Lutz Kilian : Citation Profile


Are you Lutz Kilian?

University of Michigan

44

H index

77

i10 index

8041

Citations

RESEARCH PRODUCTION:

81

Articles

176

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 335
   Journals where Lutz Kilian has often published
   Relations with other researchers
   Recent citing documents: 636.    Total self citations: 157 (1.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki110
   Updated: 2018-05-19    RAS profile: 2018-05-04    
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Relations with other researchers


Works with:

Baumeister, Christiane (47)

Inoue, Atsushi (7)

Zhou, Xiaoqing (7)

Guerron, Pablo (6)

Vigfusson, Robert (6)

Guérin, Pierre (4)

Davis, Lucas (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lutz Kilian.

Is cited by:

Ratti, Ronald (203)

Vespignani, Joaquin (151)

GUPTA, RANGAN (108)

Filis, George (99)

Manera, Matteo (86)

Rossi, Barbara (83)

Razafindrabe, Tovonony (76)

Lütkepohl, Helmut (74)

Ravazzolo, Francesco (73)

Sévi, Benoît (71)

Rogoff, Kenneth (67)

Cites to:

Baumeister, Christiane (76)

Hamilton, James (64)

Bernanke, Ben (38)

Gertler, Mark (37)

Diebold, Francis (37)

Rogoff, Kenneth (35)

Watson, Mark (32)

Inoue, Atsushi (29)

barsky, robert (28)

Alquist, Ron (27)

Giannone, Domenico (25)

Main data


Where Lutz Kilian has published?


Journals with more than one article published# docs
The Review of Economics and Statistics5
Econometric Reviews5
Journal of Econometrics5
Journal of Money, Credit and Banking4
Journal of Applied Econometrics4
Journal of Business & Economic Statistics4
Journal of Applied Econometrics4
The Energy Journal3
Journal of Business & Economic Statistics3
Macroeconomic Dynamics3
Journal of International Money and Finance2
Review of Environment, Energy and Economics - Re32
Journal of Economic Perspectives2
Quantitative Economics2
Journal of International Economics2
International Economic Review2
IMF Economic Review2
Econometric Theory2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich15
CFS Working Paper Series / Center for Financial Studies (CFS)13
Staff Working Papers / Bank of Canada12
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
Working Papers / Research Seminar in International Economics, University of Michigan5
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / Federal Reserve Bank of Philadelphia2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Lutz Kilian (2018 and 2017)


YearTitle of citing document
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices. (2017). Proietti, Tommaso ; Giovannelli, Alessandro. In: CREATES Research Papers. RePEc:aah:create:2017-20.

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2017Assessing the Energy-Efficiency Gap. (2017). Stavins, Robert ; Newell, Richard G ; Gerarden, Todd D. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:4:p:1486-1525.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Fundamental 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.

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2017Speculation 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.

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2017The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington.

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2017Fossil 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.

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2018Asian 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.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018.

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2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Carrion-i-Silvestre, Josep ; Montaes, Antonio ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

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2017An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael. In: Papers. RePEc:arx:papers:1502.00674.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, KE. In: Papers. RePEc:arx:papers:1804.02348.

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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Wang, Guochang ; Zhu, KE ; Li, Wai Keung. In: Papers. RePEc:arx:papers:1804.09866.

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2018Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869.

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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Barun, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices. (2017). Friedrich, Christian ; Kim, Min Jae ; Hess, Kristina ; Cunningham, Rose . In: Discussion Papers. RePEc:bca:bocadp:17-12.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2017Changes 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.

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2017On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46.

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2017Evolución reciente y perspectivas del mercado de petróleo. (2017). Santabárbara, Daniel. In: Boletín Económico. RePEc:bde:joures:y:2017:i:9:d:aa:n:24.

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2017The oil market: recent developments and outlook. (2017). Santabárbara, Daniel ; Santabarbara, Daniel. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:9:d:aa:n:24.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Analyzing 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.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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2017Large 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.

