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

Lutz Kilian and Daniel Murphy ()

Journal of the European Economic Association, 2012, vol. 10, issue 5, 1166-1188

Date: 2012
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Working Paper: Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models (2009)
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