Lutz Kilian
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Federal Reserve Bank of Dallas
Research profile
author of:
- Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (RePEc:aea:aecrev:v:99:y:2009:i:3:p:1053-69)
by Lutz Kilian - The Economic Effects of Energy Price Shocks (RePEc:aea:jeclit:v:46:y:2008:i:4:p:871-909)
by Lutz Kilian - Oil and the Macroeconomy Since the 1970s (RePEc:aea:jecper:v:18:y:2004:i:4:p:115-134)
by Robert B. Barsky & Lutz Kilian - Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60)
by Christiane Baumeister & Lutz Kilian - Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market (RePEc:aen:journl:2010v31-02-a04)
by Lutz Kilian - The Role of Speculation in Oil Markets: What Have We Learned So Far? (RePEc:aen:journl:ej34-3-01)
by Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva - The Impact of the Fracking Boom on Arab Oil Producers (RePEc:aen:journl:ej38-6-kilian)
by Lutz Kilian - Time Series Analysis (RePEc:ags:umdrwp:28556)
by Diebold, F.X. & Kilian, L. & Nerlove, Marc - Oil Price Shocks: Causes and Consequences (RePEc:anr:reseco:v:6:y:2014:p:133-154)
by Lutz Kilian - Forecasting the Price of Oil (RePEc:bca:bocawp:11-15)
by Ron Alquist & Lutz Kilian & Robert Vigfusson - Real-Time Forecasts of the Real Price of Oil (RePEc:bca:bocawp:11-16)
by Christiane Baumeister & Lutz Kilian - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:bca:bocawp:12-1)
by Christiane Baumeister & Lutz Kilian - What Central Bankers Need to Know about Forecasting Oil Prices (RePEc:bca:bocawp:13-15)
by Christiane Baumeister & Lutz Kilian - Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis (RePEc:bca:bocawp:13-25)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:bca:bocawp:13-28)
by Christiane Baumeister & Lutz Kilian - Do Oil Price Increases Cause Higher Food Prices? (RePEc:bca:bocawp:13-52)
by Christiane Baumeister & Lutz Kilian - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:bca:bocawp:14-11)
by Christiane Baumeister & Pierre Guérin & Lutz Kilian - Are There Gains from Pooling Real-Time Oil Price Forecasts? (RePEc:bca:bocawp:14-46)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (RePEc:bca:bocawp:16-18)
by Christiane Baumeister & Lutz Kilian - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:bca:bocawp:17-35)
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:bca:bocawp:17-50)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (RePEc:bca:bocawp:18-56)
by Lutz Kilian & Xiaoqing Zhou - How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (RePEc:bes:jnlasa:v:103:y:2008:m:june:p:511-522)
by Inoue, Atsushi & Kilian, Lutz - Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence (RePEc:bes:jnlbes:v:18:y:2000:i:1:p:40-50)
by Kilian, Lutz & Demiroglu, Ufuk - Unit-Root Tests Are Useful for Selecting Forecasting Models (RePEc:bes:jnlbes:v:18:y:2000:i:3:p:265-73)
by Diebold, Francis X & Kilian, Lutz - Comment (RePEc:bes:jnlbes:v:25:y:2007:p:156-159)
by Kilian, Lutz - A Direct test of the Emerging Consensus about Long-Run PPP (RePEc:bil:wpaper:9823)
by Mehmet Caner & Lutz Kilian - Lower Oil Prices and the U.S. Economy: Is This Time Different? (RePEc:bin:bpeajo:v:47:y:2016:i:2016-02:p:287-357)
by Christiane Baumeister & Lutz Kilian - Unknown item RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747 (article)
- Why Agnostic Sign Restrictions Are Not Enough: Understanding The Dynamics Of Oil Market Var Models (RePEc:bla:jeurec:v:10:y:2012:i:5:p:1166-1188)
by Lutz Kilian & Daniel P. Murphy - Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm (RePEc:bla:jtsera:v:19:y:1998:i:5:p:531-548)
by Lutz Kilian - The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks (RePEc:bpj:bejmac:v:7:y:2007:i:1:n:35)
by Edelstein Paul & Kilian Lutz - A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2)
by Ivanov Ventzislav & Kilian Lutz - Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings (RePEc:ces:ceswps:_10121)
by Lutz Kilian & Michael D. Plante & Alexander W. Richter - Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand (RePEc:ces:ceswps:_10350)
by Lutz Kilian & Xiaoqing Zhou - Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:ces:ceswps:_5709)
by Christiane Baumeister & Lutz Kilian - The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (RePEc:ces:ceswps:_5723)
by Lutz Kilian - Impulse Response Matching Estimators for DSGE Models (RePEc:ces:ceswps:_5730)
by Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:ces:ceswps:_5743)
by Lutz Kilian & Robert J. Vigfusson - Joint Confidence Sets for Structural Impulse Responses (RePEc:ces:ceswps:_5746)
by Atsushi Inoue & Lutz Kilian - The Impact of the Fracking Boom on Arab Oil Producers (RePEc:ces:ceswps:_5751)
by Lutz Kilian - Understanding the Decline in the Price of Oil since June 2014 (RePEc:ces:ceswps:_5755)
by Christiane Baumeister & Lutz Kilian - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:ces:ceswps:_5759)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (RePEc:ces:ceswps:_5764)
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock - A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (RePEc:ces:ceswps:_5782)
by Christiane Baumeister & Lutz Kilian - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:ces:ceswps:_6282)
