Open AccessDo Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
Author(s) -
Lutz Kilian,
Clara Vega
Publication year - 2008
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2008.957
Subject(s) - economics , energy (signal processing) , econometrics , identification (biology) , order (exchange) , macroeconomic model , test (biology) , vector autoregression , macroeconomics , monetary economics , statistics , mathematics , finance , paleontology , botany , biology