50
H index
94
i10 index
10951
Citations
Lutz Kilian : Citation Profile
Federal Reserve Bank of Dallas | RESEARCH PRODUCTION: 85 Articles 200 Papers 2 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1994 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Lutz Kilian. | Is cited by:
| Cites to:
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Main data
Where Lutz Kilian has published?
Recent works citing Lutz Kilian (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers || Download paper | |
| 2018 | Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01. Full description at Econpapers || Download paper | |
| 2019 | Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-06. Full description at Econpapers || Download paper | |
| 2019 | Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad. In: Journal of Economic Impact. RePEc:adx:journl:v:1:y:2019:i:3:p:87-91. Full description at Econpapers || Download paper | |
| 2019 | Learning to Coordinate: A Study in Retail Gasoline. (2019). de Roos, Nicolas ; Byrne, David P. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:2:p:591-619. Full description at Econpapers || Download paper | |
| 2019 | Carbon Taxes and CO2 Emissions: Sweden as a Case Study. (2019). Andersson, Julius J. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:4:p:1-30. Full description at Econpapers || Download paper | |
| 2020 | The Consequences of Treating Electricity as a Right. (2020). Greenstone, Michael ; Sudarshan, Anant ; Ryan, Nicholas ; Burgess, Robin. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:1:p:145-69. Full description at Econpapers || Download paper | |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn. Full description at Econpapers || Download paper | |
| 2017 | Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun. Full description at Econpapers || Download paper | |
| 2017 | The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington. Full description at Econpapers || Download paper | |
| 2017 | Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain. (2017). perez, rafaela ; Blazquez, Jorge ; Ruiz, Jesus ; Martin-Moreno, Jose Maria. In: The Energy Journal. RePEc:aen:journl:ej38-6-martinmoreno. Full description at Econpapers || Download paper | |
| 2018 | Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley. Full description at Econpapers || Download paper | |
| 2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis. Full description at Econpapers || Download paper | |
| 2017 | Are Price Transmissions between U.S. Energy and Corn Markets Asymmetric?. (2017). Bachmeier, Lance ; Bejan, Vladimir ; Pozo, Veronica F. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258232. Full description at Econpapers || Download paper | |
| 2018 | Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799. Full description at Econpapers || Download paper | |
| 2018 | Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976. Full description at Econpapers || Download paper | |
| 2018 | Fundamental Drivers of Food Inflation - Evidence from South Africa. (2018). Kirsten, Johann ; Meyer, F ; Louw, M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277190. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2018 | Financial and Commodity-specific expectations in soybean futures markets. (2018). Grosche, S.-C., ; Cao, A. N. Q., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277538. Full description at Econpapers || Download paper | |
| 2017 | Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722. Full description at Econpapers || Download paper | |
| 2019 | Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918. Full description at Econpapers || Download paper | |
| 2019 | Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932. Full description at Econpapers || Download paper | |
| 2019 | Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018. Full description at Econpapers || Download paper | |
| 2020 | Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162. Full description at Econpapers || Download paper | |
| 2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1603.07020. Full description at Econpapers || Download paper | |
| 2019 | Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper | |
| 2018 | Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869. Full description at Econpapers || Download paper | |
| 2019 | Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Fekri, Masoud ; Langroudi, Amirreza Safari ; Aghaei, Sina. In: Papers. RePEc:arx:papers:1808.04150. Full description at Econpapers || Download paper | |
| 2020 | On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140. Full description at Econpapers || Download paper | |
| 2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2018 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382. Full description at Econpapers || Download paper | |
| 2018 | How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820. Full description at Econpapers || Download paper | |
| 2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2019 | Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs. (2019). Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04087. Full description at Econpapers || Download paper | |
| 2019 | Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096. Full description at Econpapers || Download paper | |
| 2019 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
| 2019 | Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830. Full description at Econpapers || Download paper | |
| 2020 | The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275. Full description at Econpapers || Download paper | |
| 2020 | Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346. Full description at Econpapers || Download paper | |
| 2020 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
| 2020 | Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007. Full description at Econpapers || Download paper | |
| 2020 | Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791. Full description at Econpapers || Download paper | |