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - Lower Oil Prices and the U.S. Economy: Is this Time Different? (RePEc:ces:ceswps:_6322)
by Christiane Baumeister & Lutz Kilian - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:ces:ceswps:_6369)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - How the Tight Oil Boom Has Changed Oil and Gasoline Markets (RePEc:ces:ceswps:_6380)
by Lutz Kilian - Modeling Fluctuations in the Global Demand for Commodities (RePEc:ces:ceswps:_6749)
by Lutz Kilian & Xiaoqing Zhou - The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (RePEc:ces:ceswps:_7005)
by Lutz Kilian & Xiaoqing Zhou - Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment (RePEc:ces:ceswps:_7166)
by Lutz Kilian & Xiaoqing Zhou - Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? (RePEc:ces:ceswps:_7461)
by Lutz Kilian - Oil Prices, Exchange Rates and Interest Rates (RePEc:ces:ceswps:_7484)
by Lutz Kilian & Zhou Xiaoqing - Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? (RePEc:ces:ceswps:_7753)
by Lutz Kilian & Xiaoqin Zhou - Facts and Fiction in Oil Market Modeling (RePEc:ces:ceswps:_7902)
by Lutz Kilian - The Econometrics of Oil Market VAR Models (RePEc:ces:ceswps:_8153)
by Lutz Kilian & Xiaoqing Zhou - A Quantitative Model of the Oil Tanker Market in the Arabian Gulf (RePEc:ces:ceswps:_8332)
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts (RePEc:ces:ceswps:_8516)
by Lutz Kilian & Xiaoqing Zhou - Understanding the Estimation of Oil Demand and Oil Supply Elasticities (RePEc:ces:ceswps:_8567)
by Lutz Kilian - Container Trade and the U.S. Recovery (RePEc:ces:ceswps:_9154)
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 (RePEc:ces:ceswps:_9455)
by Lutz Kilian & Xiaoqing Zhou - Understanding the effects of exogenous oil supply shocks (RePEc:ces:ifofor:v:7:y:2006:i:02:p:21-27)
by Lutz Kilian - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:cir:cirwor:2003s-17)
by Silvia Gonçalves & Lutz Kilian - Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity (RePEc:cir:cirwor:2003s-28)
by Silvia Gonçalves & Lutz Kilian - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:cpr:ceprdp:10040)
by Kilian, Lutz & Vigfusson, Robert J. - Are there Gains from Pooling Real-Time Oil Price Forecasts? (RePEc:cpr:ceprdp:10075)
by Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K - A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil (RePEc:cpr:ceprdp:10162)
by Kilian, Lutz & Baumeister, Christiane - Impulse Response Matching Estimators for DSGE Models (RePEc:cpr:ceprdp:10298)
by Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A. - The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (RePEc:cpr:ceprdp:10304)
by Kilian, Lutz - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:cpr:ceprdp:10362)
by Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K - Understanding the Decline in the Price of Oil since June 2014 (RePEc:cpr:ceprdp:10404)
by Kilian, Lutz & Baumeister, Christiane - Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (RePEc:cpr:ceprdp:10430)
by Stock, James & Kilian, Lutz & Davis, Lucas W & Coglianese, John - Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:cpr:ceprdp:11035)
by Kilian, Lutz & Baumeister, Christiane - The Impact of the Fracking Boom on Arab Oil Producers (RePEc:cpr:ceprdp:11107)
by Kilian, Lutz - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:cpr:ceprdp:11740)
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz - Lower Oil Prices and the U.S. Economy: Is This Time Different? (RePEc:cpr:ceprdp:11792)
by Baumeister, Christiane & Kilian, Lutz - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:cpr:ceprdp:11868)
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing - How the Tight Oil Boom Has Changed Oil and Gasoline Markets (RePEc:cpr:ceprdp:11876)
by Kilian, Lutz - Modeling Fluctuations in the Global Demand for Commodities (RePEc:cpr:ceprdp:12357)
by Kilian, Lutz & Zhou, Xiaoqing - The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (RePEc:cpr:ceprdp:12845)
by Kilian, Lutz & Zhou, Xiaoqing - Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S (RePEc:cpr:ceprdp:13068)
by Kilian, Lutz & Zhou, Xiaoqing - Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? (RePEc:cpr:ceprdp:13455)
by , - Oil Prices, Exchange Rates and Interest Rates (RePEc:cpr:ceprdp:13478)
by Kilian, Lutz & Zhou, Xiaoqing - Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? (RePEc:cpr:ceprdp:13849)
by Kilian, Lutz & Zhou, Xiaoqing - Facts and Fiction in Oil Market Modeling (RePEc:cpr:ceprdp:14047)
by Kilian, Lutz - The Econometrics of Oil Market VAR Models (RePEc:cpr:ceprdp:14460)
by Kilian, Lutz & Zhou, Xiaoqing - A Quantitative Model of the Oil Tanker Market in the Arabian Gulf (RePEc:cpr:ceprdp:14798)
by Kilian, Lutz & Nikos, Nomikos & Zhou, Xiaoqing - Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts (RePEc:cpr:ceprdp:15168)
by Kilian, Lutz & Zhou, Xiaoqing - Understanding the Estimation of Oil Demand and Oil Supply Elasticities (RePEc:cpr:ceprdp:15244)
by Kilian, Lutz - The Role of the Prior in Estimating VAR Models with Sign Restrictions (RePEc:cpr:ceprdp:15545)
by Kilian, Lutz & Inoue, Atsushi - Container Trade and the U.S. Recovery (RePEc:cpr:ceprdp:16277)
by Kilian, Lutz & Nikos, Nomikos & Zhou, Xiaoqing - The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 (RePEc:cpr:ceprdp:16776)
