KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for 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.

Language: RATS
Requires: RATS 10.00
Keywords: VAR; Bootstrapping (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://estima.com/procedures/kilian_aer2009.zip (application/zip)

Related works:
Journal Article: Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)
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