| 2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
| 2020 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Coulombe, Philippe Goulet ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
| 2018 | Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256. Full description at Econpapers || Download paper | |
| 2019 | Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925. Full description at Econpapers || Download paper | |
| 2020 | Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21. Full description at Econpapers || Download paper | |
| 2019 | The Long Run Effects of Oil Prices on Economic Growth: The Case of Libya. (2019). Aimer, Nagmi Moftah. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:232-242. Full description at Econpapers || Download paper | |
| 2019 | Demand and Supply-side Drivers of Labour Productivity Growth: an empirical assessment for G7 countries. (2019). Paternesi Meloni, Walter ; Deleidi, Matteo ; Antenucci, Fabrizio. In: Working Papers. RePEc:ast:wpaper:0042. Full description at Econpapers || Download paper | |
| 2020 | Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002. Full description at Econpapers || Download paper | |
| 2019 | The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665. Full description at Econpapers || Download paper | |
| 2020 | How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676. Full description at Econpapers || Download paper | |
| 2018 | The effects of external shocks on Azerbaijan economy. (2018). Guliyev, Nijat. In: Working Papers. RePEc:aze:wpaper:1802. Full description at Econpapers || Download paper | |
| 2019 | The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301. Full description at Econpapers || Download paper | |
| 2019 | How Oil Supply Shocks Affect the Global Economy: Evidence from Local Projections. (2019). Gervais, Olivier. In: Discussion Papers. RePEc:bca:bocadp:19-6. Full description at Econpapers || Download paper | |
| 2017 | Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada. (2017). Champagne, Julien ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-39. Full description at Econpapers || Download paper | |
| 2017 | On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46. Full description at Econpapers || Download paper | |
| 2019 | Financial Frictions, Durable Goods and Monetary Policy. (2019). Michelis, Leo ; Emenogu, Ugochi. In: Staff Working Papers. RePEc:bca:bocawp:19-31. Full description at Econpapers || Download paper | |
| 2019 | The Simple Economics of Global Fuel Consumption. (2019). Ellwanger, Reinhard ; Bilgin, Doga. In: Staff Working Papers. RePEc:bca:bocawp:19-35. Full description at Econpapers || Download paper | |
| 2017 | The Share of Systemic Variations in the Canadian Dollar—Part II. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume. In: Staff Analytical Notes. RePEc:bca:bocsan:17-1. Full description at Econpapers || Download paper | |
| 2019 | A Structural Model of the Global Oil Market. (2019). Ellwanger, Reinhard. In: Staff Analytical Notes. RePEc:bca:bocsan:19-17. Full description at Econpapers || Download paper | |
| 2020 | The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001. Full description at Econpapers || Download paper | |
| 2018 | Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18. Full description at Econpapers || Download paper | |
| 2017 | Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17. Full description at Econpapers || Download paper | |
| 2017 | The Bank of Italy econometric model: an update of the main equations and model elasticities. (2017). Rodano, Lisa ; Locarno, Alberto ; Fantino, Davide ; Cova, Pietro ; Caivano, Michele ; Busetti, Fabio ; Bulligan, Guido. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1130_17. Full description at Econpapers || Download paper | |
| 2018 | Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18. Full description at Econpapers || Download paper | |
| 2017 | Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin. In: Working Papers. RePEc:bdm:wpaper:2017-04. Full description at Econpapers || Download paper | |
| 2018 | Do heterogeneous countries respond differently to oil price shocks?. (2018). Marco, Hernandez Vega ; del Valle, Hernandez ; Santiago, Guerrero . In: Working Papers. RePEc:bdm:wpaper:2018-09. Full description at Econpapers || Download paper | |
| 2019 | ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077. Full description at Econpapers || Download paper | |
| 2017 | Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). RodrÃguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:982. Full description at Econpapers || Download paper | |
| 2017 | Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Popescu, Alexandra ; Levieuge, Gregory ; Colletaz, Gilbert. In: Working papers. RePEc:bfr:banfra:694. Full description at Econpapers || Download paper | |
| 2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081. Full description at Econpapers || Download paper | |
| 2019 | The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082. Full description at Econpapers || Download paper | |
| 2019 | Identifying Modern Macro Equations with Old Shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: Working Papers. RePEc:bge:wpaper:1097. Full description at Econpapers || Download paper | |
| 2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
| 2019 | IS THERE A SINGLE SHOCK THAT DRIVES THE MAJORITY OF BUSINESS CYCLE FLUCTUATIONS?. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1906. Full description at Econpapers || Download paper | |
| 2019 | Identification of Sign-Dependency of Impulse Responses. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1907. Full description at Econpapers || Download paper | |
| 2019 | ASYMMETRIC BUSINESS CYCLES IN EMERGING MARKET ECONOMIES. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1909. Full description at Econpapers || Download paper | |
