Lutz Kilian : Citation Profile

Are you Lutz Kilian?

Federal Reserve Bank of Dallas

61

H index

106

i10 index

18241

Citations

RESEARCH PRODUCTION:

99

Articles

242

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 608
   Journals where Lutz Kilian has often published
   Relations with other researchers
   Recent citing documents: 806.    Total self citations: 236 (1.28 %)

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   Permalink: http://citec.repec.org/pki110
   Updated: 2024-04-18    RAS profile: 2024-04-05    
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Relations with other researchers

Works with:

Zhou, Xiaoqing (38)

Inoue, Atsushi (10)

Herrera, Ana María (4)

Pesavento, Elena (3)

Richter, Alexander (3)

Goncalves, Silvia (3)

Plante, Michael (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 (271)

Wang, Yudong (265)

GUPTA, RANGAN (262)

Vespignani, Joaquin (225)

Filis, George (222)

Mignon, Valérie (199)

Manera, Matteo (186)

Degiannakis, Stavros (171)

Joëts, Marc (163)

Lütkepohl, Helmut (156)

Razafindrabe, Tovonony (152)

Cites to:

Baumeister, Christiane (134)

Hamilton, James (131)

Inoue, Atsushi (86)

Bernanke, Ben (72)

Zhou, Xiaoqing (64)

Gertler, Mark (60)

Watson, Mark (59)

barsky, robert (53)

Zha, Tao (50)

Rogoff, Kenneth (45)

Murphy, Daniel (44)

Main data

Where Lutz Kilian has published?

Journals with more than one article published# docs
Journal of Econometrics8
Journal of Applied Econometrics6
Journal of Business & Economic Statistics5
The Review of Economics and Statistics5
Journal of Money, Credit and Banking5
Energy Economics5
Journal of Applied Econometrics4
Econometric Reviews4
Journal of Money, Credit and Banking4
Journal of International Money and Finance4
Journal of Business & Economic Statistics3
The Energy Journal3
Macroeconomic Dynamics3
Journal of International Economics2
Quantitative Economics2
Journal of Economic Perspectives2
International Economic Review2
IMF Economic Review2
Economics Letters2
Review of Environment, Energy and Economics - Re32
Econometric Theory2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers78
CESifo Working Paper Series / CESifo29
CFS Working Paper Series / Center for Financial Studies (CFS)27
Working Papers / Federal Reserve Bank of Dallas24
Staff Working Papers / Bank of Canada13
NBER Working Papers / National Bureau of Economic Research, Inc8
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
Working Papers / Research Seminar in International Economics, University of Michigan5
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / Federal Reserve Bank of Philadelphia2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Lutz Kilian (2024 and 2023)

YearTitle of citing document
2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064.

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2023.

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2023.

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2023.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023The Green Metamorphosis of a small Open Economy. (2023). Seoane, Hernan D ; Pappa, Evi ; Airaudo, Florencia S. In: Working Papers. RePEc:aoz:wpaper:219.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023With great power (prices) comes great tail pipe emissions? \\ A natural experiment of electricity prices and electric car adoption. (2023). Mauritzen, Johannes. In: Papers. RePEc:arx:papers:2304.01709.

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2023Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073.

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2023Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2024The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

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2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2023Remittances in times of crisis: evidence from Italian corridors. (2023). Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1402_23.

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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2023Inflation is not equal for all: the heterogenous effects of energy shocks. (2023). Riggi, Marianna ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1429_23.

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2023Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410.

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2023Fiscal sources of inflation risk in EMDEs: the role of the external channel. (2023). Zampolli, Fabrizio ; Mehotra, Aaron ; Boctor, Valerie ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:1110.

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2023Why Do Analysts use a Zero Forecast for Other Comprehensive Income?. (2023). Wallis, Mark. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1074-1115.

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2023The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87.

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2023Oil price shock and informal workers in dual labor markets. (2023). Kar, Saibal ; Chaudhuri, Sarbajit. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:869-879.

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2024Healthy climate, healthy bodies: Optimal fuel taxation and physical activity. (2024). Sulikova, Simona ; Mattauch, Linus ; Klenert, David ; van den Bijgaart, Inge. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:93-122.

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2023.

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2023Inflation and globalisation: The Tawney Lecture 2022. (2023). James, Harold. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:2:p:391-412.

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2023Energy as a weapon of war: Lessons from 50 years of energy interdependence. (2023). Labelle, Michael Carnegie. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:531-547.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023The effect of changes in the terms of trade on GDP and welfare: A Divisia approach to the System of National Accounts. (2023). Oulton, Nicholas. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:4:p:261-282.

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2023Income distribution and economic activity: A frequency domain causal exploration. (2023). Mohammed, Mikidadu ; von Arnim, Rudiger ; Barralesruiz, Jose. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:2:p:306-327.

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023The impact of oil prices on world trade. (2023). Papageorgiou, Theodore ; Kalouptsidi, Myrto ; Brancaccio, Giulia. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:444-463.

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2023What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618.

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2023.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Energy prices and household heterogeneity: monetary policy in a Gas-TANK. (2023). Chan, Jenny ; Kanngiesser, Derrick ; Diz, Sebastian. In: Bank of England working papers. RePEc:boe:boeewp:1041.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2024Consumer 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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2023Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14.

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2023Carbon Taxes and CO2 Emissions: A Replication of Andersson (American Economic Journal: Economic Policy, 2019). (2023). Yu, Yanxia. In: Working Papers in Economics. RePEc:cbt:econwp:23/09.

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2023IMPACT OF THE RUSSIAN - UKRAINIAN CONFLICT ON ROMANIAN INFLATION. (2023). Ioana, Pitorac Ruxandra ; Catalin, Nodis Ionut. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2023:v:5:p:64-74.

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2023Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15.

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2023Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: CERGE-EI Working Papers. RePEc:cer:papers:wp745.

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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.
[Full Text][Citation analysis]		article2485
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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This paper has nother version. Agregated cites: 2485		paper
2008The Economic Effects of Energy Price Shocks In: Journal of Economic Literature.
[Full Text][Citation analysis]		article630
2007The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 630		paper
2004Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article648
2004Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 648		paper
2004Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 648		paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article262
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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This paper has nother version. Agregated cites: 262		paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 262		paper
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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This paper has nother version. Agregated cites: 262		paper
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.
[Full Text][Citation analysis]		article92
2013The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal.
[Full Text][Citation analysis]		article320
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.
[Full Text][Citation analysis]		article64
2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 64		paper
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.
[Full Text][Citation analysis]		paper13
2006Time Series Analysis.(2006) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 13		paper
2014Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics.
[Full Text][Citation analysis]		article172
2014Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 172		paper
2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper376
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 376		paper
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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This paper has nother version. Agregated cites: 376		paper
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper54
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 54		paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 54		article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]		paper47
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 47		paper
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.
[Full Text][Citation analysis]		paper41
2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
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2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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This paper has nother version. Agregated cites: 41		article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
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2019The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers.
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