil market modeling

Understanding the estimation of oil demand and oil supply elasticities

(2022) Lutz Kilian   ENERGY ECONOMICS

Joint Bayesian inference about impulse responses in VAR models

(2021) Atsushi Inoue et al.   JOURNAL OF ECONOMETRICS

Inference in Structural Vector Autoregressions identified with an external instrument

(2020) José L. Montiel Olea et al.   JOURNAL OF ECONOMETRICS

The Unconventional Oil Supply Boom: Aggregate Price Response from Microdata

(2019) Richard G. Newell et al.   ENERGY JOURNAL

Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

(2018) Jonas E. Arias et al.   ECONOMETRICA

Corrigendum to “Inference on impulse response functions in structural VAR models” [J. Econometrics 177 (2013) 1–13]

(2018) Atsushi Inoue et al.   JOURNAL OF ECONOMETRICS

The Impact of the Fracking Boom on Arab Oil Producers

(2017) Lutz Kilian   ENERGY JOURNAL

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

(2015) Christiane Baumeister et al.   ECONOMETRICA

Inference on impulse response functions in structural VAR models

(2013) Atsushi Inoue et al.   JOURNAL OF ECONOMETRICS

THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

(2008) Ulrich K. MÜller   ECONOMETRIC THEORY