Lutz Kilian : Citation Profile

Are you Lutz Kilian?

Federal Reserve Bank of Dallas

54

H index

93

i10 index

12542

Citations

RESEARCH PRODUCTION:

89

Articles

219

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 482
   Journals where Lutz Kilian has often published
   Relations with other researchers
   Recent citing documents: 894.    Total self citations: 198 (1.55 %)

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   Permalink: http://citec.repec.org/pki110
   Updated: 2021-06-07    RAS profile: 2021-05-06    
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Relations with other researchers

Works with:

Zhou, Xiaoqing (22)

Baumeister, Christiane (21)

Inoue, Atsushi (9)

Guerron, Pablo (3)

Vigfusson, Robert (2)

Davis, Lucas (2)

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 (227)

Filis, George (205)

GUPTA, RANGAN (201)

Wang, Yudong (175)

Vespignani, Joaquin (173)

Degiannakis, Stavros (158)

Lütkepohl, Helmut (124)

Joëts, Marc (123)

Manera, Matteo (117)

Razafindrabe, Tovonony (113)

Baumeister, Christiane (103)

Cites to:

Baumeister, Christiane (92)

Hamilton, James (87)

Inoue, Atsushi (63)

Zhou, Xiaoqing (50)

Zha, Tao (40)

Gertler, Mark (38)

Bernanke, Ben (38)

Diebold, Francis (37)

Murphy, Daniel (37)

Watson, Mark (34)

Rogoff, Kenneth (33)

Main data

Where Lutz Kilian has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometric Reviews5
Journal of Applied Econometrics5
The Review of Economics and Statistics5
Journal of Money, Credit and Banking4
Journal of Money, Credit and Banking4
Journal of Business & Economic Statistics4
Journal of Applied Econometrics4
Journal of Business & Economic Statistics3
Journal of International Money and Finance3
The Energy Journal3
Macroeconomic Dynamics3
Journal of Economic Perspectives2
Quantitative Economics2
Econometric Theory2
Economics Letters2
International Economic Review2
Journal of International Economics2
Review of Environment, Energy and Economics - Re32
IMF Economic Review2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo25
CFS Working Paper Series / Center for Financial Studies (CFS)20
Staff Working Papers / Bank of Canada13
Working Papers / Federal Reserve Bank of Dallas12
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
Working Paper Series / European Central Bank5
Working Papers / Research Seminar in International Economics, University of Michigan5
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 (2021 and 2020)

YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10.

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2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Innovation 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.

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2020Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/101.

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2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05.

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2021Assessing 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.

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2020The Consequences of Treating Electricity as a Right. (2020). Greenstone, Michael ; Sudarshan, Anant ; Ryan, Nicholas ; Burgess, Robin. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:1:p:145-69.

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2020Rara Avis: Latin American populism in the 21st century. (2020). Campos, Luciano ; Casas, Agustin. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4322.

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2020Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/101.

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2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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2020Macroeconomic variables and market expectations: Indian Stock Market. (2020). Kumar, Arya ; Gupta, Neha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:161-178.

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2020Time-Varying Storage Announcement Effect in Natural Gas Market. (2020). Etienne, Xiaoli L ; Farhangdoost, Sara. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304476.

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2020Oil Price Shock, Fiscal Policy and Manufacturing Sector in Nigeria: Evidence from SVAR. (2020). Arawomo, Omosola ; Hammed, Yinka Sabuur. In: African Journal of Economic Review. RePEc:ags:afjecr:308776.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2021The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2130.

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2020Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031.

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2020Capital Market Financing and Firm Growth. (2020). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana ; Montanes, Ruth Llovet. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:166.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions. (2020). Veiga, Alvaro ; Vasconcelos, Gabriel ; Medeiros, Marcelo ; Fonseca, Yuri. In: Papers. RePEc:arx:papers:1808.03698.

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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275.

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2021Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

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2020An Impulse-Regime Switching Game Model of Vertical Competition. (2020). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Ren'e A"id, . In: Papers. RePEc:arx:papers:2006.04382.

