This is a collection of data and R scripts used in my MA-Economics thesis. The objective is to compare time series methodologies using the effect of oil price fluctuations on the US stock market as the testing data. Structural Vector Autoregression (SVAR) tests were compared to SVAR tests that also implemented an instrument variable (SVAR-IV).
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Package and test files for SVARIV. Used for Masters thesis, "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument"
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