by Kilian, Lutz & Zhou, Xiaoqing - Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ (RePEc:cpr:ceprdp:16818)
by Kilian, Lutz - When do state-dependent local projections work? (RePEc:cpr:ceprdp:17265)
by Kilian, Lutz & Goncalves, Silvia & Herrera, Ana Maria & Pesavento, Elena - Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings (RePEc:cpr:ceprdp:17698)
by Kilian, Lutz & Plante, Michael D. & Richter, Alexander W. - A Broader Perspective on the Inflationary Effects of Energy Price Shocks (RePEc:cpr:ceprdp:17763)
by Kilian, Lutz & Zhou, Xiaoqing - Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline (RePEc:cpr:ceprdp:17804)
by Kilian, Lutz & Zhou, Xiaoqing - Jointly Estimating Macroeconomic News and Surprise Shocks (RePEc:cpr:ceprdp:18201)
by Kilian, Lutz & Plante, Michael D. & Richter, Alexander W. - Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors (RePEc:cpr:ceprdp:2334)
by Kilian, Lutz & Zha, Tao - A Monetary Explanation Of The Great Stagflation Of The 1970s (RePEc:cpr:ceprdp:2389)
by Barsky, Robert & Kilian, Lutz - Measuring Predictability: Theory And Macroeconomic Applications (RePEc:cpr:ceprdp:2424)
by Diebold, Francis & Kilian, Lutz - Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate (RePEc:cpr:ceprdp:2425)
by Kilian, Lutz & Caner, Mehmet - A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions (RePEc:cpr:ceprdp:2685)
by Kilian, Lutz & Ivanov, Ventzislav - Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? (RePEc:cpr:ceprdp:3024)
by Taylor, Mark & Kilian, Lutz - In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (RePEc:cpr:ceprdp:3671)
by Kilian, Lutz & Inoue, Atsushi - On the Selection of Forecasting Models (RePEc:cpr:ceprdp:3809)
by Kilian, Lutz & Inoue, Atsushi - The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks (RePEc:cpr:ceprdp:3918)
by Kilian, Lutz & Manganelli, Simone - Bagging Time Series Models (RePEc:cpr:ceprdp:4333)
by Kilian, Lutz & Inoue, Atsushi - Oil and the Macroeconomy Since the 1970s (RePEc:cpr:ceprdp:4496)
by Barsky, Robert & Kilian, Lutz - Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? (RePEc:cpr:ceprdp:5131)
by Kilian, Lutz - How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation (RePEc:cpr:ceprdp:5304)
by Kilian, Lutz & Inoue, Atsushi - The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries (RePEc:cpr:ceprdp:5404)
by Kilian, Lutz - Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:cpr:ceprdp:5790)
by Kilian, Lutz & Inoue, Atsushi & , - Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (RePEc:cpr:ceprdp:5994)
by Kilian, Lutz - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:cpr:ceprdp:6031)
by Kilian, Lutz & Manganelli, Simone - The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas (RePEc:cpr:ceprdp:6142)
by Kilian, Lutz & Davis, Lucas W - The Impact of Oil Price Shocks on the U.S. Stock Market (RePEc:cpr:ceprdp:6166)
by Kilian, Lutz & Park, Cheolbeom - Retail Energy Prices and Consumer Expenditures (RePEc:cpr:ceprdp:6255)
by Kilian, Lutz & Edelstein, Paul - Oil Shocks and External Balances (RePEc:cpr:ceprdp:6303)
by Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola - The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener (RePEc:cpr:ceprdp:6507)
by Kilian, Lutz & Edelstein, Paul - What Do We Learn from the Price of Crude Oil Futures? (RePEc:cpr:ceprdp:6548)
by Kilian, Lutz & Alquist, Ron - The Economic Effects of Energy Price Shocks (RePEc:cpr:ceprdp:6559)
by Kilian, Lutz - Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market (RePEc:cpr:ceprdp:6919)
by Kilian, Lutz - Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (RePEc:cpr:ceprdp:7015)
by Kilian, Lutz & Vega, Clara - Estimating the Effect of a Gasoline Tax on Carbon Emissions (RePEc:cpr:ceprdp:7161)
by Kilian, Lutz & Davis, Lucas W - Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? (RePEc:cpr:ceprdp:7265)
by Kilian, Lutz & Hicks, Bruce - Do Local Projections Solve the Bias Problem in Impulse Response Inference? (RePEc:cpr:ceprdp:7266)
by Kilian, Lutz & Kim, Yun Jung - Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (RePEc:cpr:ceprdp:7284)
by Kilian, Lutz & Vigfusson, Robert J. - Oil Price Shocks, Monetary Policy and Stagflation (RePEc:cpr:ceprdp:7324)
by Kilian, Lutz - Frequentist Inference in Weakly Identified DSGE Models (RePEc:cpr:ceprdp:7447)
by Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A. - Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models (RePEc:cpr:ceprdp:7471)
by Kilian, Lutz & Murphy, Daniel - Does the Fed Respond to Oil Price Shocks? (RePEc:cpr:ceprdp:7594)
by Kilian, Lutz & Lewis, Logan - The Role of Inventories and Speculative Trading in the Global Market for Crude Oil (RePEc:cpr:ceprdp:7753)
by Kilian, Lutz & Murphy, Daniel - Nonlinearities in the Oil Price-Output Relationship (RePEc:cpr:ceprdp:8174)
by Kilian, Lutz & Vigfusson, Robert J. - Forecasting the Price of Oil (RePEc:cpr:ceprdp:8388)
by Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J. - Real-Time Forecasts of the Real Price of Oil (RePEc:cpr:ceprdp:8414)
by Kilian, Lutz & Baumeister, Christiane - Inference on Impulse Response Functions in Structural VAR Models (RePEc:cpr:ceprdp:8419)
