Lutz Kilian : Citation Profile

Federal Reserve Bank of Dallas

62

H index

111

i10 index

19994

Citations

RESEARCH PRODUCTION:

110

Articles

246

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 644
   Journals where Lutz Kilian has often published
   Relations with other researchers
   Recent citing documents: 1049.    Total self citations: 245 (1.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki110
   Updated: 2025-03-22    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Zhou, Xiaoqing (33)

Inoue, Atsushi (8)

Herrera, Ana María (6)

Plante, Michael (5)

Richter, Alexander (5)

Pesavento, Elena (4)

Goncalves, Silvia (3)

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

Is cited by:

Wang, Yudong (279)

GUPTA, RANGAN (274)

Ratti, Ronald (271)

Filis, George (231)

Vespignani, Joaquin (225)

Mignon, Valérie (203)

Manera, Matteo (195)

Degiannakis, Stavros (177)

Lütkepohl, Helmut (177)

Joëts, Marc (163)

Razafindrabe, Tovonony (152)

Cites to:

Baumeister, Christiane (136)

Hamilton, James (134)

Inoue, Atsushi (88)

Bernanke, Ben (75)

Zhou, Xiaoqing (67)

Gertler, Mark (63)

Watson, Mark (61)

barsky, robert (54)

Zha, Tao (50)

Murphy, Daniel (46)

Rogoff, Kenneth (45)

Main data

Where Lutz Kilian has published?

Journals with more than one article published# docs
Journal of Econometrics9
Journal of Applied Econometrics6
Energy Economics5
Journal of Money, Credit and Banking5
Econometric Reviews5
Journal of Business & Economic Statistics5
The Review of Economics and Statistics5
Journal of Money, Credit and Banking4
Journal of Applied Econometrics4
Journal of International Money and Finance4
Macroeconomic Dynamics3
The Energy Journal3
Journal of Business & Economic Statistics3
Quantitative Economics2
Economics Letters2
Journal of Economic Perspectives2
Econometric Theory2
IMF Economic Review2
Journal of International Economics2
Review of Environment, Energy and Economics - Re32
International Economic Review2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers78
CESifo Working Paper Series / CESifo29
Working Papers / Federal Reserve Bank of Dallas28
CFS Working Paper Series / Center for Financial Studies (CFS)27
Staff Working Papers / Bank of Canada13
NBER Working Papers / National Bureau of Economic Research, Inc8
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
Working Paper Series / European Central Bank5
Working Papers / Research Seminar in International Economics, University of Michigan5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / Federal Reserve Bank of Philadelphia2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Lutz Kilian (2025 and 2024)

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

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

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

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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

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

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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073.

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2024Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2024Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577.

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

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

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

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

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

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2024Partial 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.

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

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

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

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

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

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2024.

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2025.

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2024Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Divino, Jose Angelo ; Kornelius, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:592.

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2024Oil 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.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2025Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25.

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2024Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70.

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2024Forecasting 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.

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2024Do 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.

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2024Does agricultural trade respond asymmetrically to oil price shocks? Evidence from New Zealand. (2024). Baek, Jungho ; Vatsa, Puneet. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:553-569.

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2024.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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

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2024Economic impacts of the Black Sea Grain Initiative. (2024). Schaefer, K Aleks ; Poursina, Davood ; Johnson, Tuff ; Hilburn, Sidany. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:1:p:457-464.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076.

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2024Socioeconomic impacts of Russian invasion of Ukraine: A multiregional assessment for Europe. (2024). Llano, Carlos ; Rauhut, Daniel ; Prez, Julin ; Almazngmez, Miguel Ngel. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:2:p:333-354.

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2024Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:691-713.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence. (2024). Rodriguezpoo, Juan M ; Musolesi, Antonio ; Soberon, Alexandra. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:905-927.

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2024Oil discovery, boom‐bust cycle and manufacturing slowdown: Evidence from a large industry level dataset. (2024). Bhattacharyya, Sambit ; Alsharif, Nouf. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:2:p:406-431.

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2024.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2024.

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2024Political relations and trade: New evidence from Australia, China, and the United States. (2024). Saadaoui, Jamel ; Wu, Yanrui ; Cai, Yifei. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:253-275.

