Lutz Kilian : Citation Profile

Federal Reserve Bank of Dallas

63

H index

113

i10 index

21170

Citations

RESEARCH PRODUCTION:

112

Articles

248

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 682
   Journals where Lutz Kilian has often published
   Relations with other researchers
   Recent citing documents: 1329.    Total self citations: 250 (1.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki110
   Updated: 2025-12-20    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Zhou, Xiaoqing (34)

Inoue, Atsushi (9)

Plante, Michael (6)

Richter, Alexander (6)

Herrera, Ana María (6)

Pesavento, Elena (4)

Goncalves, Silvia (3)

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

Is cited by:

GUPTA, RANGAN (285)

Wang, Yudong (284)

Ratti, Ronald (271)

Filis, George (240)

Vespignani, Joaquin (231)

Mignon, Valérie (206)

Manera, Matteo (197)

Lütkepohl, Helmut (189)

Degiannakis, Stavros (180)

Joëts, Marc (163)

Razafindrabe, Tovonony (152)

Cites to:

Baumeister, Christiane (134)

Hamilton, James (134)

Inoue, Atsushi (88)

Bernanke, Ben (75)

Zhou, Xiaoqing (68)

Gertler, Mark (65)

Watson, Mark (61)

barsky, robert (54)

Zha, Tao (50)

Herrera, Ana María (49)

Murphy, Daniel (46)

Main data

Where Lutz Kilian has published?

Journals with more than one article published# docs
Journal of Econometrics9
Journal of Applied Econometrics7
The Energy Journal6
Energy Economics5
The Review of Economics and Statistics5
Journal of Money, Credit and Banking5
Journal of Business & Economic Statistics5
Econometric Reviews5
Journal of International Money and Finance4
Journal of Money, Credit and Banking4
Journal of Applied Econometrics4
The Energy Journal3
Macroeconomic Dynamics3
Economics Letters3
Journal of Business & Economic Statistics3
Quantitative Economics2
Econometric Theory2
IMF Economic Review2
Journal of Economic Perspectives2
International Economic Review2
Journal of International Economics2
Review of Environment, Energy and Economics - Re32

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers78
CESifo Working Paper Series / CESifo29
Working Papers / Federal Reserve Bank of Dallas29
CFS Working Paper Series / Center for Financial Studies (CFS)27
Staff Working Papers / Bank of Canada14
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 (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2025How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach. (2025). Kim, Hyeongwoo ; Bhandari, Subash. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-06.

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2025The Role of Carbon Tax in the Paradox of Environmental Quality and Economic Growth: An Application on Finland With the ARDL Approach. (2025). Dilber, Caner. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:371-393.

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2024Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202408.

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2024Tracking the trend of quinoa price in Bolivia: Structural breaks and persistence of shoks. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202410.

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2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

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2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344060.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2025Navigating the Soybean Market Shift: River Transport as a Lens on the Renewable Diesel Boom. (2025). Lee, Seungki ; Kang, Minseong. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360603.

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2025Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642.

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2025Farmland Boom or Bubble?. (2025). Etienne, Xiaoli ; Irwin, Scott ; Franken, Jason. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360676.

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2025Diesel Price Pass-Through into California Grocery Store Milk Prices. (2025). Gafarov, Bulat ; Hasbany, James ; Hilscher, Jens. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360962.

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2025Uneven Transmission: Monetary Policy, Sectoral Asymmetries, and the Planning Gap Under Malawi 2063. (2025). Mapila, Salim A. In: African Journal of Economic Review. RePEc:ags:afjecr:362952.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650.

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2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:343513.

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2025Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287.

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2024How Do Firms Cope with Economic Shocks in Real Time?. (2024). Fetzer, Thiemo ; Schneebacher, Jakob ; Palmou, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:337.

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2025Empirical Monetary-Fiscal Equivalence. (2025). Nielsson, Ulf ; Rangvid, Jesper ; Streitz, Daniel ; Seyrich, Fabian ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:367.

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2024.

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2024Extreme Dry Spells and Larger Storms in the U.S. Midwest Raise Crop Prices. (2024). Cornejo, Magdalena ; Merener, Nicolas ; Merovich, Ezequiel. In: Working Papers. RePEc:aoz:wpaper:303.

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2024The Transition to Renewables: Dampening the Impact of Fossil Fuel Price Shocks on Local Inflation.. (2024). Cornejo, Magdalena ; Hallack, Michelle ; David, Matias. In: Working Papers. RePEc:aoz:wpaper:345.