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2020What 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.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2020Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713.

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2020Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

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2021Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456.

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2021On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605.

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2021Bootstrap Inference for Hawkes and General Point Processes. (2021). Cavaliere, Giuseppe ; Staerk-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Papers. RePEc:arx:papers:2104.03122.

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2021Oil-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.

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2021Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, F ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Demand analysis of rice in Nigeria: application of quadratic almost ideal demand system model. (2020). Izuogua, Chibuzo Uzoma ; Njoku, Chukwudi Loveday ; Munonye, Jane Onuabuchi ; Amadi, Mark Umunna ; Emenekwe, Chukwuemeka Chinonso ; Onyeneke, Robert Ugochukwu. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2020:p:364-378.

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2021Modelling 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.

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2020Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002.

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2020How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676.

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2021The 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.

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2020How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers. (2020). Zhou, Xiaoqing ; Kartashova, Katya. In: Staff Working Papers. RePEc:bca:bocawp:20-18.

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2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

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2020Production Networks and the Propagation of Commodity Price Shocks. (2020). Dong, Wei ; Cao, Shutao. In: Staff Working Papers. RePEc:bca:bocawp:20-44.

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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine 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.

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2020The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001.

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2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alvarez, Irma Alonso. In: Working Papers. RePEc:bde:wpaper:2006.

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2020A game changer in payment habits: evidence from daily data during a pandemic. (2020). Nobili, Andrea ; Ardizzi, Guerino ; Rocco, Giorgia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_591_20.

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2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2020Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas. (2020). Gonzalez, Eliana R ; Caicedo-Garcia, Edgar ; Cardenas-Cardenas, Julian Alonso. In: Borradores de Economia. RePEc:bdr:borrec:1109.

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2020Granular Instrumental Variables. (2020). Gabaix, Xavier. In: Working Papers. RePEc:bfi:wpaper:2020-177.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791.

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2021Structural 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.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2020Asymmetries in effects of domestic inflation drivers in the Baltic States: a Phillips curve-based nonlinear ARDL approach. (2020). Marjanovici, Gordana ; Mihajlovici, Vladimir. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:1:p:94-116.

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2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

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2021Corporate 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.

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2021Drivers 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.

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2020Energy prices and investment in energy efficiency: evidence from Chinese industry 1997–2004. (2020). Tang, LE. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:34:y:2020:i:2:p:93-105.

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2020Do oil price changes really matter to the trade balance? Evidence from Korea‐ASEAN commodity trade data. (2020). Baek, Jungho ; Choi, Yoon Jung. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:250-278.

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2021Bootstrap 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.

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2020SOCIAL INVESTMENT AND YOUTH LABOR MARKET PARTICIPATION. (2020). Giannetti, Caterina ; Ecchia, Giulio ; Gagliardi, Francesca. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:343-358.

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2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

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2020TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE. (2020). Malliaris, Anastasios ; Evgenidis, Anastasios. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1958-1976.

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2020Is a Minimum Wage an Appropriate Instrument for Redistribution?. (2020). Jacobs, Bas ; Gerritsen, Aart. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:611-637.

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2020Competitive Storage, Biofuels and the Corn Price. (2020). Mugera, Harriet Kasidi ; Gilbert, Christopher L. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:2:p:384-411.

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2020Drilling and Debt. (2020). Murphy, Daniel ; Loutskina, Elena ; Gilje, Erik P. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1287-1325.

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2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119.

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2020Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US. (2020). Scharler, Johann ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:889-915.

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2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

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2020Inflation expectations and the pass-through of oil prices. (2020). Bjørnland, Hilde ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0086.

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2021OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096.

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2020Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989.

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2020Anticipated Productivity and the Labor Market. (2020). Potter, Tristan ; Chugh, Sanjay ; Chahrour, Ryan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:992.

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2020Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik. In: Bank of England working papers. RePEc:boe:boeewp:0869.

