Oil price elasticities and oil price fluctuations

A-Tier
Journal: Journal of Monetary Economics
Year: 2019
Volume: 103
Issue: C
Pages: 1-20

Authors (3)

Caldara, Dario (not in RePEc) Cavallo, Michele (not in RePEc) Iacoviello, Matteo (Federal Reserve Board (Board o...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Studies identifying oil shocks using structural vector autoregressions (VARs) reach different conclusions on the relative importance of supply and demand factors in explaining oil market fluctuations. This disagreement is due to different assumptions on the oil supply and demand elasticities that determine the identification of the oil shocks. We provide new estimates of oil-market elasticities by combining a narrative analysis of episodes of large drops in oil production with country-level instrumental variable regressions. When the estimated elasticities are embedded into a structural VAR, supply and demand shocks play an equally important role in explaining oil prices and oil quantities.

Technical Details

RePEc Handle
repec:eee:moneco:v:103:y:2019:i:c:p:1-20
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25