by Kilian, Lutz & Inoue, Atsushi - Structural Vector Autoregressions (RePEc:cpr:ceprdp:8515)
by Kilian, Lutz - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:cpr:ceprdp:8698)
by Kilian, Lutz & Baumeister, Christiane - The Role of Speculation in Oil Markets: What Have We Learned So Far? (RePEc:cpr:ceprdp:8916)
by Kilian, Lutz & Fattouh, Bassam & Mahadeva, Lavan - Monetary policy responses to oil price fluctuations (RePEc:cpr:ceprdp:8928)
by Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca - Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (RePEc:cpr:ceprdp:8980)
by Kilian, Lutz & Vigfusson, Robert J. - What Central Bankers Need to Know about Forecasting Oil Prices (RePEc:cpr:ceprdp:9118)
by Kilian, Lutz & Baumeister, Christiane - Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories (RePEc:cpr:ceprdp:9297)
by Kilian, Lutz & Lee, Thomas K - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:cpr:ceprdp:9569)
by Kilian, Lutz & Baumeister, Christiane - Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis (RePEc:cpr:ceprdp:9572)
by Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing - Do Oil Price Increases Cause Higher Food Prices? (RePEc:cpr:ceprdp:9689)
by Kilian, Lutz & Baumeister, Christiane - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:cpr:ceprdp:9768)
by Kilian, Lutz & Baumeister, Christiane - Oil Price Shocks: Causes and Consequences (RePEc:cpr:ceprdp:9823)
by Kilian, Lutz - Joint Confidence Sets for Structural Impulse Responses (RePEc:cpr:ceprdp:9892)
by Kilian, Lutz & Inoue, Atsushi - Structural Vector Autoregressive Analysis (RePEc:cup:cbooks:9781107196575)
by Kilian,Lutz & Lütkepohl,Helmut - Structural Vector Autoregressive Analysis (RePEc:cup:cbooks:9781316647332)
by Kilian,Lutz & Lütkepohl,Helmut - The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap (RePEc:cup:etheor:v:19:y:2003:i:06:p:944-961_19)
by Inoue, Atsushi & Kilian, Lutz - NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 (RePEc:cup:etheor:v:22:y:2006:i:05:p:961-967_00)
by Kilian, Lutz - Nonlinearities In The Oil Price–Output Relationship (RePEc:cup:macdyn:v:15:y:2011:i:s3:p:337-363_00)
by Kilian, Lutz & Vigfusson, Robert J. - Are Product Spreads Useful For Forecasting Oil Prices? An Empirical Evaluation Of The Verleger Hypothesis (RePEc:cup:macdyn:v:22:y:2018:i:03:p:562-580_00)
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing - Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective (RePEc:cup:macdyn:v:6:y:2002:i:05:p:614-632_01)
by Kilian, Lutz & Ohanian, Lee E. - Why is it so difficult to beat the random walk forecast of exchange rates? (RePEc:ecb:ecbwps:200188)
by Kilian, Lutz & Taylor, Mark P. - In-sample or out-of-sample tests of predictability: which one should we use? (RePEc:ecb:ecbwps:2002195)
by Inoue, Atsushi & Kilian, Lutz - Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (RePEc:ecb:ecbwps:2002196)
by Gonçalves, Sílvia & Kilian, Lutz - On the selection of forecasting models (RePEc:ecb:ecbwps:2003214)
by Inoue, Atsushi & Kilian, Lutz - The central bank as a risk manager: quantifying and forecasting inflation risks (RePEc:ecb:ecbwps:2003226)
by Kilian, Lutz & Manganelli, Simone - Does the Fed Respond to Oil Price Shocks? (RePEc:ecj:econjl:v:121:y:2011:i:555:p:1047-1072)
by Lutz Kilian & Logan T. Lewis - Bootstrapping Autoregressive Processes with Possible Unit Roots (RePEc:ecm:emetrp:v:70:y:2002:i:1:p:377-391)
by Atsushi Inoue & Lutz Kilian - Bagging Time Series Models (RePEc:ecm:nasm04:110)
by Lutz Kilian & Atsushi Inoue - Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (RePEc:ecm:quante:v:2:y:2011:i:3:p:419-453)
by Lutz Kilian & Robert J. Vigfusson - Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes (RePEc:ecm:quante:v:4:y:2013:i:2:p:197-229)
by Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian - Bootstrapping Autoregressive Processes with Possible Unit Roots (RePEc:ecm:wc2000:0401)
by Atsushi Inoue & Lutz Kilian - Forecasting the Price of Oil (RePEc:eee:ecofch:2-427)
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J. - Measuring global real economic activity: Do recent critiques hold up to scrutiny? (RePEc:eee:ecolet:v:178:y:2019:i:c:p:106-110)
by Kilian, Lutz - How accurate are confidence intervals for impulse responses in large VAR models? (RePEc:eee:ecolet:v:69:y:2000:i:3:p:299-307)
by Kilian, Lutz & Chang, Pao-Li - Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (RePEc:eee:econom:v:123:y:2004:i:1:p:89-120)
by Goncalves, Silvia & Kilian, Lutz - On the selection of forecasting models (RePEc:eee:econom:v:130:y:2006:i:2:p:273-306)
by Inoue, Atsushi & Kilian, Lutz - Inference on impulse response functions in structural VAR models (RePEc:eee:econom:v:177:y:2013:i:1:p:1-13)
by Inoue, Atsushi & Kilian, Lutz - Joint confidence sets for structural impulse responses (RePEc:eee:econom:v:192:y:2016:i:2:p:421-432)
by Inoue, Atsushi & Kilian, Lutz - Impulse response matching estimators for DSGE models (RePEc:eee:econom:v:196:y:2017:i:1:p:144-155)
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz - The uniform validity of impulse response inference in autoregressions (RePEc:eee:econom:v:215:y:2020:i:2:p:450-472)
by Inoue, Atsushi & Kilian, Lutz - Impulse response analysis for structural dynamic models with nonlinear regressors (RePEc:eee:econom:v:225:y:2021:i:1:p:107-130)
