Transitory and Permanent Shocks in the Global Market for Crude Oil
February 28, 2020
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Commodities, Commodity price fluctuations, Economic theory, Oil, Oil prices, Oil production, Prices, Production, Supply shocks
Keywords: Bayesian estimation, Commodity price fluctuations, Demand shocks transmission, Global, Kalman filtering, Medium term, Narrative analysis, Oil, Oil market, Oil price, Oil price dynamics, Oil price plunge, Oil price volatility, Oil prices, Oil production, Oil supply shock, Oil-supply shocks, Price decline, Price upswing, Standard deviation, Supply and demand demand shock, Supply shocks, Vector autoregressions, Window estimation result, WP
Publication Details
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Pages:
41
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2020/047
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Stock No:
WPIEA2020047
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ISBN:
9781513528601
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ISSN:
1018-5941