60
H index
102
i10 index
17646
Citations
Lutz Kilian : Citation Profile
Federal Reserve Bank of Dallas | RESEARCH PRODUCTION: 99 Articles 240 Papers 2 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Lutz Kilian. | Is cited by:
| Cites to:
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Main data
Where Lutz Kilian has published?
Recent works citing Lutz Kilian (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa. (2022). Mustafa, Ghulam ; Chin, Lee ; Bala, Umar. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:14-27. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877. Full description at Econpapers || Download paper | |
| 2022 | Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:324171. Full description at Econpapers || Download paper | |
| 2022 | Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650. Full description at Econpapers || Download paper | |
| 2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
| 2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
| 2023 | Causal 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. Full description at Econpapers || Download paper | |
| 2023 | Oil 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. Full description at Econpapers || Download paper | |
| 2023 | The Green Metamorphosis of a small Open Economy. (2023). Seoane, Hernan D ; Pappa, Evi ; Airaudo, Florencia S. In: Working Papers. RePEc:aoz:wpaper:219. Full description at Econpapers || Download paper | |
| 2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
| 2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
| 2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
| 2023 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2022 | Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222. Full description at Econpapers || Download paper | |
| 2023 | Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900. Full description at Econpapers || Download paper | |
| 2022 | Time Series Estimation of the Dynamic Effects of Disaster-Type Shock. (2021). Ng, Serena ; Davis, Richard. In: Papers. RePEc:arx:papers:2107.06663. Full description at Econpapers || Download paper | |
| 2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
| 2022 | Bounds for Treatment Effects in the Presence of Anticipatory Behavior. (2021). Gong, Aibo. In: Papers. RePEc:arx:papers:2111.06573. Full description at Econpapers || Download paper | |
| 2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
| 2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
| 2022 | Impulse response estimation via flexible local projections. (2022). Piffer, Michele ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2204.13150. Full description at Econpapers || Download paper | |
| 2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper | |
| 2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
| 2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
| 2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. Full description at Econpapers || Download paper | |
| 2022 | Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254. Full description at Econpapers || Download paper | |
| 2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
| 2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
| 2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic performance of oil price shocks in Russia. (2022). Tiron, Kristina ; Zeynalov, Ayaz. In: Papers. RePEc:arx:papers:2211.04954. Full description at Econpapers || Download paper | |
| 2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
| 2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. Full description at Econpapers || Download paper | |
| 2022 | Understanding the food component of inflation. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2212.09380. Full description at Econpapers || Download paper | |
| 2022 | Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. Full description at Econpapers || Download paper | |
| 2023 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper | |
| 2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
| 2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
| 2023 | Inference 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. Full description at Econpapers || Download paper | |
| 2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
| 2023 | With 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. Full description at Econpapers || Download paper | |
| 2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
| 2023 | Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073. Full description at Econpapers || Download paper | |
| 2023 | Propagation 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. Full description at Econpapers || Download paper | |
| 2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
| 2023 | Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577. Full description at Econpapers || Download paper | |
| 2023 | Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173. Full description at Econpapers || Download paper | |
| 2023 | The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889. Full description at Econpapers || Download paper | |
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
| 2022 | Exchange Rate and Trade in Services Nexus in Nigeria: A Non-Linear ARDL Approach. (2022). Audu, Nathan ; Obiezue, Titus. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i1-5. Full description at Econpapers || Download paper | |
| 2022 | Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
| 2022 | Exports and the Exchange Rate: A General Equilibrium Perspective. (2022). Reza, Abeer ; Alexander, Patrick. In: Staff Working Papers. RePEc:bca:bocawp:22-18. Full description at Econpapers || Download paper | |
| 2022 | Are Temporary Oil Supply Shocks Real?. (2022). Ellwanger, Reinhard ; Dunbar, Geoffrey ; Brannlund, Johan. In: Staff Working Papers. RePEc:bca:bocawp:22-52. Full description at Econpapers || Download paper | |
| 2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
| 2023 | Another 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. Full description at Econpapers || Download paper | |
| 2023 | Anchoring 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. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy Uncertainty in Mexico: An Unsupervised Approach. (2022). Minozzo, Marco ; Perez, Carlos Moreno. In: Working Papers. RePEc:bde:wpaper:2229. Full description at Econpapers || Download paper | |
| 2022 | An assessment of Italys energy trade balance. (2022). Tosti, Enrico ; Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_696_22. Full description at Econpapers || Download paper | |
| 2023 | Assessing 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. Full description at Econpapers || Download paper | |
| 2023 | Energy 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. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada. (2022). Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1368_22. Full description at Econpapers || Download paper | |
| 2023 | Remittances in times of crisis: evidence from Italian corridors. (2023). Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1402_23. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200. Full description at Econpapers || Download paper | |
| 2022 | DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884. Full description at Econpapers || Download paper | |
| 2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
| 2022 | Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040. Full description at Econpapers || Download paper | |
| 2022 | Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056. Full description at Econpapers || Download paper | |
| 2023 | Fiscal 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. Full description at Econpapers || Download paper | |
| 2022 | The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470. Full description at Econpapers || Download paper | |
| 2022 | Global commodity market disruption and the fallout. (2022). Ubilava, David ; Ferguson, Shon. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:737-752. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | What causes house prices to fluctuate? Evidence from South Korea. (2022). Park, Cheolbeom ; Ann, Jihee ; Lee, Jinwoong. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:4:p:365-384. Full description at Econpapers || Download paper | |
| 2022 | Not all oil shocks on the trade balance are alike: Empirical evidence from South Korea. (2022). Baek, Jungho. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:291-303. Full description at Econpapers || Download paper | |
| 2022 | Is inflation caused by deteriorating inflation expectations or excessive monetary growth?. (2022). Ong, Kian ; Matthews, Kent. In: Economic Affairs. RePEc:bla:ecaffa:v:42:y:2022:i:2:p:259-274. Full description at Econpapers || Download paper | |
| 2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
| 2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. Full description at Econpapers || Download paper | |
| 2023 | Inflation 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. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612. Full description at Econpapers || Download paper | |
| 2022 | Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661. Full description at Econpapers || Download paper | |
| 2023 | Energy 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. Full description at Econpapers || Download paper | |
| 2022 | Detecting persistent one?sided intervention in foreign exchange markets: A simple test. (2022). Wang, Jenkuan ; Chen, Shiusheng. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:23-45. Full description at Econpapers || Download paper | |
| 2023 | Co?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. Full description at Econpapers || Download paper | |
| 2022 | Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233. Full description at Econpapers || Download paper | |
| 2023 | Machine 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. Full description at Econpapers || Download paper | |
| 2022 | Commodity Financialization and Information Transmission. (2022). Yang, Liyan ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2613-2667. 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 | 2386 |
| 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: 2386 | paper | |
| 2008 | The Economic Effects of Energy Price Shocks In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 604 |
| 2007 | The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 604 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 635 |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 635 | 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: 635 | 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 | 252 |
| 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: 252 | 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: 252 | 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: 252 | 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 | 90 |
| 2013 | The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal. [Full Text][Citation analysis] | article | 314 |
| 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: 314 | paper | |
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal. [Full Text][Citation analysis] | article | 63 |
| 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: 63 | 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: 63 | 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: 63 | paper | |
| 2006 | Time Series Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2006 | Time Series Analysis.(2006) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2014 | Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics. [Full Text][Citation analysis] | article | 165 |
| 2014 | Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
| 2011 | Forecasting the Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 371 |
| 2011 | Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 371 | paper | |
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| 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: 9 | paper | |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
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| 2018 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
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| 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 | 14 |
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| 2021 | The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Quantifying the half-life of deviations from PPP: The role of economic priors.(1999) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1999 | Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors..(1999) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | A Monetary Explanation Of The Great Stagflation Of The 1970s In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2000 | A Monetary Explanation of the Great Stagflation of the 1970s..(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | A Monetary Explanation of the Great Stagflation of the 1970s.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | Measuring Predictability: Theory And Macroeconomic Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 1997 | Measuring predictability: theory and macroeconomic applications.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | 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: 68 | 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: 68 | paper | |
| 1998 | Measuring Predictability: Theory and Macroeconomic Applications.(1998) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: CARESS Working Papres. [Citation analysis] This paper has another version. Agregated cites: 68 | 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 | 133 |
| 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: 133 | 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: 133 | paper | |
| 2001 | A Practitioners Guide to Lag-Order Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 592 |
| 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: 592 | paper | |
| 2003 | Why is it so difficult to beat the random walk forecast of exchange rates?.(2003) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 592 | 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: 592 | 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: 592 | 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 | 240 |
| 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: 240 | 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: 240 | article | |
| 2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 109 |
| 2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
| 2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | article | |
| 2003 | The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2003 | The central bank as a risk manager: quantifying and forecasting inflation risks.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | 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 | 574 |
| 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: 574 | article | |
| 2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2005 | The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2006 | Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2006 | Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2007 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
| 2008 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2008 | The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | 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 | 935 |
| 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: 935 | article | |
| 2007 | Retail Energy Prices and Consumer Expenditures In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2007 | Oil Shocks and External Balances In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 232 |
| 2009 | Oil shocks and external balances.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | article | |
| 2007 | Oil Shocks and External Balances.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | 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: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 113 |
| 2007 | What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 418 |
| 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: 418 | article | |
| 2008 | Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 271 |
| 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: 271 | 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: 271 | article | |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 125 |
| 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: 125 | 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: 125 | article | |
| 2009 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 194 |
| 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: 194 | article | |
| 2009 | Do Local Projections Solve the Bias Problem in Impulse Response Inference? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 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: 38 | 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: 38 | paper | |
| 2009 | Oil Price Shocks, Monetary Policy and Stagflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2010 | Oil Price Shocks, Monetary Policy and Stagflation.(2010) In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | 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 | 235 |
| 2011 | Does the Fed Respond to Oil Price Shocks?.(2011) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | 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 | 678 |
| 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: 678 | article | |
| 2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 148 |
| 2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | 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: 148 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 153 |
| 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: 153 | 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: 153 | 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: 153 | paper | |
| 2011 | Structural Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 2013 | Structural vector autoregressions.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | chapter | |
| 2012 | Monetary policy responses to oil price fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 149 |
| 2012 | Monetary Policy Responses to Oil Price Fluctuations.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | 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 | 97 |
| 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: 97 | 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: 97 | 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 | 192 |
| 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: 192 | article | |
| 2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 504 |
| 2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 504 | book | |
| 2003 | THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2006 | NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 26 |
| 2002 | UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 1999 | Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective..(1999) In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 77 |
| 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: 77 | 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 | 294 |
| 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 | 36 |
| 2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2021 | Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2023 | A broader perspective on the inflationary effects of energy price shocks In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | A Broader Perspective on the Inflationary Effects of Energy Price Shocks.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2023 | A broader perspective on the inflationary effects of energy price shocks.(2023) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | How sensitive are consumer expenditures to retail energy prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 300 |
| 2010 | Quantifying the Risk of Deflation In: EcoMod2004. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2012 | Interviews with the experts on Financial Speculation in the Oil Market and the Determinants of the Oil Price (PART II) In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 1 |
| 2015 | Recent Evolutions of Oil and Commodity Prices In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 1994 | The effects of real and monetary shocks in a business cycle model with some sticky prices In: Proceedings. [Citation analysis] | article | 63 |
| 1995 | The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices..(1995) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2021 | Comment on Giacomini, Kitagawa and Reads Narrative Restrictions and Proxies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2022 | When Do State-Dependent Local Projections Work? In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | State-Dependent Local Projections In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Jointly Estimating Macroeconomic News and Surprise Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Oil Price Shocks and Inflation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Recent Developments in Bootstrapping Time Series In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 149 |
| 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: 149 | paper | |
| 2000 | Recent developments in bootstrapping time series.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | 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 | 12 |
| 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: 12 | paper | |
| 1998 | Is there a trend break in U.S. GNP? A macroeconomic perspective In: Staff Report. [Full Text][Citation analysis] | paper | 9 |
| 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 | 4 |
| 1998 | Analyzing Unit Root Tests in Finite Samples Using Power Profiles. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 2 |
| 1998 | How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 4 |
| 1999 | Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 2 |
| 2002 | DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Energy Challenges in an Uncertain World In: Post-Print. [Citation analysis] | paper | 0 |
| 2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 28 |
| 1999 | Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 302 |
| 2002 | Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 67 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 85 |
| 1997 | Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? In: Working Papers. [Citation analysis] | paper | 7 |
| 2002 | Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative In: NBER Chapters. [Full Text][Citation analysis] | chapter | 472 |
| 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: 472 | 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 | 58 |
| 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: 58 | 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 | 52 |
| 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 | 245 |
| 1998 | Small-Sample Confidence Intervals For Impulse Response Functions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 616 |
| 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 | 72 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 105 |
| 2022 | Oil prices, gasoline prices, and inflation expectations In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Oil price volatility: Origins and effects In: WTO Staff Working Papers. [Full Text][Citation analysis] | paper | 47 |
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