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena - Joint Bayesian inference about impulse responses in VAR models (RePEc:eee:econom:v:231:y:2022:i:2:p:457-476)
by Inoue, Atsushi & Kilian, Lutz - Understanding the estimation of oil demand and oil supply elasticities (RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000317)
by Kilian, Lutz - Facts and fiction in oil market modeling (RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001499)
by Kilian, Lutz - The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 (RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735)
by Kilian, Lutz & Zhou, Xiaoqing - A broader perspective on the inflationary effects of energy price shocks (RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912)
by Kilian, Lutz & Zhou, Xiaoqing - Are there gains from pooling real-time oil price forecasts? (RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s33-s43)
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K. - Why is it so difficult to beat the random walk forecast of exchange rates? (RePEc:eee:inecon:v:60:y:2003:i:1:p:85-107)
by Kilian, Lutz & Taylor, Mark P. - Oil shocks and external balances (RePEc:eee:inecon:v:77:y:2009:i:2:p:181-194)
by Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz - Oil prices, exchange rates and interest rates (RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821)
by Kilian, Lutz & Zhou, Xiaoqing - Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate (RePEc:eee:jimfin:v:20:y:2001:i:5:p:639-657)
by Caner, M. & Kilian, L. - Quantifying the speculative component in the real price of oil: The role of global oil inventories (RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87)
by Kilian, Lutz & Lee, Thomas K. - Modeling fluctuations in the global demand for commodities (RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78)
by Kilian, Lutz & Zhou, Xiaoqing - How sensitive are consumer expenditures to retail energy prices? (RePEc:eee:moneco:v:56:y:2009:i:6:p:766-779)
by Edelstein, Paul & Kilian, Lutz - Quantifying the Risk of Deflation (RePEc:ekd:003306:330600076)
by Lutz KILIAN & Simone MANGANELLI - Structural vector autoregressions (RePEc:elg:eechap:14327_22)
by Lutz Kilian - The Econometrics of Oil Market VAR Models (RePEc:eme:aecozz:s0731-90532023000045b003)
by Lutz Kilian & Xiaoqing Zhou - The Impact of the Fracking Boom on Arab Oil Producers (RePEc:erg:wpaper:1110)
by Lutz Kilian - Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) (RePEc:fem:femre3:2012.01-05)
by Thomas F. Helbling & Vincent Kaminski & Lutz Kilian & Robert Levin - Recent Evolutions of Oil and Commodity Prices (RePEc:fem:femre3:2015.07-01)
by Leo Drollas & Vincent Kaminski & Lutz Kilian & Charles F. Mason & Apostolos Serletis & Adonis Yatchew - Quantifying the half-life of deviations from PPP: The role of economic priors (RePEc:fip:fedawp:99-21)
by Lutz Kilian & Tao Zha - The effects of real and monetary shocks in a business cycle model with some sticky prices (RePEc:fip:fedcpr:y:1994:p:1209-1240)
by Lutz Kilian & Lee E. Ohanian & Alan C. Stockman - Facts and Fiction in Oil Market Modeling (RePEc:fip:feddwp:1907)
by Lutz Kilian - The Uniform Validity of Impulse Response Inference in Autoregressions (RePEc:fip:feddwp:1908)
by Atsushi Inoue & Lutz Kilian - The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (RePEc:fip:feddwp:1909)
by Lutz Kilian & Xiaoqing Zhou - Oil Prices, Exchange Rates and Interest Rates (RePEc:fip:feddwp:1914)
by Lutz Kilian & Xiaoqing Zhou - Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? (RePEc:fip:feddwp:86731)
by Lutz Kilian & Xiaoqing Zhou - The Econometrics of Oil Market VAR Models (RePEc:fip:feddwp:87676)
by Lutz Kilian & Xiaoqing Zhou - A Quantitative Model of the Oil Tanker Market in the Arabian Gulf (RePEc:fip:feddwp:88042)
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors (RePEc:fip:feddwp:88270)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Joint Bayesian Inference about Impulse Responses in VAR Models (RePEc:fip:feddwp:88408)
by Atsushi Inoue & Lutz Kilian - Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts (RePEc:fip:feddwp:88598)
by Lutz Kilian & Xiaoqing Zhou - Understanding the Estimation of Oil Demand and Oil Supply Elasticities (RePEc:fip:feddwp:88693)
by Lutz Kilian - The Role of the Prior in Estimating VAR Models with Sign Restrictions (RePEc:fip:feddwp:89121)
by Atsushi Inoue & Lutz Kilian - Container Trade and the U.S. Recovery (RePEc:fip:feddwp:92810)
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 (RePEc:fip:feddwp:93432)
by Lutz Kilian & Xiaoqing Zhou - Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' (RePEc:fip:feddwp:93526)
by Lutz Kilian - When Do State-Dependent Local Projections Work? (RePEc:fip:feddwp:94175)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings (RePEc:fip:feddwp:95180)
by Lutz Kilian & Michael D. Plante & Alexander W. Richter - A Broader Perspective on the Inflationary Effects of Energy Price Shocks (RePEc:fip:feddwp:95408)
by Lutz Kilian & Xiaoqing Zhou - Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand (RePEc:fip:feddwp:95512)
by Lutz Kilian & Xiaoqing Zhou - State-Dependent Local Projections (RePEc:fip:feddwp:96045)
