46
H index
81
i10 index
8881
Citations
Lutz Kilian : Citation Profile
University of Michigan | RESEARCH PRODUCTION: 82 Articles 180 Papers 2 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
24 years (1994 - 2018). 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:
|
Main data
Where Lutz Kilian has published?
Recent works citing Lutz Kilian (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices. (2017). Proietti, Tommaso ; Giovannelli, Alessandro. In: CREATES Research Papers. RePEc:aah:create:2017-20. Full description at Econpapers || Download paper | |
| 2018 | Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01. Full description at Econpapers || Download paper | |
| 2017 | Assessing the Energy-Efficiency Gap. (2017). Stavins, Robert ; Newell, Richard ; Gerarden, Todd D. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:4:p:1486-1525. Full description at Econpapers || Download paper | |
| 2017 | Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86. Full description at Econpapers || Download paper | |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn. Full description at Econpapers || Download paper | |
| 2017 | Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun. Full description at Econpapers || Download paper | |
| 2017 | The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington. Full description at Econpapers || Download paper | |
| 2017 | Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain. (2017). perez, rafaela ; Blazquez, Jorge ; Ruiz, Jesus ; Martin-Moreno, Jose Maria . In: The Energy Journal. RePEc:aen:journl:ej38-6-martinmoreno. Full description at Econpapers || Download paper | |
| 2018 | Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley. Full description at Econpapers || Download paper | |
| 2017 | Are Price Transmissions between U.S. Energy and Corn Markets Asymmetric?. (2017). Pozo, Veronica F ; Bachmeier, Lance ; Bejan, Vladimir . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258232. Full description at Econpapers || Download paper | |
| 2017 | What Drives Volatility Expectations in Grain and Oilseed Markets?. (2017). Robe, Michel ; Adjemian, Michael ; Wallen, Jonathan ; Bruno, Valentina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258452. Full description at Econpapers || Download paper | |
| 2018 | Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799. Full description at Econpapers || Download paper | |
| 2018 | Habit Formation with Smooth Transitions: Estimating Demand for U.S. Carbonated-Sweetened Beverages and Beer. (2018). Li, Wenying ; Dorfman, Jeffrey H. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273852. Full description at Econpapers || Download paper | |
| 2018 | Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976. Full description at Econpapers || Download paper | |
| 2018 | Examining the relationship between biofuel and food crops markets in Brazil. (2018). Silva, E ; Lima, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275883. Full description at Econpapers || Download paper | |
| 2018 | Fundamental Drivers of Food Inflation - Evidence from South Africa. (2018). Louw, M ; Kirsten, J ; Meyer, F. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277190. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2018 | Financial and Commodity-specific expectations in soybean futures markets. (2018). Cao, A. N. Q., ; Grosche, S.-C., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277538. Full description at Econpapers || Download paper | |
| 2017 | Quality, Sourcing, and Asymmetric Exchange-Rate Pass-Through into U.S. Coffee Imports. (2017). Anders, Sven ; Fedoseeva, Svetlana. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:264067. Full description at Econpapers || Download paper | |
| 2017 | Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722. Full description at Econpapers || Download paper | |
| 2017 | Ethics, Uncertainty, and Macroeconomics. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:4:p:51-63. Full description at Econpapers || Download paper | |
| 2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Staszewska-Bystrova, Anna ; Winker, Peter ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018. Full description at Econpapers || Download paper | |
| 2017 | “Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, MarÃa ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710. Full description at Econpapers || Download paper | |
| 2017 | An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael. In: Papers. RePEc:arx:papers:1502.00674. Full description at Econpapers || Download paper | |
| 2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1603.07020. Full description at Econpapers || Download paper | |
| 2018 | Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper | |
| 2018 | Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348. Full description at Econpapers || Download paper | |
| 2018 | New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866. Full description at Econpapers || Download paper | |
| 2018 | Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869. Full description at Econpapers || Download paper | |
| 2018 | Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937. Full description at Econpapers || Download paper | |
| 2018 | A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Aghaei, Sina ; Fekri, Masoud ; Langroudi, Amirreza Safari. In: Papers. RePEc:arx:papers:1808.04150. Full description at Econpapers || Download paper | |
| 2018 | On LASSO for Predictive Regression. (2018). Hyung, JI ; Gao, Zhan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1810.03140. Full description at Econpapers || Download paper | |
| 2018 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2018 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382. Full description at Econpapers || Download paper | |
| 2018 | How does stock market volatility react to oil shocks?. (2018). Bastianin, Andrea ; Manera, Matteo. In: Papers. RePEc:arx:papers:1811.03820. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167. Full description at Econpapers || Download paper | |
| 2018 | Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2017 | Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices. (2017). Friedrich, Christian ; Kim, Min Jae ; Hess, Kristina ; Cunningham, Rose. In: Discussion Papers. RePEc:bca:bocadp:17-12. Full description at Econpapers || Download paper | |
| 2017 | Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26. Full description at Econpapers || Download paper | |
| 2017 | Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada. (2017). Champagne, Julien ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-39. Full description at Econpapers || Download paper | |
| 2017 | On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46. Full description at Econpapers || Download paper | |
| 2018 | Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23. Full description at Econpapers || Download paper | |
| 2017 | Evolución reciente y perspectivas del mercado de petróleo. (2017). Santabárbara, Daniel. In: Boletín Económico. RePEc:bde:joures:y:2017:i:9:d:aa:n:24. Full description at Econpapers || Download paper | |
| 2017 | The oil market: recent developments and outlook. (2017). Santabárbara, Daniel ; Santabarbara, Daniel. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:9:d:aa:n:24. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2018 | Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18. Full description at Econpapers || Download paper | |