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2024EVALUATING THE IMPACT OF ENERGY PRICE SHOCKS ON EMERGING COUNTRIES FROM THE NON-EURO AREA: A MACROECONOMIC ANALYSIS. (2024). Negreanu, Cristina ; Dalu, Maria-Alexandra ; Horobe, Alexandra. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:334-349.

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2024THE IMPACT OF OIL PRODUCTION ON ECONOMIC DEVELOPMENT AND POVERTY ALLEVIATION. (2024). Ayomidimeji, Abdulkareem Kehinde ; Adebola, Rabiu Sherifdeen ; Bunmi, Egbewole Abdulazeez. In: Management of Sustainable Development. RePEc:blg:msudev:v:16:y:2024:i:2:p:152-167:n:13.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Japans Inflation under Global Inflation Synchronization. (2024). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e04.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06.

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

Works by Lutz Kilian:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market In: American Economic Review.
[Full Text][Citation analysis]		article2788
2006Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 2788		paper
2008The Economic Effects of Energy Price Shocks In: Journal of Economic Literature.
[Full Text][Citation analysis]		article706
2007The Economic Effects of Energy Price Shocks.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 706		paper
2004Oil and the Macroeconomy Since the 1970s In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article676
2004Oil and the Macroeconomy Since the 1970s.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 676		paper
2004Oil and the Macroeconomy Since the 1970s.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 676		paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article305
2016Forty 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: 305		paper
2016Forty 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: 305		paper
2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 305		paper
2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market In: The Energy Journal.
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.() In: .
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2013The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal.
[Full Text][Citation analysis]		article350
2012The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 350		paper
.() In: .
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2017The Impact of the Fracking Boom on Arab Oil Producers In: The Energy Journal.
[Full Text][Citation analysis]		article69
2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 69		paper
2016The Impact of the Fracking Boom on Arab Oil Producers.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 69		paper
2017The Impact of the Fracking Boom on Arab Oil Producers.(2017) In: Working Papers.
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.() In: .
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This paper has nother version. Agregated cites: 69		article
2006Time Series Analysis In: Working Papers.
[Full Text][Citation analysis]		paper13
2006Time Series Analysis.(2006) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 13		paper
2014Oil Price Shocks: Causes and Consequences In: Annual Review of Resource Economics.
[Full Text][Citation analysis]		article202
2014Oil Price Shocks: Causes and Consequences.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 202		paper
2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper396
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 396		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 396		paper
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper55
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 55		paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]		paper52
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 52		paper
2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 52		article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
[Full Text][Citation analysis]		paper52
2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
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2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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This paper has nother version. Agregated cites: 52		article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 16		paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
[Full Text][Citation analysis]		paper185
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 185		paper
2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 185		article
2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 185		paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
[Full Text][Citation analysis]		paper158
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 158		paper
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
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This paper has nother version. Agregated cites: 158		article
2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
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2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]		paper92
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 92		paper
2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 92		article
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 92		paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]		paper65
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 65		paper
2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
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2006NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 In: Econometric Theory.
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2018ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics.
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2002UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE In: Macroeconomic Dynamics.
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1999Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective..(1999) In: Michigan - Center for Research on Economic & Social Theory.
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2000Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2013Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics.
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2019The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers.
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2019The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers.
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2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
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2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
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1999On the finite-sample accuracy of nonparametric resampling algorithms for economic time series In: Finance and Economics Discussion Series.
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1999On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series..(1999) In: Michigan - Center for Research on Economic & Social Theory.
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1998Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics. In: Michigan - Center for Research on Economic & Social Theory.
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1998Analyzing Unit Root Tests in Finite Samples Using Power Profiles. In: Michigan - Center for Research on Economic & Social Theory.
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1998How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? In: Michigan - Center for Research on Economic & Social Theory.
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1999Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study. In: Michigan - Center for Research on Economic & Social Theory.
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2002DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY.(2002) In: Econometric Reviews.
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2002Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review.
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1999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? In: Journal of Applied Econometrics.
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2002Quantifying the uncertainty about the half-life of deviations from PPP In: Journal of Applied Econometrics.
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2001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. In: Journal of Forecasting.
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2002Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative In: NBER Chapters.
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2008The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas In: NBER Working Papers.
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1999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work In: Computing in Economics and Finance 1999.
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1999Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work.(1999) In: ZEI Working Papers.
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2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries In: Journal of the European Economic Association.
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1999Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses In: The Review of Economics and Statistics.
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2011How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics.
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