58
H index
97
i10 index
16243
Citations
Lutz Kilian : Citation Profile
Federal Reserve Bank of Dallas | RESEARCH PRODUCTION: 99 Articles 232 Papers 2 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1994 - 2022). 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 (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
| 2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
| 2021 | Innovation in Micro and Small Enterprises: Resources and Capabilities. (2021). de Andrade, Jackeline Amantino ; Dos, Josete Florencio ; Berenguer, Renata Braga. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:25:y:2021:i:2:1429. Full description at Econpapers || Download paper | |
| 2021 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01. Full description at Econpapers || Download paper | |
| 2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2021 | Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052. Full description at Econpapers || Download paper | |
| 2022 | Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877. Full description at Econpapers || Download paper | |
| 2022 | Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:324171. Full description at Econpapers || Download paper | |
| 2022 | Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650. Full description at Econpapers || Download paper | |
| 2021 | Market Responses to Export Restrictions from Highly Pathogenic Avian Influenza Outbreaks. (2021). , Maclachlan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310527. Full description at Econpapers || Download paper | |
| 2021 | COVID-19 Trade Actions in the Agricultural and Food Sector. (2021). Steinbach, Sandro ; Ahn, Soojung. In: Journal of Food Distribution Research. RePEc:ags:jlofdr:317780. Full description at Econpapers || Download paper | |
| 2021 | Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727. Full description at Econpapers || Download paper | |
| 2021 | The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130. Full description at Econpapers || Download paper | |
| 2021 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007. Full description at Econpapers || Download paper | |
| 2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015. Full description at Econpapers || Download paper | |
| 2021 | Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80. Full description at Econpapers || Download paper | |
| 2021 | Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith. (2021). Nicolini, Juan Pablo ; Hevia, Constantino ; Ayres, Joao. In: Working Papers. RePEc:aoz:wpaper:89. Full description at Econpapers || Download paper | |
| 2021 | 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 | |
| 2021 | 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 | |
| 2021 | 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 | |
| 2021 | 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 | |
| 2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
| 2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
| 2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
| 2021 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper | |
| 2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2022 | Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
| 2021 | Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562. Full description at Econpapers || Download paper | |
| 2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
| 2021 | On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605. Full description at Econpapers || Download paper | |
| 2021 | Bootstrap Inference for Hawkes and General Point Processes. (2021). Cavaliere, Giuseppe ; Staerk-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Papers. RePEc:arx:papers:2104.03122. Full description at Econpapers || Download paper | |
| 2021 | Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273. Full description at Econpapers || Download paper | |
| 2021 | Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900. Full description at Econpapers || Download paper | |
| 2021 | Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154. Full description at Econpapers || Download paper | |
| 2022 | Time Series Estimation of the Dynamic Effects of Disaster-Type Shock. (2021). Ng, Serena ; Davis, Richard. In: Papers. RePEc:arx:papers:2107.06663. Full description at Econpapers || Download paper | |
| 2021 | Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142. Full description at Econpapers || Download paper | |
| 2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
| 2021 | New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693. Full description at Econpapers || Download paper | |
| 2021 | On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers || Download paper | |
| 2022 | Bounds for Treatment Effects in the Presence of Anticipatory Behavior. (2021). Gong, Aibo. In: Papers. RePEc:arx:papers:2111.06573. Full description at Econpapers || Download paper | |
| 2021 | Regime Switching Entropic Risk Measures on Crude Oil Pricing. (2021). Elliott, Robert J ; Seck, Babacar . In: Papers. RePEc:arx:papers:2112.13041. Full description at Econpapers || Download paper | |
| 2022 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
| 2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
| 2022 | Impulse response estimation via flexible local projections. (2022). Piffer, Michele ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2204.13150. Full description at Econpapers || Download paper | |
| 2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper | |
| 2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
| 2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
| 2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. Full description at Econpapers || Download paper | |
| 2022 | Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254. Full description at Econpapers || Download paper | |
| 2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
| 2022 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
| 2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic performance of oil price shocks in Russia. (2022). Tiron, Kristina ; Zeynalov, Ayaz. In: Papers. RePEc:arx:papers:2211.04954. Full description at Econpapers || Download paper | |
| 2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
| 2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. Full description at Econpapers || Download paper | |
| 2021 | Modelling the Monetary Impact of Oil Price Volatility in Nigeria: Evidence from GARCH Models. (2021). Eze, Millicent Adanne ; Yusuf, Abubakar ; Duru, Innocent U ; Chile, Nzeh Innocent. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:70-94. Full description at Econpapers || Download paper | |
| 2022 | Exchange Rate and Trade in Services Nexus in Nigeria: A Non-Linear ARDL Approach. (2022). Audu, Nathan ; Obiezue, Titus. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i1-5. Full description at Econpapers || Download paper | |
| 2022 | Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2021 | COVID-19, Short-selling Ban and Energy Stock Prices. (2021). Kamalov, Firuz ; Contu, Davide ; Kweh, Qian Long ; Gurrib, Ikhlaas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:9. Full description at Econpapers || Download paper | |
| 2021 | The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
| 2021 | Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14. Full description at Econpapers || Download paper | |
| 2021 | Fiscal Spillovers: The Case of US Corporate and Personal Income Taxes. (2021). Priftis, Romanos ; Hauser, Daniela ; Hanson, Madeline. In: Staff Working Papers. RePEc:bca:bocawp:21-41. Full description at Econpapers || Download paper | |
| 2021 | Energy Efficiency and Fluctuations in CO2 Emissions. (2021). Jo, Soojin ; Karnizova, Lilia. In: Staff Working Papers. RePEc:bca:bocawp:21-47. Full description at Econpapers || Download paper | |
