Replication package for "Oil Shocks and the Financial Channel: Evidence from Rolling VAR and Structural Decomposition"

This repository contains the replication package for the article “Oil Shocks and the Financial Channel: Evidence from Rolling VAR and Structural Decomposition.” The package includes processed macro-financial data, code, tables, and figures used in the empirical analysis. The empirical framework includes baseline VAR, financial VAR, asymmetric VAR, rolling VAR, and structural SVAR specifications. The data cover monthly U.S. macro-financial variables from March 1990 to January 2026.