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VectorAutoregressions.jl
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Vector autoregressive model in Julia
Quantitative-Macroeconomics
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Course on Quantitative Macroeconomics (Master/PhD level)
Global-Oil-Market
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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....