| 2022 | Exports and the Exchange Rate: A General Equilibrium Perspective. (2022). Reza, Abeer ; Alexander, Patrick. In: Staff Working Papers. RePEc:bca:bocawp:22-18. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers || Download paper | |
| 2021 | Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:552. Full description at Econpapers || Download paper | |
| 2021 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114. Full description at Econpapers || Download paper | |
| 2022 | An assessment of Italys energy trade balance. (2022). Tosti, Enrico ; Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_696_22. Full description at Econpapers || Download paper | |
| 2021 | Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada. (2022). Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1368_22. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200. Full description at Econpapers || Download paper | |
| 2021 | Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798. Full description at Econpapers || Download paper | |
| 2021 | The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806. Full description at Econpapers || Download paper | |
| 2022 | DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884. Full description at Econpapers || Download paper | |
| 2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
| 2022 | Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040. Full description at Econpapers || Download paper | |
| 2022 | Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056. Full description at Econpapers || Download paper | |
| 2021 | Monetary-Fiscal Crosswinds in the European Monetary Union. (2021). Ricco, Giovanni ; Reichlin, Lucrezia ; Tarbe, Matthieu. In: BIS Working Papers. RePEc:bis:biswps:940. Full description at Econpapers || Download paper | |
| 2021 | US monetary policy and the financial channel of the exchange rate: evidence from India. (2021). Mohanty, M S ; Banerjee, Shesadri. In: BIS Working Papers. RePEc:bis:biswps:945. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Aggregate Retail Sales with Google Trends. (2021). Zubarev, Andrey ; Golovanova, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:50-73. Full description at Econpapers || Download paper | |
| 2021 | Corporate tax effects of economic policy uncertainty. (2021). Wang, Jing ; Kang, Wensheng . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2577-2600. Full description at Econpapers || Download paper | |
| 2021 | Natural gas consumption and economic performance in selected sub?Saharan African countries: A heterogeneous panel ARDL analysis. (2021). Benjamin, Oluwasegun Olawale ; Foye, Victoria Oluwatoyin. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:3:p:518-532. Full description at Econpapers || Download paper | |
| 2021 | Drivers of food price in China: A heterogeneous panel SVAR approach. (2021). Xu, Juan ; Wu, Xiangjun. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:67-79. Full description at Econpapers || Download paper | |
| 2022 | The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470. Full description at Econpapers || Download paper | |
| 2021 | On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360. Full description at Econpapers || Download paper | |
| 2022 | Not all oil shocks on the trade balance are alike: Empirical evidence from South Korea. (2022). Baek, Jungho. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:291-303. Full description at Econpapers || Download paper | |
| 2021 | Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229. Full description at Econpapers || Download paper | |
| 2021 | Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392. Full description at Econpapers || Download paper | |
| 2021 | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455. Full description at Econpapers || Download paper | |
| 2021 | Prices for a second?generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities. (2021). Luckert, Martin ; Hauer, Grant ; Qiu, Feng ; McKnight, Curtis. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:3:p:337-351. Full description at Econpapers || Download paper | |
| 2022 | Is inflation caused by deteriorating inflation expectations or excessive monetary growth?. (2022). Ong, Kian ; Matthews, Kent. In: Economic Affairs. RePEc:bla:ecaffa:v:42:y:2022:i:2:p:259-274. Full description at Econpapers || Download paper | |
| 2021 | INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:510-531. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. 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 | 2192 |
| 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: 2192 | paper | |
| 2008 | The Economic Effects of Energy Price Shocks In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 563 |
| 2007 | The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 563 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 599 |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 599 | 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: 599 | 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 | 214 |
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| 2002 | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 361 | paper | |
| 2004 | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 361 | article | |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 361 | paper | |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 361 | paper | |
| 2002 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 361 | paper | |
| 2003 | Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2021 | The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Quantifying the half-life of deviations from PPP: The role of economic priors.(1999) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | A Monetary Explanation Of The Great Stagflation Of The 1970s In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2000 | A Monetary Explanation of the Great Stagflation of the 1970s..(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | A Monetary Explanation of the Great Stagflation of the 1970s.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | Measuring Predictability: Theory And Macroeconomic Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
| 1997 | Measuring predictability: theory and macroeconomic applications.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2001 | Measuring predictability: theory and macroeconomic applications.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 1998 | Measuring Predictability: Theory and Macroeconomic Applications.(1998) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: CARESS Working Papres. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2000 | Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 125 |
| 2001 | Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate.(2001) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | article | |
| 1999 | Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 2001 | A Practitioners Guide to Lag-Order Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2001 | Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 567 |
| 2001 | Why is it so difficult to beat the random walk forecast of exchange rates?.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
| 2003 | Why is it so difficult to beat the random walk forecast of exchange rates?.(2003) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | article | |
| 2001 | Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
| 2001 | Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 567 | paper | |
| 2002 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 224 |
| 2002 | In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | paper | |
| 2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | article | |
