Vintages for oil supply news shocks data
This repository contains excel files containing the daily and monthly oil supply surprises and the monthly oil supply news shock extracted from the VAR from Känzig (AER, 2021).
The files are named as "oilSupplyNewsShocks_yyyyMmm", where "yyyy" is the year and "mm" the month of the given vintage (last date observed in the data).
The data is updated every 6 months, however I am only able to do so with a lag of 4-5 months due to publication lags of the underlying data.