| 2017 | Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17. Full description at Econpapers || Download paper | |
| 2017 | The Bank of Italy econometric model: an update of the main equations and model elasticities. (2017). Locarno, Alberto ; Fantino, Davide ; Cova, Pietro ; Caivano, Michele ; Busetti, Fabio ; Rodano, Lisa ; Bulligan, Guido. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1130_17. Full description at Econpapers || Download paper | |
| 2018 | Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18. Full description at Econpapers || Download paper | |
| 2017 | Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin . In: Working Papers. RePEc:bdm:wpaper:2017-04. Full description at Econpapers || Download paper | |
| 2018 | Do heterogeneous countries respond differently to oil price shocks?. (2018). Santiago, Guerrero ; Marco, Hernandez Vega ; del Valle, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2018-09. Full description at Econpapers || Download paper | |
| 2017 | Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009. Full description at Econpapers || Download paper | |
| 2017 | Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025. Full description at Econpapers || Download paper | |
| 2017 | Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). RodrÃguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:982. Full description at Econpapers || Download paper | |
| 2017 | Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645. Full description at Econpapers || Download paper | |
| 2017 | Inflation Targeting as a Shock Absorber. (2017). GroÃe Steffen, Christoph ; Fratzscher, Marcel ; Rieth, M. In: Working papers. RePEc:bfr:banfra:655. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694. Full description at Econpapers || Download paper | |
| 2017 | Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . In: BIS Working Papers. RePEc:bis:biswps:617. Full description at Econpapers || Download paper | |
| 2017 | Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618. Full description at Econpapers || Download paper | |
| 2017 | Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez . In: BIS Working Papers. RePEc:bis:biswps:620. Full description at Econpapers || Download paper | |
| 2017 | The effects of monetary policy shocks on inequality in Japan. (2017). Yamada, Tomoaki ; Sudo, Nao ; Inui, Masayuki . In: BIS Working Papers. RePEc:bis:biswps:642. Full description at Econpapers || Download paper | |
| 2017 | The macroeconomic effects of asset purchases revisited. (2017). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: BIS Working Papers. RePEc:bis:biswps:680. Full description at Econpapers || Download paper | |
| 2018 | Monetary policy spillovers, global commodity prices and cooperation. (2018). Lombardi, Marco ; Filardo, Andrew ; Montoro, Carlos. In: BIS Working Papers. RePEc:bis:biswps:696. Full description at Econpapers || Download paper | |
| 2018 | Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto. In: BIS Working Papers. RePEc:bis:biswps:725. Full description at Econpapers || Download paper | |
| 2018 | Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat . In: BIS Working Papers. RePEc:bis:biswps:729. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?. (2017). Baharumshah, Ahmad Zubaidi ; Nor, Norashidah Mohamed ; Sirag, Abdalla. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:446-457. Full description at Econpapers || Download paper | |
| 2017 | Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609. Full description at Econpapers || Download paper | |
| 2017 | Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-. (2017). Sun, Zesheng. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:17-37. Full description at Econpapers || Download paper | |
| 2017 | DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877. Full description at Econpapers || Download paper | |
| 2017 | Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443. Full description at Econpapers || Download paper | |
| 2017 | Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil-Producing and -Consuming Countries. (2017). Mavromaras, Kostas ; Worthington, Andrew C ; Sotoudeh, M-Ali . In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:70-85. Full description at Econpapers || Download paper | |
| 2017 | Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76. Full description at Econpapers || Download paper | |
| 2017 | Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21. Full description at Econpapers || Download paper | |
| 2017 | Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan. (2017). Morita, Hiroshi. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:364-393. Full description at Econpapers || Download paper | |
| 2018 | FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334. Full description at Econpapers || Download paper | |
| 2017 | Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119. Full description at Econpapers || Download paper | |
| 2017 | The Effect of Oil Prices on Field Production: Evidence from the Norwegian Continental Shelf. (2017). Mauritzen, Johannes. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:124-144. Full description at Econpapers || Download paper | |
| 2017 | The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:546-569. Full description at Econpapers || Download paper | |
| 2017 | Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331. Full description at Econpapers || Download paper | |
| 2017 | Fiscal Policy in Oil-exporting Countries: The Roles of Oil Funds and Institutional Quality. (2017). Koh, Wee Chian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:567-590. Full description at Econpapers || Download paper | |
| 2017 | Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194. Full description at Econpapers || Download paper | |
| 2017 | Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454. Full description at Econpapers || Download paper | |
| 2017 | How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124. Full description at Econpapers || Download paper | |
| 2017 | RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705. Full description at Econpapers || Download paper | |
| 2017 | WAVELET VARIANCE RATIO TEST AND WAVESTRAPPING FOR THE DETERMINATION OF THE COINTEGRATION RANK. (2017). Eroglu, Burak. In: Working Papers. RePEc:bli:wpaper:1706. Full description at Econpapers || Download paper | |
| 2017 | FRACTIONAL SEASONAL VARIANCE RATIO UNIT ROOT TESTS. (2017). Eroglu, Burak ; Trokic, Mirza ; Gogebakan, Kemal Caglar. In: Working Papers. RePEc:bli:wpaper:1707. Full description at Econpapers || Download paper | |
| 2017 | Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; Bjørnland, Hilde ; Bjornland, Hilde C ; Rohrer, Maximilian . In: Working Papers. RePEc:bny:wpaper:0051. Full description at Econpapers || Download paper | |
| 2017 | Oil and macroeconomic (in)stability. (2017). Maih, Junior ; Larsen, Vegard ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0055. Full description at Econpapers || Download paper | |
| 2018 | Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062. Full description at Econpapers || Download paper | |
| 2018 | The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065. Full description at Econpapers || Download paper | |
| 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | |
| 2018 | Oil price collapse and firm leverage in resource-dependent countries. (2018). Kurronen, Sanna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_010. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035. Full description at Econpapers || Download paper | |
