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T. Strohsal

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Review Open access Sep 2026

Revisiting Oil Supply News Shocks: Proxy vs. Non‐Gaussian Structural Vector Autoregressions

We replicate a study by Känzig ( American Economic Review , 111 (2021), 1092–1125), who employs structural vector autoregressive techniques to examine the impact of changes in oil supply expectations on the price of oil and other macroeconomic aggregates. Känzig identifies an oil supply news shock by constructing...

H. Lütkepohl, T. Strohsal · 0 citations

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