Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

被引:2450
作者
Kilian, Lutz [1 ,2 ]
机构
[1] Univ Michigan, Dept Econ, Ann Arbor, MI 48109 USA
[2] Ctr Econ Policy Res, Washington, DC USA
关键词
D O I
10.1257/aer.99.3.1053
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:1053 / 1069
页数:17
相关论文
共 21 条
[1]  
ALMOGUERA P, 2007, TESTING CARTEL OPEC
[2]  
ALQUIST R, J APPL EC IN PRESS
[3]  
[Anonymous], 1997, BROOKINGS PAPERS EC, DOI DOI 10.2307/2534702
[4]   Oil and the macroeconomy since the 1970s [J].
Barsky, RB ;
Kilian, L .
JOURNAL OF ECONOMIC PERSPECTIVES, 2004, 18 (04) :115-134
[5]  
Barsky RB, 2002, NBER MACROECON ANN, V16, P137
[6]  
BODENSTEIN M, 2007, 897 INT FIN
[7]   ATHEORETICAL MACROECONOMETRICS - A CRITIQUE [J].
COOLEY, TF ;
LEROY, SF .
JOURNAL OF MONETARY ECONOMICS, 1985, 16 (03) :283-308
[8]  
Darmstadter Joel., 1976, The Oil Crisis, P15
[9]   Bootstrapping autoregressions with conditional heteroskedasticity of unknown form [J].
Gonçalves, S ;
Kilian, L .
JOURNAL OF ECONOMETRICS, 2004, 123 (01) :89-120
[10]   What is an oil shock? [J].
Hamilton, JD .
JOURNAL OF ECONOMETRICS, 2003, 113 (02) :363-398