| 2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 105 |
| 2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
| 2003 | The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | paper | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 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: 23 | 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 | 549 |
| 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: 549 | 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 | 18 |
| 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 | 24 |
| 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 | 17 |
| 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: 17 | article | |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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: 17 | 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 | 52 |
| 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: 52 | article | |
| 2008 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | 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 | 844 |
| 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: 844 | article | |
| 2007 | Retail Energy Prices and Consumer Expenditures In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2007 | Oil Shocks and External Balances In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 216 |
| 2009 | Oil shocks and external balances.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 216 | article | |
| 2007 | Oil Shocks and External Balances.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 216 | paper | |
| 2007 | What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 390 |
| 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: 390 | 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 | 4 |
| 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 | 261 |
| 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: 261 | 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: 261 | article | |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 108 |
| 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: 108 | 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: 108 | article | |
| 2009 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 178 |
| 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: 178 | article | |
| 2009 | Do Local Projections Solve the Bias Problem in Impulse Response Inference? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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: 37 | paper | |
| 2009 | Oil Price Shocks, Monetary Policy and Stagflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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 | 221 |
| 2011 | Does the Fed Respond to Oil Price Shocks?.(2011) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | 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 | 628 |
| 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: 628 | article | |
| 2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 144 |
| 2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | article | |
| 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: 144 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
| 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: 145 | article | |
| 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: 145 | paper | |
| 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: 145 | paper | |
| 2011 | Structural Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 2013 | Structural vector autoregressions.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | chapter | |
| 2012 | Monetary policy responses to oil price fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 135 |
| 2012 | Monetary Policy Responses to Oil Price Fluctuations.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 135 | 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 | 88 |
| 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: 88 | 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: 88 | 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 | 176 |
| 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: 176 | article | |
| 2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 428 |
| 2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 428 | 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 |
| 2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 24 |
| 2002 | UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 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: 19 | paper | |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 75 |
| 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: 75 | 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 | 274 |
| 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 | 35 |
| 2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2021 | Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | How sensitive are consumer expenditures to retail energy prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 276 |
| 2010 | Quantifying the Risk of Deflation In: EcoMod2004. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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 | 1 |
| 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 | 63 |
| 1995 | The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices..(1995) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2021 | Comment on Giacomini, Kitagawa and Reads Narrative Restrictions and Proxies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2022 | When Do State-Dependent Local Projections Work? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A Broader Perspective on the Inflationary Effects of Energy Price Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Recent Developments in Bootstrapping Time Series In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 148 |
| 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: 148 | paper | |
| 2000 | Recent developments in bootstrapping time series.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | 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 | 6 |
| 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: 6 | 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 | 2 |
| 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: 2 | 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 | 28 |
| 1999 | Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 296 |
| 2002 | Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 67 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 84 |
| 1997 | Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? In: Working Papers. [Citation analysis] | paper | 7 |
| 2002 | Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative In: NBER Chapters. [Full Text][Citation analysis] | chapter | 453 |
| 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: 453 | 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 | 50 |
| 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: 50 | 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 | 51 |
| 2007 | Asymptotic and Bootstrap Inference for AR(?) Processes with Conditional Heteroskedasticity In: Econometric Reviews. [Full Text][Citation analysis] | article | 53 |
| 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 | 235 |
| 1998 | Small-Sample Confidence Intervals For Impulse Response Functions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 596 |
| 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 | 65 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 81 |
| 2022 | Oil prices, gasoline prices, and inflation expectations In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Oil price volatility: Origins and effects In: WTO Staff Working Papers. [Full Text][Citation analysis] | paper | 42 |
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