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2017The Bank of Italy econometric model: an update of the main equations and model elasticities. (2017). Locarno, Alberto ; Fantino, Davide ; Cova, Pietro ; Caivano, Michele ; Busetti, Fabio ; Rodano, Lisa ; Bulligan, Guido. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1130_17.

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2018Real exchange rate misalignments in the euro area. (2018). Giordano, Claire ; Schmitz, Martin ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017Commodity 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.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:982.

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2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

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2017Inflation Targeting as a Shock Absorber. (2017). Große Steffen, Christoph ; Fratzscher, Marcel ; Rieth, M. In: Working papers. RePEc:bfr:banfra:655.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . In: BIS Working Papers. RePEc:bis:biswps:617.

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2017Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618.

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2017Commodity 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.

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2017The effects of monetary policy shocks on inequality in Japan. (2017). Yamada, Tomoaki ; Sudo, Nao ; Inui, Masayuki . In: BIS Working Papers. RePEc:bis:biswps:642.

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2017The macroeconomic effects of asset purchases revisited. (2017). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: BIS Working Papers. RePEc:bis:biswps:680.

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2018Monetary policy spillovers, global commodity prices and cooperation. (2018). Lombardi, Marco ; Filardo, Andrew ; Montoro, Carlos. In: BIS Working Papers. RePEc:bis:biswps:696.

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2017The 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.

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2017Asymmetric 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.

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2017Spatial 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.

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2017Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-. (2017). Sun, Zesheng. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:17-37.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

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2017Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil-Producing and -Consuming Countries. (2017). Mavromaras, Kostas ; Worthington, Andrew C ; Sotoudeh, M-Ali . In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:70-85.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2017Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21.

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2017Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan. (2017). Morita, Hiroshi. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:364-393.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017The Effect of Oil Prices on Field Production: Evidence from the Norwegian Continental Shelf. (2017). Mauritzen, Johannes. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:124-144.

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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:546-569.

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2017Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

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2017Fiscal Policy in Oil-exporting Countries: The Roles of Oil Funds and Institutional Quality. (2017). Koh, Wee Chian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:567-590.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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2017How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2017WAVELET VARIANCE RATIO TEST AND WAVESTRAPPING FOR THE DETERMINATION OF THE COINTEGRATION RANK. (2017). Eroglu, Burak. In: Working Papers. RePEc:bli:wpaper:1706.

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2017FRACTIONAL SEASONAL VARIANCE RATIO UNIT ROOT TESTS. (2017). Eroglu, Burak ; Trokic, Mirza ; Gogebakan, Kemal Caglar. In: Working Papers. RePEc:bli:wpaper:1707.

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2017Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; Bjørnland, Hilde ; Bjornland, Hilde C ; Rohrer, Maximilian . In: Working Papers. RePEc:bny:wpaper:0051.

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2017Oil and macroeconomic (in)stability. (2017). Maih, Junior ; Larsen, Vegard ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0055.

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2018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Effects of Monetary Policy Shocks on Inequality in Japan. (2017). Yamada, Tomoaki ; Sudo, Nao ; Inui, Masayuki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e03.

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2017Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --. (2017). Kawamoto, Takuji ; Nakahama, Moe . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e10.

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2018The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective. (2018). Hogen, Yoshihiko ; Okuma, Ryoichi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e08.

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2017Is Real Depreciation or Rising Government Debt Contractionary in India? A Simultaneous-Equation Model. (2017). Yu, Hsing ; Wen-Jen, Hsieh . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:6:n:7.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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2017Energy Price Uncertainty and Decreasing Pass-through to Core Inflation. (2017). Pirzada, Ahmed. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/681.

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2017Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks. (2017). Pfajfar, Damjan ; De Ridder, Maarten. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1717.

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2017Carbon Emissions and Business Cycles. (2017). Knittel, Christopher ; Khan, Hashmat ; Papineau, Maya M ; Metaxoglou, Konstantinos. In: Carleton Economic Papers. RePEc:car:carecp:15-07.

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

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2018Comparing different data descriptors in Indirect Inference tests on DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7.

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2017Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6303.

