This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, His…
Use Codex to develop skills for AI agents and apply them to conduct empirical analyses using state-of-the-art methods and packages. Example: Evaluate the impact of an oil price surge on the Chinese economy.
Saudi Arabia and the Oil Market (EJ, 2013)
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