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2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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

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2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2025Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Inference for Local Projections. (2024). Kuersteiner, Guido ; Inoue, Atsushi ; Jorda, Oscar. In: Papers. RePEc:arx:papers:2306.03073.

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2024Propagation of a carbon price in a credit portfolio through macroeconomic factors. (2024). Ibbou, Smail ; Sopgoui, Lionel ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2307.12695.

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2024Interest Rate Dynamics and Commodity Prices. (2024). Gouel, Christophe ; Ma, Qingyin ; Stachurski, John. In: Papers. RePEc:arx:papers:2308.07577.

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2025The Local Projection Residual Bootstrap for AR(1) Models. (2025). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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

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2025Forecasting 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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2025Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

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2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2403.06879.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982.

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2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

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2024Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy. (2024). Dinda, Bivas. In: Papers. RePEc:arx:papers:2406.02604.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2025Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars. (2025). Wo, Tomasz. In: Papers. RePEc:arx:papers:2410.15090.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

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2025Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

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2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046.

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2025Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News. (2025). Ghali, Mohammed-Khalil ; Pang, Cecil ; Molina, Oscar ; Gershenson-Garcia, Carlos ; Won, Daehan. In: Papers. RePEc:arx:papers:2508.06497.

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2025Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance. (2025). Glielmo, Aldo ; Mira, Antonietta ; de Giuli, Maria Elena ; del Tatto, Vittorio ; Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2508.15667.

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2025Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality. (2025). Wang, Endong ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2509.05284.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

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2025Gas supply shocks, uncertainty and price setting: evidences from Italian firms. (2025). Giorgianni, Giuseppe Pagano. In: Papers. RePEc:arx:papers:2510.03792.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2025Mixed LR-$C(\alpha)$-type tests for irregular hypotheses, general criterion functions and misspecified models. (2025). Tuvaandorj, Purevdorj ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2510.17070.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025The causal interpretation of panel vector autoregressions. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23540.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2025CBDC Stress Test in a Dual-Currency Setting. (2025). Dumitrescu, Catalin. In: Papers. RePEc:arx:papers:2511.13384.

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2024Distributive Impact of Green Taxes in Mexico. (2024). Massa, Ricardo ; Scott, John R ; Parada, Ana Cecilia. In: Working Paper. RePEc:avg:wpaper:en17000.

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2025Study on services in ports (I): pilotage, towing, mooring and unmooring, collection of ship-generated waste and fuel supply. (2025). de los Mercados, Comisin Nacional. In: Colección Estudios de Mercado. RePEc:awo:epaper:e/cnmc/004/24_eng.

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2025Study on services in ports (II): cargo handling and passenger service. (2025). de los Mercados, Comisin Nacional. In: Colección Estudios de Mercado. RePEc:awo:epaper:e/cnmc/005/24_eng.

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2024Testing Multiple Structural Breaks in the Oil Price-Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War. (2024). Raifu, Isiaka ; Kumeka, Terver Theophilus ; David-Wayas, Onyinye Maria. In: Asian Economics Letters. RePEc:ayb:jrnael:110.

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2024The Effect of Exchange Rates and World Crude Oil Prices on Inflation: Evidence from Emerging Economies. (2024). Widodo, Wahyu. In: Journal of Economic Sciences. RePEc:azm:journl:v:3:y:2024:i:2:p:146-161.

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2024The Price of Progress: Understanding the Impact of Oil Shocks on Pakistans Economic Trajectory. (2024). Munir, Nasir. In: Journal of Economic Sciences. RePEc:azm:journl:v:3:y:2024:i:2:p:199-212.

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2024Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24.

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

Works by Lutz Kilian:

YearTitleTypeCited
2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market In: American Economic Review.
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2006Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market.(2006) In: CEPR Discussion Papers.
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2008The Economic Effects of Energy Price Shocks In: Journal of Economic Literature.
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2007The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers.
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2004Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article697
2004Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers.
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2004Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers.
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article337
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
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2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
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2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: The Energy Journal.
[Full Text][Citation analysis]		article100
2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market.(2010) In: The Energy Journal.
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This paper has nother version. Agregated cites: 100		article
2013The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal.
[Full Text][Citation analysis]		article365
2012The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers.
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2013The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2013) In: The Energy Journal.
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2017The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal.
[Full Text][Citation analysis]		article72
2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series.
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2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CEPR Discussion Papers.
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2017The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: Working Papers.
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2017The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: The Energy Journal.
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2006Time Series Analysis In: Working Papers.
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2006Time Series Analysis.(2006) In: PIER Working Paper Archive.
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2014Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics.
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2014Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers.
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2011Forecasting the Price of Oil In: Staff Working Papers.
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2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
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2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
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2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
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2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
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2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
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2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers.
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2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers.
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2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
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2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
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2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
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2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
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2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
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2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
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2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]		paper93
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
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2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]		paper71
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
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2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper51
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series.
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2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers.
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2014A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
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2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
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2018Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2018) In: The Energy Journal.
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2018Modeling Fluctuations in the Global Demand for Commodities In: Staff Working Papers.
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2017Modeling Fluctuations in the Global Demand for Commodities.(2017) In: CESifo Working Paper Series.
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2017Modeling Fluctuations in the Global Demand for Commodities.(2017) In: CEPR Discussion Papers.
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2018Modeling fluctuations in the global demand for commodities.(2018) In: Journal of International Money and Finance.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada In: Staff Working Papers.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CESifo Working Paper Series.
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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CEPR Discussion Papers.
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2019The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2019) In: Working Papers.
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2022The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2022) In: Journal of Money, Credit and Banking.
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2018The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada.(2018) In: CFS Working Paper Series.
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2008How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article128
2000Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]		article48
2000Unit-Root Tests Are Useful for Selecting Forecasting Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article107
1999Unit Root Tests are Useful for Selecting Forecasting Models.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1999Unit Root Tests Are Useful for Selecting Forecasting Models.(1999) In: NBER Working Papers.
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2007Comment In: Journal of Business & Economic Statistics.
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1998A Direct test of the Emerging Consensus about Long-Run PPP In: Working Papers.
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2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
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2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
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2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
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2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS In: Journal of the European Economic Association.
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2009Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models.(2009) In: CEPR Discussion Papers.
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1998Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm In: Journal of Time Series Analysis.
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2007The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks In: The B.E. Journal of Macroeconomics.
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2005A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis In: Studies in Nonlinear Dynamics & Econometrics.
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2022Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings In: CESifo Working Paper Series.
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2022Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings.(2022) In: Working Papers.
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2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings.(2025) In: Journal of Applied Econometrics.
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2022Macroeconomic responses to uncertainty shocks: The perils of recursive orderings.(2022) In: CFS Working Paper Series.
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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand In: CESifo Working Paper Series.
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2024Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand.(2024) In: Journal of Public Economics.
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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand.(2023) In: Working Papers.
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2023Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand.(2023) In: CFS Working Paper Series.
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2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices In: CESifo Working Paper Series.
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2014The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2014) In: CEPR Discussion Papers.
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2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2016) In: Review of Environmental Economics and Policy.
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2014The impact of the shale oil revolution on U.S. oil and gasoline prices.(2014) In: CFS Working Paper Series.
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2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
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2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
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2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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2014Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers.
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2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
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2016The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers.
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2014The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers.
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2017The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking.
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2014The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series.
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2016Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series.
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2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers.
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2016Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics.
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2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers.
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2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
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2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
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2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
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2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
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2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
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2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
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2016Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: CESifo Working Paper Series.
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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: CEPR Discussion Papers.
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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: NBER Working Papers.
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2017Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2017) In: Journal of Applied Econometrics.
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2015Anticipation, tax avoidance, and the price elasticity of gasoline demand.(2015) In: CFS Working Paper Series.
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2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets In: CESifo Working Paper Series.
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2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets.(2017) In: CEPR Discussion Papers.
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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CESifo Working Paper Series.
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2019Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? In: CESifo Working Paper Series.
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2019Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?.(2019) In: CEPR Discussion Papers.
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2019Measuring global real economic activity: Do recent critiques hold up to scrutiny?.(2019) In: Economics Letters.
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2019Oil Prices, Exchange Rates and Interest Rates In: CESifo Working Paper Series.
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2019Oil Prices, Exchange Rates and Interest Rates.(2019) In: CEPR Discussion Papers.
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2022Oil prices, exchange rates and interest rates.(2022) In: Journal of International Money and Finance.
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2019Oil Prices, Exchange Rates and Interest Rates.(2019) In: Working Papers.
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2019Oil prices, exchange rates, and interest rates.(2019) In: 2019 Meeting Papers.
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2020Oil prices, exchange rates and interest rates.(2020) In: CFS Working Paper Series.
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