by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Estimating Macroeconomic News and Surprise Shocks (RePEc:fip:feddwp:96048)
by Lutz Kilian & Michael D. Plante & Alexander W. Richter - How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises (RePEc:fip:feddwp:96517)
by Lutz Kilian - Oil Price Shocks and Inflation (RePEc:fip:feddwp:96618)
by Lutz Kilian & Xiaoqing Zhou - The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices (RePEc:fip:feddwp:98000)
by Lutz Kilian & David Rapson & Burkhard Schipper - Recent Developments in Bootstrapping Time Series (RePEc:fip:fedgfe:1996-45)
by Jeremy Berkowitz & Lutz Kilian - On the finite-sample accuracy of nonparametric resampling algorithms for economic time series (RePEc:fip:fedgfe:1999-04)
by Jeremy Berkowitz & Ionel Birgean & Lutz Kilian - Recent developments in bootstrapping time series (RePEc:fip:fedgfe:96-45)
by Jeremy Berkowitz & Lutz Kilian - Nonlinearities in the oil price-output relationship (RePEc:fip:fedgif:1013)
by Lutz Kilian & Robert J. Vigfusson - Forecasting the price of oil (RePEc:fip:fedgif:1022)
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson - Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries (RePEc:fip:fedgif:1050)
by Lutz Kilian & Robert J. Vigfusson - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:fip:fedgif:1114)
by Lutz Kilian & Robert J. Vigfusson - Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices (RePEc:fip:fedgif:957)
by Lutz Kilian & Clara Vega - Pitfalls in estimating asymmetric effects of energy price shocks (RePEc:fip:fedgif:970)
by Lutz Kilian & Robert J. Vigfusson - Is there a trend break in U.S. GNP? A macroeconomic perspective (RePEc:fip:fedmsr:244)
by Lutz Kilian & Lee E. Ohanian - Frequentist inference in weakly identified DSGE models (RePEc:fip:fedpwp:09-13)
by Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian - Measuring predictability: theory and macroeconomic applications (RePEc:fip:fedpwp:97-23)
by Francis X. Diebold & Lutz Kilian - Residual-Based Bootstrap Tests for Normality in Autoregressions (RePEc:fth:michet:97-14)
by Kilian, L. & Demiroglu, U. - Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics (RePEc:fth:michet:98-04)
by Kilian, L. - Analyzing Unit Root Tests in Finite Samples Using Power Profiles (RePEc:fth:michet:98-05)
by Kilian, L. & Caner, M. - How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? (RePEc:fth:michet:98-06)
by Kilian, L. & Chang, P.L. - On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series (RePEc:fth:michet:99-01)
by Berkowitz, J. & Birgean, I. & Kilian, L. - Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective (RePEc:fth:michet:99-02)
by Kilian, L. & Ohanian, L.E. - Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study (RePEc:fth:michet:99-04)
by Kilian, L. & Bergean, I. - Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate (RePEc:fth:michet:99-05)
by Kilian, L. & Caner, M. - Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors (RePEc:fth:michet:99-08)
by Kilian, L. & Zha, T. - Unit Root Tests are Useful for Selecting Forecasting Models (RePEc:fth:nystfi:99-063)
by Francis X. Diebold & Lutz Kilian - Energy Challenges in an Uncertain World (RePEc:hal:journl:hal-02313954)
by Anna Creti & Duc Khuong Nguyen & Lutz Kilian - Impulse Response Matching Estimators for DSGE Models (RePEc:hit:hiasdp:hias-e-27)
by GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz - Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models (RePEc:ier:iecrev:v:43:y:2002:i:2:p:309-332)
by Atsushi Inoue & Lutz Kilian - The Impact Of Oil Price Shocks On The U.S. Stock Market (RePEc:ier:iecrev:v:50:y:2009:i:4:p:1267-1287)
by Lutz Kilian & Cheolbeom Park - Container Trade and the U.S. Recovery (RePEc:ijc:ijcjou:y:2023:q:1:a:9)
by Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou - Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? (RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510)
by Kilian, Lutz - Measuring predictability: theory and macroeconomic applications (RePEc:jae:japmet:v:16:y:2001:i:6:p:657-669)
by Francis X. Diebold & Lutz Kilian - Quantifying the uncertainty about the half-life of deviations from PPP (RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125)
by Lutz Kilian & Tao Zha - What do we learn from the price of crude oil futures? (RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573)
by Ron Alquist & Lutz Kilian - Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order (RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79)
by Kilian, Lutz - The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices (RePEc:mcb:jmoncb:v:27:y:1995:i:4:p:1209-34)
by Ohanian, Lee E & Stockman, Alan C & Kilian, Lutz - Quantifying the Risk of Deflation (RePEc:mcb:jmoncb:v:39:y:2007:i:2-3:p:561-590)
by Lutz Kilian & Simone Manganelli - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:mcb:jmoncb:v:40:y:2008:i:6:p:1103-1129)
by Lutz Kilian & Simone Manganelli - Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:mcb:jmoncb:v:41:y:2009:i:7:p:1331-1363)
by Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz - Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? (RePEc:mie:wpaper:401)
by Kilian, L. - Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors (RePEc:mie:wpaper:450)
