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distributed-lag-models

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Do US pump prices rise faster than they fall when crude moves, and where in the chain does it happen? Weekly FRED/EIA data, 2010–2026 (860 weeks), asymmetric distributed-lag models with HAC errors, cointegration/ECM, a 2026 event study, and per-PADD regional fits. Same-week asymmetry is robust and reflects timing, not total pass-through.

  • Updated Sep 5, 2026
  • Jupyter Notebook

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