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An analysis of the global oil market using SVARMA models
Mala Raghavan
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Business & Economics
Vector Autoregressive Moving Average
100%
Autoregressive Moving Average Model
85%
Oil Markets
66%
Moderation
49%
Oil Shocks
26%
Great Moderation
14%
Oil Supply
12%
Transmission Mechanism
11%
Supply Shocks
11%
Reduced Form
11%
Economic Activity
11%
Demand Shocks
11%
Out-of-sample Forecasting
11%
Forecasting Performance
11%
Contraction
10%
Economics
10%
Economic Environment
9%
Oil Prices
9%
Oil
7%
Alternatives
4%
Engineering & Materials Science
Autoregressive moving average model
82%
Oils
40%
Economics
19%