by Kilian, L. & Zha, T. - A Monetary Explanation of the Great Stagflation of the 1970s (RePEc:mie:wpaper:452)
by Barsky, R.B. & Kilian, L. - Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? (RePEc:mie:wpaper:464)
by Lutz Kilian & Mark P. Taylor - Oil Shocks and External Balances (RePEc:mie:wpaper:562)
by Lutz Kilian & Alessandro Rebucci & Nikola Spatafora - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:mtl:montde:2003-01)
by GONÇALVES, Silvia & KILIAN, Lutz - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:mtl:montec:01-2003)
by Gonçalves, Sílvia & KILIAN, Lutz - Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (RePEc:nbr:nberch:11065)
by Robert B. Barsky & Lutz Kilian - Measuring Predictability: Theory and Macroeconomic Applications (RePEc:nbr:nberte:0213)
by Francis X. Diebold & Lutz Kilian - Oil and the Macroeconomy Since the 1970s (RePEc:nbr:nberwo:10855)
by Robert Barsky & Lutz Kilian - The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas (RePEc:nbr:nberwo:14030)
by Lucas W. Davis & Lutz Kilian - Estimating the Effect of a Gasoline Tax on Carbon Emissions (RePEc:nbr:nberwo:14685)
by Lucas W. Davis & Lutz Kilian - Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (RePEc:nbr:nberwo:20980)
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:nbr:nberwo:23752)
by Christiane J.S. Baumeister & Reinhard Ellwanger & Lutz Kilian - Unit Root Tests Are Useful for Selecting Forecasting Models (RePEc:nbr:nberwo:6928)
by Francis X. Diebold & Lutz Kilian - A Monetary Explanation of the Great Stagflation of the 1970s (RePEc:nbr:nberwo:7547)
by Robert Barsky & Lutz Kilian - Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative (RePEc:nbr:nberwo:8389)
by Robert B. Barsky & Lutz Kilian - Do oil price increases cause higher food prices?
[Biofuels, binding constraints, and agricultural commodity price volatility] (RePEc:oup:ecpoli:v:29:y:2014:i:80:p:691-747.)
by Christiane Baumeister & Lutz Kilian - The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (RePEc:oup:renvpo:v:10:y:2016:i:2:p:185-205.)
by Lutz Kilian - Monetary Policy Responses to Oil Price Fluctuations (RePEc:pal:imfecr:v:60:y:2012:i:4:p:470-504)
by Martin Bodenstein & Luca Guerrieri & Lutz Kilian - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:pal:imfecr:v:62:y:2014:i:1:p:119-145)
by Christiane Baumeister & Lutz Kilian - Time Series Analysis (RePEc:pen:papers:06-019)
by Francis X. Diebold & Lutz Kilian & Marc Nerlove - Oil Price Shocks, Monetary Policy and Stagflation (RePEc:rba:rbaacv:acv2009-04)
by Lutz Kilian - Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (RePEc:red:sed009:473)
by Lutz Kilian - Oil prices, exchange rates, and interest rates (RePEc:red:sed019:592)
by Lutz Kilian & Xiaoqing Zhou - Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work (RePEc:sce:scecf9:511)
by Mehmet Caner & Lutz Kilian - Joint Confidence Sets for Structural Impulse Responses (RePEc:smu:ecowpa:1401)
by Atsushi Inoue & Lutz Kilian - Measuring Predictability: Theory and Macroeconomic Applications (RePEc:ste:nystbu:98-16)
by Francis X. Diebold & Lutz Kilian - Confidence intervals for impulse responses under departures from normality (RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29)
by Lutz Kilian - Recent developments in bootstrapping time series (RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48)
by Jeremy Berkowitz & Lutz Kilian - Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study (RePEc:taf:emetrv:v:21:y:2002:i:4:p:449-476)
by Ionel Birgean & Lutz Kilian - In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402)
by Atsushi Inoue & Lutz Kilian - Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (RePEc:taf:emetrv:v:26:y:2007:i:6:p:609-641)
by Silvia Goncalves & Lutz Kilian - Real-Time Forecasts of the Real Price of Oil (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:326-336)
by Christiane Baumeister & Lutz Kilian - Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93)
by Lutz Kilian & Robert J. Vigfusson - Comment (RePEc:taf:jnlbes:v:33:y:2015:i:1:p:13-17)
by Lutz Kilian - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351)
by Christiane Baumeister & Lutz Kilian - Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1429-1433)
by Lutz Kilian - Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? (RePEc:tin:wpaper:20010031)
by Lutz Kilian & Mark P. Taylor - Inference on Impulse Response Functions in Structural VAR Models (RePEc:toh:dssraa:11)
by Atsushi Inoue & Lutz Kilian - Inference on Impulse Response Functions in Structural VAR Models (RePEc:toh:tergaa:307)
by Atsushi Inoue & Lutz Kilian - A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (RePEc:tpr:jeurec:v:6:y:2008:i:1:p:78-121)
by Lutz Kilian - Small-Sample Confidence Intervals For Impulse Response Functions (RePEc:tpr:restat:v:80:y:1998:i:2:p:218-230)
by Lutz Kilian - Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses (RePEc:tpr:restat:v:81:y:1999:i:4:p:652-660)
by Lutz Kilian - Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (RePEc:tpr:restat:v:90:y:2008:i:2:p:216-240)
by Lutz Kilian - Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (RePEc:tpr:restat:v:93:y:2011:i:2:p:660-671)
by Lutz Kilian & Clara Vega - How Reliable Are Local Projection Estimators of Impulse Responses? (RePEc:tpr:restat:v:93:y:2011:i:4:p:1460-1466)
