Open AccessPitfalls in Estimating Asymmetric Effects of Energy Price Shocks
Author(s) -
Lutz Kilian,
Robert J. Vigfusson
Publication year - 2009
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2009.970
Subject(s) - economics , econometrics , asymmetry , autoregressive model , null hypothesis , vector autoregression , price shock , energy (signal processing) , price level , impulse response , monetary economics , physics , statistics , mathematics , mathematical analysis , quantum mechanics