| 2018 | Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_014. 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 | 1126 |
| 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: 1126 | paper | |
| 2008 | The Economic Effects of Energy Price Shocks In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 369 |
| 2007 | The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 369 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 394 |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 394 | 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: 394 | 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 | 43 |
| 2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2015 | Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2010 | Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: The Energy Journal. [Full Text][Citation analysis] | article | 58 |
| 2013 | The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal. [Full Text][Citation analysis] | article | 165 |
| 2012 | The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal. [Full Text][Citation analysis] | article | 10 |
| 2016 | The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2016 | The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2006 | Time Series Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2006 | Time Series Analysis.(2006) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics. [Full Text][Citation analysis] | article | 61 |
| 2014 | Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2011 | Forecasting the Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 81 |
| 2013 | Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | chapter | |
| 2011 | Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2011 | Forecasting the price of oil.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2011 | Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2012 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2011 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2014 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2013 | What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2012 | What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2014 | WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2013 | Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2013 | Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 2014 | Do oil price increases cause higher food prices?.(2014) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2013 | Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2013 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2013 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2014 | Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2014 | Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 49 |
| 2000 | Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 37 |
| 2000 | Unit-Root Tests Are Useful for Selecting Forecasting Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 74 |
| 1999 | Unit Root Tests are Useful for Selecting Forecasting Models.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 1999 | Unit Root Tests Are Useful for Selecting Forecasting Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 2007 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 1998 | A Direct test of the Emerging Consensus about Long-Run PPP In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 7 |
| 2017 | Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 162 |
| 2009 | Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 2007 | The 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. [Full Text][Citation analysis] | article | 62 |
| 2007 | The 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2005 | A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 58 |
| 2016 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
| 2014 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2016 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2016) In: Review of Environmental Economics and Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2014 | The impact of the shale oil revolution on U.S. oil and gasoline prices.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2016 | Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | ||
| 2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2016 | The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2014 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2014 | The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2016 | Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 73 |
| 2015 | Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2016 | Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
| 2015 | Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2016 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2015 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2015 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2017 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2015 | Anticipation, tax avoidance, and the price elasticity of gasoline demand.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2017 | How the Tight Oil Boom Has Changed Oil and Gasoline Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | How the Tight Oil Boom Has Changed Oil and Gasoline Markets.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Modeling Fluctuations in the Global Demand for Commodities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Modeling Fluctuations in the Global Demand for Commodities.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada.(2018) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Understanding the effects of exogenous oil supply shocks In: CESifo Forum. [Full Text][Citation analysis] | article | 0 |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 254 |
| 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: 254 | 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: 254 | 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: 254 | 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: 254 | 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: 254 | paper | |
| 2003 | Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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 | 0 |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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 | 53 |
| 1997 | Measuring predictability: theory and macroeconomic applications.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | 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: 53 | 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: 53 | paper | |
| 1998 | Measuring Predictability: Theory and Macroeconomic Applications.(1998) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: CARESS Working Papres. [Citation analysis] This paper has another version. Agregated cites: 53 | 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 | 112 |
| 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: 112 | 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: 112 | paper | |
| 2001 | A Practitioners Guide to Lag-Order Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2001 | Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 463 |
| 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: 463 | 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: 463 | 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: 463 | paper | |
| 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: 463 | 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 | 158 |
