Have the effects of shocks to oil price expectations changed?: evidence from heteroskedastic proxy vector autoregressions

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Bibliographic Details

Authors and Corporations:	Bruns, Martin (Author), Lütkepohl, Helmut (Author)
Other Authors:	Lütkepohl, Helmut 1951- [Author]
Edition:	This version: April 21, 20231
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2023
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 2036
Subjects:	Structural vector autoregression heteroskedastic VAR proxy VAR crude oil market Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen