62
H index
108
i10 index
19487
Citations
Lutz Kilian : Citation Profile
Federal Reserve Bank of Dallas | RESEARCH PRODUCTION: 106 Articles 244 Papers 2 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1994 - 2024). 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 (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. 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 | |
| 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 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. 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 | |
| 2024 | Time-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 ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. 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 | |
| 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 | |
| 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 | |
| 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper | |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
| 2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
| 2024 | Partially identified heteroskedastic SVARs. (2024). Mirto, Elisabetta ; Kitagawa, Toru ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.06879. Full description at Econpapers || Download paper | |
| 2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
| 2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper | |
| 2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
| 2024 | . 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 | |
| 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 | |
| 2024 | Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Divino, Jose Angelo ; Kornelius, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:592. 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 | |
| 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 | |
| 2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
| 2023 | Inflation is not equal for all: the heterogenous effects of energy shocks. (2023). Riggi, Marianna ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1429_23. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
| 2023 | Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410. 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 | |
| 2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper | |
| 2023 | Why Do Analysts use a Zero Forecast for Other Comprehensive Income?. (2023). Wallis, Mark. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1074-1115. Full description at Econpapers || Download paper | |
| 2024 | Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571. 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 | |
| 2023 | Oil price shock and informal workers in dual labor markets. (2023). Kar, Saibal ; Chaudhuri, Sarbajit. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:869-879. 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 | 2704 |
| 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 nother version. Agregated cites: 2704 | paper | |
| 2008 | The Economic Effects of Energy Price Shocks In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 682 |
| 2007 | The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 682 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 672 |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 672 | paper | |
| 2004 | Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 672 | 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 | 289 |
| 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 nother version. Agregated cites: 289 | 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 nother version. Agregated cites: 289 | 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 nother version. Agregated cites: 289 | 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 | 97 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | ||
| 2013 | The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal. [Full Text][Citation analysis] | article | 346 |
| 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 nother version. Agregated cites: 346 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 346 | article | ||
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal. [Full Text][Citation analysis] | article | 69 |
| 2016 | The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2016 | The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | ||
| 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 nother version. Agregated cites: 13 | paper | |
| 2014 | Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics. [Full Text][Citation analysis] | article | 192 |
| 2014 | Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
| 2011 | Forecasting the Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 393 |
| 2011 | Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 393 | paper | |
| 2013 | Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 393 | chapter | |
| 2011 | Forecasting the price of oil.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 393 | paper | |
| 2011 | Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 55 |
| 2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
| 2012 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 2011 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2014 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 2013 | What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2012 | What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2014 | WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
| 2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 182 |
| 2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
| 2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | article | |
| 2013 | Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
| 2013 | Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 151 |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
| 2014 | Do oil price increases cause higher food prices?.(2014) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | article | |
| 2013 | Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
| 2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 92 |
| 2013 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | article | |
| 2013 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 2014 | Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 64 |
| 2014 | Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2014 | A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2014 | A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother 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 | 7 |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | ||
| 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 | 14 |
| 2018 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2022 | The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2018 | The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada.(2018) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2008 | How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 110 |
| 2000 | Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 46 |
| 2000 | Unit-Root Tests Are Useful for Selecting Forecasting Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 106 |
| 1999 | Unit Root Tests are Useful for Selecting Forecasting Models.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 1999 | Unit Root Tests Are Useful for Selecting Forecasting Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
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| 1998 | A Direct test of the Emerging Consensus about Long-Run PPP In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 94 |
| 2017 | Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2017 | Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
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| 2012 | WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 424 |
| 2009 | Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 424 | paper | |
| 1998 | Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 22 |
| 2007 | The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 128 |
| 2005 | A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 153 |
| 2022 | Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | Macroeconomic responses to uncertainty shocks: The perils of recursive orderings.(2022) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Heterogeneity 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. [Full Text][Citation analysis] | paper | 7 |
| 2024 | Heterogeneity 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2023 | Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | Heterogeneity 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 126 |
| 2014 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2016 | The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices.(2016) In: Review of Environmental Economics and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | article | |
| 2014 | The impact of the shale oil revolution on U.S. oil and gasoline prices.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2016 | Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
| 2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2016 | The Role of Oil Price Shocks in Causing U.S. Recessions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 94 |
| 2014 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2014 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2017 | The Role of Oil Price Shocks in Causing U.S. Recessions.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
| 2014 | The role of oil price shocks in causing U.S. recessions.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2016 | Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2016 | Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 194 |
| 2015 | Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
| 2016 | Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
| 2015 | Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
| 2016 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2015 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2017 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2015 | Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2016 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 107 |
| 2015 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2015 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2017 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | article | |
| 2015 | Anticipation, tax avoidance, and the price elasticity of gasoline demand.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2017 | How the Tight Oil Boom Has Changed Oil and Gasoline Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2017 | How the Tight Oil Boom Has Changed Oil and Gasoline Markets.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2017 | Modeling Fluctuations in the Global Demand for Commodities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 154 |
| 2017 | Modeling Fluctuations in the Global Demand for Commodities.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
| 2018 | Modeling fluctuations in the global demand for commodities.(2018) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | article | |
| 2018 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 127 |
| 2019 | Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | paper | |
| 2019 | Measuring global real economic activity: Do recent critiques hold up to scrutiny?.(2019) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | article | |
| 2019 | Oil Prices, Exchange Rates and Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
| 2019 | Oil Prices, Exchange Rates and Interest Rates.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2022 | Oil prices, exchange rates and interest rates.(2022) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2019 | Oil Prices, Exchange Rates and Interest Rates.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2019 | Oil prices, exchange rates, and interest rates.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2020 | Oil prices, exchange rates and interest rates.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2019 | Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2019 | Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2019 | Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2020 | Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2020 | Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2019 | Facts and Fiction in Oil Market Modeling In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2019 | Facts and Fiction in Oil Market Modeling.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2022 | Facts and fiction in oil market modeling.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2020 | Facts and Fiction in Oil Market Modeling.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2021 | Facts and fiction in oil market modeling.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2020 | The Econometrics of Oil Market VAR Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
| 2020 | The Econometrics of Oil Market VAR Models.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2023 | The Econometrics of Oil Market VAR Models.(2023) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | chapter | |
| 2020 | The Econometrics of Oil Market VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2020 | A Quantitative Model of the Oil Tanker Market in the Arabian Gulf In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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| 2020 | A quantitative model of the oil tanker market in the Arabian Gulf.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Oil prices, gasoline prices and inflation expectations: A new model and new facts.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Understanding the Estimation of Oil Demand and Oil Supply Elasticities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2020 | Understanding the Estimation of Oil Demand and Oil Supply Elasticities.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2022 | Understanding the estimation of oil demand and oil supply elasticities.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2020 | Understanding the Estimation of Oil Demand and Oil Supply Elasticities.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2020 | Understanding the estimation of oil demand and oil supply elasticities.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2021 | Container Trade and the U.S. Recovery In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Container Trade and the U.S. Recovery.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Container trade and the U.S. recovery.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
| 2022 | The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2021 | The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2021 | The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2006 | Understanding the effects of exogenous oil supply shocks In: CESifo Forum. [Full Text][Citation analysis] | article | 0 |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 408 |
| 2002 | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
| 2004 | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | article | |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
| 2003 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
| 2002 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
| 2003 | Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 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 nother version. Agregated cites: 23 | 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 6 | paper | |
| 2000 | Measuring Predictability: Theory And Macroeconomic Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 1997 | Measuring predictability: theory and macroeconomic applications.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2001 | Measuring predictability: theory and macroeconomic applications.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 1998 | Measuring Predictability: Theory and Macroeconomic Applications.(1998) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 1997 | Measuring Predictability: Theory and Macroeconomic Applications.(1997) In: CARESS Working Papres. [Citation analysis] This paper has nother version. Agregated cites: 69 | 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 | 135 |
| 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 nother version. Agregated cites: 135 | 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 nother version. Agregated cites: 135 | paper | |
| 2001 | A Practitioners Guide to Lag-Order Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2001 | Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 596 |
| 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 nother version. Agregated cites: 596 | 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 nother version. Agregated cites: 596 | 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 nother version. Agregated cites: 596 | 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 nother version. Agregated cites: 596 | 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 | 256 |
| 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 nother version. Agregated cites: 256 | 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 nother version. Agregated cites: 256 | article | |
| 2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 112 |