| 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: 158 | 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: 158 | article | |
| 2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
| 2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
| 2003 | The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | The central bank as a risk manager: quantifying and forecasting inflation risks.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2005 | Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 364 |
| 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: 364 | article | |
| 2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 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 | 13 |
| 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: 13 | 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: 13 | 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 | 34 |
| 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: 34 | 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 | 430 |
| 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: 430 | article | |
| 2007 | Retail Energy Prices and Consumer Expenditures In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2007 | Oil Shocks and External Balances In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 143 |
| 2009 | Oil shocks and external balances.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
| 2007 | Oil Shocks and External Balances.(2007) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2007 | Oil Shocks and External Balances.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2007 | What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 236 |
| 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: 236 | article | |
| 2008 | Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 133 |
| 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: 133 | 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: 133 | article | |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
| 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: 67 | 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: 67 | article | |
| 2009 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
| 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: 101 | article | |
| 2009 | Do Local Projections Solve the Bias Problem in Impulse Response Inference? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | 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: 20 | paper | |
| 2009 | Oil Price Shocks, Monetary Policy and Stagflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2010 | Oil Price Shocks, Monetary Policy and Stagflation.(2010) In: RBA Annual Conference Volume. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 | 118 |
| 2011 | Does the Fed Respond to Oil Price Shocks?.(2011) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | 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 | 302 |
| 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: 302 | article | |
| 2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
| 2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | 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: 87 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 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: 68 | 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: 68 | 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: 68 | paper | |
| 2011 | Structural Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2013 | Structural vector autoregressions.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | chapter | |
| 2012 | Monetary policy responses to oil price fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2012 | Monetary Policy Responses to Oil Price Fluctuations.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | 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 | 36 |
| 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: 36 | 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: 36 | 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 | 69 |
| 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: 69 | article | |
| 2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 49 |
| 2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 49 | 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 | 10 |
| 2006 | NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 4 |
| 2002 | UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 15 |
| 1999 | Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Full Text][Citation analysis] | article | 63 |
| 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: 63 | 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 | 125 |
| 2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | How accurate are confidence intervals for impulse responses in large VAR models? In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2018 | Modeling fluctuations in the global demand for commodities In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | How sensitive are consumer expenditures to retail energy prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 152 |
| 2003 | Quantifying the Risk of Deflation In: EcoMod2004. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2012 | Interviews with the experts on Financial Speculation in the Oil Market and the Determinants of the Oil Price (PART II) In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 2015 | Recent Evolutions of Oil and Commodity Prices In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 1994 | The effects of real and monetary shocks in a business cycle model with some sticky prices In: Proceedings. [Citation analysis] | article | 54 |
| 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: 54 | article | |
| 1996 | Recent Developments in Bootstrapping Time Series In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 128 |
| 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: 128 | paper | |
| 2000 | Recent developments in bootstrapping time series.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | 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 | 2 |
| 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: 2 | 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 | 3 |
| 1999 | Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 1 |
| 2002 | DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1999 | Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 256 |
| 2002 | Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 59 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 75 |
| 1997 | Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative In: NBER Chapters. [Full Text][Citation analysis] | chapter | 256 |
| 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: 256 | 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 | 25 |
| 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: 25 | 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 | 45 |
| 2007 | Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity In: Econometric Reviews. [Full Text][Citation analysis] | article | 22 |
| 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 | 149 |
| 1998 | Small-Sample Confidence Intervals For Impulse Response Functions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 448 |
| 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 | 47 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 19 |
| 2010 | Oil price volatility: Origins and effects In: WTO Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team