Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK
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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...
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