| 2017 | Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617. Full description at Econpapers || Download paper | |
| 2017 | Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618. Full description at Econpapers || Download paper | |
| 2017 | Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez. In: BIS Working Papers. RePEc:bis:biswps:620. Full description at Econpapers || Download paper | |
| 2018 | Monetary policy spillovers, global commodity prices and cooperation. (2018). Minesso Ferrari, Massimo ; Lombardi, Marco ; Filardo, Andrew ; Montoro, Carlos. In: BIS Working Papers. RePEc:bis:biswps:696. Full description at Econpapers || Download paper | |
| 2018 | Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto ; Fueki, Takuji. In: BIS Working Papers. RePEc:bis:biswps:725. Full description at Econpapers || Download paper | |
| 2018 | Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat. In: BIS Working Papers. RePEc:bis:biswps:729. Full description at Econpapers || Download paper | |
| 2019 | What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93. Full description at Econpapers || Download paper | |
| 2019 | Monetary Policy Surprises in Russia. (2019). Tishin, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:4:p:48-70. Full description at Econpapers || Download paper | |
| 2019 | Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?. (2017). Baharumshah, Ahmad Zubaidi ; Nor, Norashidah Mohamed ; Sirag, Abdalla. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:446-457. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Consequences of Commodity Price Fluctuations in African Economies. (2018). Chuku, Chuku ; Oduor, Jacob ; Simpasa, Anthony . In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:4:p:329-345. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses. (2017). Rafayet, MD ; Gilbert, Scott. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27. Full description at Econpapers || Download paper | |
| 2018 | Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market. (2018). Manera, Matteo ; Bastianin, Andrea ; Lanza, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:5:p:623-633. Full description at Econpapers || Download paper | |
| 2017 | Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Lutz Kilian:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market In: American Economic Review. [Full Text][Citation analysis] | article | 1396 |
| 2006 | Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1396 | paper | |
| 2008 | The Economic Effects of Energy Price Shocks In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 431 |
| 2007 | The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 431 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 452 |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
| 2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 82 |
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| 2015 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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| 2001 | A Practitioners Guide to Lag-Order Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
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| 2003 | The central bank as a risk manager: quantifying and forecasting inflation risks.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2005 | Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 414 |
| 2008 | Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?.(2008) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 414 | article | |
| 2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2006 | Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2007 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2008 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 2007 | The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The Impact of Oil Price Shocks on the U.S. Stock Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 540 |
| 2009 | THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 540 | article | |
| 2007 | Retail Energy Prices and Consumer Expenditures In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2007 | Oil Shocks and External Balances In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 161 |
| 2009 | Oil shocks and external balances.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | article | |
| 2007 | Oil Shocks and External Balances.(2007) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
| 2007 | Oil Shocks and External Balances.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
| 2007 | What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 280 |
| 2010 | What do we learn from the price of crude oil futures?.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 280 | article | |
| 2008 | Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
| 2008 | Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices.(2008) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2011 | Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices.(2011) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | article | |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 2011 | Estimating the effect of a gasoline tax on carbon emissions.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 2009 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 119 |
| 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?.(2013) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 119 | article | |
| 2009 | Do Local Projections Solve the Bias Problem in Impulse Response Inference? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2009 | Oil Price Shocks, Monetary Policy and Stagflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Oil Price Shocks, Monetary Policy and Stagflation.(2010) In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | chapter | |
| 2009 | Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | Does the Fed Respond to Oil Price Shocks? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 146 |
| 2011 | Does the Fed Respond to Oil Price Shocks?.(2011) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | article | |