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2017Electoral Externalities in Federations - Evidence from German Opinion Polls. (2017). Roesel, Felix ; Lehmann, Robert ; Frei, Xenia ; Langer, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6375.

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2017The Effects of the Real Oil Price on Regional Wage Dispersion. (2017). Kehrig, Matthias ; Ziebarth, Nicolas L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6408.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517.

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2017Vertical Market Power in Interconnected Natural Gas and Electricity Markets. (2017). Mohlin, Kristina ; Mason, Charles ; Zaragoza-Watkins, Matthew ; Marks, Levi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6687.

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2017Resource-Richness and Economic Growth in Contemporary U.S.. (2017). Jaimes, Richard ; Gerlagh, Reyer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6778.

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2017A Tale of Two Tails: Commuting and the Fuel Price Response in Driving. (2017). Gillingham, Kenneth ; Munk-Nielsen, Anders . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6792.

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2017Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2017Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2017). Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6821.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835.

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2018How Much Does Anticipation Matter? Evidence from Anticipated Regulation and Land Prices. (2018). Boskovic, Branko ; Nstbakken, Linda . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6888.

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2018Addressing the Climate Problem: Choice between Allowances, Feed-in Tariffs and Taxes. (2018). Amundsen, Eirik S ; Mortensen, Jrgen Birk ; Andersen, Peder . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6926.

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2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1711.

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2017International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05.

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2017Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11745.

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2017Comparing different data descriptors in Indirect Inference tests on DSGE models. (2017). Minford, A. Patrick ; Xu, Yongdeng ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11816.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Lags, Costs and Shocks: An Equilibrium Model of the Oil Industry. (2017). Bornstein, Gideon ; Rebelo, Sergio ; Krusell, Per. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12047.

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2017Uncertainty and the Great Recession. (2017). Breuer, Sebastian ; Born, Benjamin ; Elstner, Steffen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12083.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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More than 100 citations found, this list is not complete...

Works by Lutz Kilian:


YearTitleTypeCited
2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market In: American Economic Review.
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2006Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market.(2006) In: CEPR Discussion Papers.
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2008The Economic Effects of Energy Price Shocks In: Journal of Economic Literature.
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2007The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers.
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2004Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives.
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2004Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers.
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2004Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers.
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
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2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
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2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: The Energy Journal.
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2013The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal.
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2012The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers.
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2017The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal.
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2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series.
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2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CEPR Discussion Papers.
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2017The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: Working Papers.
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2006Time Series Analysis In: Working Papers.
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2006Time Series Analysis.(2006) In: PIER Working Paper Archive.
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2014Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics.
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2014Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers.
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2011Forecasting the Price of Oil In: Staff Working Papers.
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2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
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2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
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2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
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2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
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2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
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2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers.
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2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers.
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2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
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2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
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2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
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2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
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2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
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2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
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2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
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2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
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2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
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2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series.
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2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers.
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2014A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
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2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
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2008How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association.
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2000Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence. In: Journal of Business & Economic Statistics.
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2000Unit-Root Tests Are Useful for Selecting Forecasting Models. In: Journal of Business & Economic Statistics.
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1999Unit Root Tests are Useful for Selecting Forecasting Models.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1999Unit Root Tests Are Useful for Selecting Forecasting Models.(1999) In: NBER Working Papers.
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2007Comment In: Journal of Business & Economic Statistics.
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1998A Direct test of the Emerging Consensus about Long-Run PPP In: Working Papers.
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2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
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2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
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2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
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2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS In: Journal of the European Economic Association.
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2009Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models.(2009) In: CEPR Discussion Papers.
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2007The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks In: The B.E. Journal of Macroeconomics.
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2007The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks.(2007) In: CEPR Discussion Papers.
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2005A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis In: Studies in Nonlinear Dynamics & Econometrics.
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2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices In: CESifo Working Paper Series.
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2014The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2014) In: CEPR Discussion Papers.
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2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2016) In: Review of Environmental Economics and Policy.
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2014The impact of the shale oil revolution on U.S. oil and gasoline prices.(2014) In: CFS Working Paper Series.
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2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
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2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
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2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
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2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
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