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2020Financial stress and the debt structure. (2020). Gauthier, David . In: Bank of England working papers. RePEc:boe:boeewp:0875.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2020Carbon pricing and the elasticity of CO2 emissions. (2020). Dolphin, G ; Rafaty, R ; Pretis, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116.

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2020Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06.

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2020Global shocks and emerging economies: disentangling the commodity roller coaster. (2020). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td623.

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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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2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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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: CEPR Discussion 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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2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
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2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion 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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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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2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion 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: 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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2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion 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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2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
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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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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada In: Staff Working Papers.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CESifo Working Paper Series.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CEPR Discussion Papers.
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2019The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2019) In: Working Papers.
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2018The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada.(2018) In: CFS Working Paper Series.
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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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1998Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm In: Journal of Time Series Analysis.
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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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2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
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2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
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2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
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2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
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2016Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series.
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2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers.
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2016Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics.
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2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers.
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2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
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2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
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2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
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2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working 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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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
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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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2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
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2016Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: CESifo Working Paper Series.
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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: CEPR Discussion Papers.
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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: NBER Working Papers.
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2017Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2017) In: Journal of Applied Econometrics.
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2015Anticipation, tax avoidance, and the price elasticity of gasoline demand.(2015) In: CFS Working Paper Series.
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2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets In: CESifo Working Paper Series.
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2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets.(2017) In: CEPR Discussion Papers.
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2017Modeling Fluctuations in the Global Demand for Commodities In: CESifo Working Paper Series.
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2017Modeling Fluctuations in the Global Demand for Commodities.(2017) In: CEPR Discussion Papers.
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2018Modeling fluctuations in the global demand for commodities.(2018) In: Journal of International Money and Finance.
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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CESifo Working Paper Series.
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2019Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? In: CESifo Working Paper Series.
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2019Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?.(2019) In: CEPR Discussion Papers.
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2019Measuring global real economic activity: Do recent critiques hold up to scrutiny?.(2019) In: Economics Letters.
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2019Oil Prices, Exchange Rates and Interest Rates In: CESifo Working Paper Series.
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2019Oil Prices, Exchange Rates and Interest Rates.(2019) In: CEPR Discussion Papers.
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2019Oil Prices, Exchange Rates and Interest Rates.(2019) In: Working Papers.
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2019Oil prices, exchange rates, and interest rates.(2019) In: 2019 Meeting Papers.
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2020Oil prices, exchange rates and interest rates.(2020) In: CFS Working Paper Series.
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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? In: CESifo Working Paper Series.
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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?.(2019) In: CEPR Discussion Papers.
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2020Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?.(2020) In: Journal of Applied Econometrics.
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2020Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?.(2020) In: CFS Working Paper Series.
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2019Facts and Fiction in Oil Market Modeling In: CESifo Working Paper Series.
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2019Facts and Fiction in Oil Market Modeling.(2019) In: CEPR Discussion Papers.
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2020Facts and Fiction in Oil Market Modeling.(2020) In: Working Papers.
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2020The Econometrics of Oil Market VAR Models In: CESifo Working Paper Series.
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2020The Econometrics of Oil Market VAR Models.(2020) In: CEPR Discussion Papers.
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2020The Econometrics of Oil Market VAR Models.(2020) In: Working Papers.
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2020A Quantitative Model of the Oil Tanker Market in the Arabian Gulf In: CESifo Working Paper Series.
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2020A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.(2020) In: CEPR Discussion Papers.
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2020Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts In: CESifo Working Paper Series.
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2020Oil prices, gasoline prices and inflation expectations: A new model and new facts.(2020) In: CFS Working Paper Series.
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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities In: CESifo Working Paper Series.
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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities.(2020) In: CEPR Discussion Papers.
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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities.(2020) In: Working Papers.
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2020Understanding the estimation of oil demand and oil supply elasticities.(2020) In: CFS Working Paper Series.
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2006Understanding the effects of exogenous oil supply shocks In: CESifo Forum.
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2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers.
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2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series.
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