| 2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | 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 nother version. Agregated cites: 11 | paper | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2004 | Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | 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 | 595 |
| 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 nother version. Agregated cites: 595 | 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 nother 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 nother 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 nother 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 | 64 |
| 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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 | 1046 |
| 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 nother version. Agregated cites: 1046 | 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 | 246 |
| 2009 | Oil shocks and external balances.(2009) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 246 | article | |
| 2007 | Oil Shocks and External Balances.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 246 | 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 | 130 |
| 2007 | What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 454 |
| 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 nother version. Agregated cites: 454 | 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 | 283 |
| 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 nother version. Agregated cites: 283 | 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 nother version. Agregated cites: 283 | article | |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
| 2009 | Estimating the Effect of a Gasoline Tax on Carbon Emissions.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
| 2011 | Estimating the effect of a gasoline tax on carbon emissions.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 140 | article | |
| 2009 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 204 |
| 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?.(2013) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 204 | 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 | 39 |
| 2009 | Pitfalls in estimating asymmetric effects of energy price shocks.(2009) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2009 | Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2009 | Oil Price Shocks, Monetary Policy and Stagflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2010 | Oil Price Shocks, Monetary Policy and Stagflation.(2010) In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 nother version. Agregated cites: 8 | paper | |
| 2009 | Does the Fed Respond to Oil Price Shocks? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 270 |
| 2011 | Does the Fed Respond to Oil Price Shocks?.(2011) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 270 | 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 | 777 |
| 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 nother version. Agregated cites: 777 | article | |
| 2011 | Nonlinearities in the Oil Price-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 153 |
| 2011 | NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | article | |
| 2011 | Nonlinearities in the oil price-output relationship.(2011) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 161 |
| 2013 | Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | article | |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | paper | |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | paper | |
| 2011 | Structural Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
| 2013 | Structural vector autoregressions.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | chapter | |
| 2012 | Monetary policy responses to oil price fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 164 |
| 2012 | Monetary Policy Responses to Oil Price Fluctuations.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | 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 | 109 |
| 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 nother version. Agregated cites: 109 | 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 nother version. Agregated cites: 109 | 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 | 215 |
| 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 nother version. Agregated cites: 215 | article | |
| 2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 605 |
| 2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 605 | 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 | 39 |
| 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 nother version. Agregated cites: 19 | paper | |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 79 |
| 2000 | Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | 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 | 326 |
| 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 | 37 |
| 2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | paper | |
| 2021 | Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2023 | A broader perspective on the inflationary effects of energy price shocks In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2022 | A Broader Perspective on the Inflationary Effects of Energy Price Shocks.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 nother version. Agregated cites: 5 | paper | |
| 2009 | How sensitive are consumer expenditures to retail energy prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 347 |
| 2010 | Quantifying the Risk of Deflation In: EcoMod2004. [Full Text][Citation analysis] | paper | 25 |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2007 | Quantifying the Risk of Deflation.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 nother version. Agregated cites: 63 | article | |
| 2021 | Comment on Giacomini, Kitagawa and Reads Narrative Restrictions and Proxies In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 nother version. Agregated cites: 1 | article | |
| 2022 | When Do State-Dependent Local Projections Work? In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2023 | State-Dependent Local Projections In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Estimating Macroeconomic News and Surprise Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 1 |
| 2024 | The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Geopolitical Oil Price Risk and Economic Fluctuations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 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 | 155 |
| 1996 | Recent developments in bootstrapping time series.(1996) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
| 2000 | Recent developments in bootstrapping time series.(2000) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | 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 nother 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 nother version. Agregated cites: 2 | article | |
| 2018 | Energy Challenges in an Uncertain World In: Post-Print. [Citation analysis] | paper | 0 |
| 1999 | Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 308 |
| 2002 | Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 66 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting. [Citation analysis] | article | 90 |
| 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 | 489 |
| 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 nother version. Agregated cites: 489 | 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 | 61 |
| 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 nother version. Agregated cites: 61 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 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 nother version. Agregated cites: 4 | paper | |
| 1998 | Confidence intervals for impulse responses under departures from normality In: Econometric Reviews. [Full Text][Citation analysis] | article | 53 |
| 2007 | Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity In: Econometric Reviews. [Full Text][Citation analysis] | article | 55 |
| 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 | 260 |
| 1998 | Small-Sample Confidence Intervals For Impulse Response Functions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 640 |
| 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 | 73 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 117 |
| 2022 | Oil prices, gasoline prices, and inflation expectations In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2010 | Oil price volatility: Origins and effects In: WTO Staff Working Papers. [Full Text][Citation analysis] | paper | 50 |
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