| 2010 | The Role of Inventories and Speculative Trading in the Global Market for Crude Oil In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 401 |
| 2014 | THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 401 | article | |
| 2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 109 |
| 2011 | Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 2013 | Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 2011 | Structural Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2013 | Structural vector autoregressions.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | chapter | |
| 2012 | Monetary policy responses to oil price fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
| 2012 | Monetary Policy Responses to Oil Price Fluctuations.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
| 2012 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2012 | Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries.(2012) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2013 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2013 | Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 94 |
| 2014 | Quantifying the speculative component in the real price of oil: The role of global oil inventories.(2014) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | article | |
| 2014 | Joint Confidence Sets for Structural Impulse Responses In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 140 |
| 2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 140 | book | |
| 2003 | THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2006 | NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 38 |
| 2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 11 |
| 2002 | UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 15 |
| 1999 | Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Full Text][Citation analysis] | article | 68 |
| 2000 | Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2011 | Are the responses of the U.S. economy asymmetric in energy price increases and decreases? In: Quantitative Economics. [Full Text][Citation analysis] | article | 166 |
| 2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | How accurate are confidence intervals for impulse responses in large VAR models? In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2009 | How sensitive are consumer expenditures to retail energy prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 189 |
| 2003 | Quantifying the Risk of Deflation In: EcoMod2004. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2012 | Interviews with the experts on Financial Speculation in the Oil Market and the Determinants of the Oil Price (PART II) In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 2015 | Recent Evolutions of Oil and Commodity Prices In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 1994 | The effects of real and monetary shocks in a business cycle model with some sticky prices In: Proceedings. [Citation analysis] | article | 8 |
| 2019 | Recent Developments in Bootstrapping Time Series In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 130 |
| 1996 | Recent developments in bootstrapping time series.(1996) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
| 2000 | Recent developments in bootstrapping time series.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | article | |
| 1999 | On the finite-sample accuracy of nonparametric resampling algorithms for economic time series In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 1999 | On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | Is there a trend break in U.S. GNP? A macroeconomic perspective In: Staff Report. [Full Text][Citation analysis] | paper | 3 |
| 1997 | Residual-Based Bootstrap Tests for Normality in Autoregressions. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 5 |
| 1998 | Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 2 |
| 1998 | Analyzing Unit Root Tests in Finite Samples Using Power Profiles. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 2 |
| 1998 | How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 4 |
| 1999 | Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 1 |
| 2002 | DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Energy Challenges in an Uncertain World In: Post-Print. [Citation analysis] | paper | 0 |
| 2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1999 | Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 265 |
| 2002 | Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 60 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 78 |
| 1995 | The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 48 |
| 1997 | Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative In: NBER Chapters. [Full Text][Citation analysis] | chapter | 285 |
| 2001 | Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 285 | paper | |
| 2008 | The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas In: NBER Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2011 | The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas.(2011) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 1999 | Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work.(1999) In: ZEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | Confidence intervals for impulse responses under departures from normality In: Econometric Reviews. [Full Text][Citation analysis] | article | 47 |
| 2007 | Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity In: Econometric Reviews. [Full Text][Citation analysis] | article | 29 |
| 2015 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 166 |
| 1998 | Small-Sample Confidence Intervals For Impulse Response Functions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 489 |
| 1999 | Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 51 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 29 |
| 2010 | Oil price volatility: Origins and effects In: WTO Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
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