by Lutz Kilian & Yun Jung Kim - Understanding the Decline in the Price of Oil since June 2014 (RePEc:ucp:jaerec:doi:10.1086/684160)
by Christiane Baumeister & Lutz Kilian - The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas (RePEc:ucp:jpolec:doi:10.1086/660124)
by Lucas W. Davis & Lutz Kilian - Impulse response matching estimators for DSGE models (RePEc:van:wpaper:vuecon-14-00014)
by Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian - The uniform validity of impulse response inference in autoregressions (RePEc:van:wpaper:vuecon-19-00001)
by Atsushi Inoue & Lutz Kilian - The uniform validity of impulse response inference in autoregressions (RePEc:van:wpaper:vuecon-sub-19-00001)
by Atsushi Inoue & Lutz Kilian - What Central Bankers Need To Know About Forecasting Oil Prices (RePEc:wly:iecrev:v:55:y:2014:i:3:p:869-889)
by Christiane Baumeister & Lutz Kilian - Estimating the effect of a gasoline tax on carbon emissions (RePEc:wly:japmet:v:26:y:2011:i:7:p:1187-1214)
by Lucas W. Davis & Lutz Kilian - The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil (RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478)
by Lutz Kilian & Daniel P. Murphy - Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (RePEc:wly:japmet:v:32:y:2017:i:1:p:1-15)
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:wly:japmet:v:32:y:2017:i:2:p:275-295)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? (RePEc:wly:japmet:v:35:y:2020:i:6:p:673-691)
by Lutz Kilian & Xiaoqing Zhou - Oil prices, gasoline prices, and inflation expectations (RePEc:wly:japmet:v:37:y:2022:i:5:p:867-881)
by Lutz Kilian & Xiaoqing Zhou - Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394)
by Lutz Kilian & Bruce Hicks - Quantifying the Risk of Deflation (RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:561-590)
by Lutz Kilian & Simone Manganelli - The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (RePEc:wly:jmoncb:v:40:y:2008:i:6:p:1103-1129)
by Lutz Kilian & Simone Manganelli - Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:wly:jmoncb:v:41:y:2009:i:7:p:1331-1363)
by Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz - The Role of Oil Price Shocks in Causing U.S. Recessions (RePEc:wly:jmoncb:v:49:y:2017:i:8:p:1747-1776)
by Lutz Kilian & Robert J. Vigfusson - The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (RePEc:wly:jmoncb:v:54:y:2022:i:4:p:953-987)
by Lutz Kilian & Xiaoqing Zhou - Measuring Predictability: Theory and Macroeconomic Applications (RePEc:wop:pennca:97-19)
by Francis X. Diebold & Lutz Kilian - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:zbw:bubdp1:4191)
by Kilian, Lutz & Gonçalves, Sílvia - Do actions speak louder than words? Household expectations of inflation based on micro consumption data (RePEc:zbw:bubdp1:4755)
by Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu - Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis (RePEc:zbw:cfswop:201309)
by Baumeister, Christiane & Kilian, Lutz - Do oil price increases cause higher food prices? (RePEc:zbw:cfswop:201310)
by Baumeister, Christiane & Kilian, Lutz - Forecasting the real price of oil in a changing world: A forecast combination approach (RePEc:zbw:cfswop:201311)
by Baumeister, Christiane & Kilian, Lutz - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:zbw:cfswop:201322)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz - Macroeconomic responses to uncertainty shocks: The perils of recursive orderings (RePEc:zbw:cfswop:285367)
by Kilian, Lutz & Plante, Michael & Richter, Alexander W. - The role of oil price shocks in causing U.S. recessions (RePEc:zbw:cfswop:460)
by Kilian, Lutz & Vigfusson, Robert J. - A general approach to recovering market expectations from futures prices with an application to crude oil (RePEc:zbw:cfswop:466)
by Baumeister, Christiane & Kilian, Lutz - Impulse response matching estimators for DSGE models (RePEc:zbw:cfswop:498)
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz - The impact of the shale oil revolution on U.S. oil and gasoline prices (RePEc:zbw:cfswop:499)
by Kilian, Lutz - Inside the crystal ball: New approaches to predicting the gasoline price at the pump (RePEc:zbw:cfswop:500)
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K. - Understanding the decline in the price of oil since June 2014 (RePEc:zbw:cfswop:501)
by Baumeister, Christiane & Kilian, Lutz - Anticipation, tax avoidance, and the price elasticity of gasoline demand (RePEc:zbw:cfswop:503)
by Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H. - Forty years of oil price fluctuations: Why the price of oil may still surprise us (RePEc:zbw:cfswop:525)
by Baumeister, Christiane & Kilian, Lutz - Did the renewable fuel standard shift market expectations of the price of ethanol? (RePEc:zbw:cfswop:563)
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz - The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada (RePEc:zbw:cfswop:606)
by Kilian, Lutz & Zhou, Xiaoqing - Oil prices, gasoline prices and inflation expectations: A new model and new facts (RePEc:zbw:cfswop:645)
by Kilian, Lutz & Zhou, Xiaoqing - Oil prices, exchange rates and interest rates (RePEc:zbw:cfswop:646)
by Kilian, Lutz & Zhou, Xiaoqing - Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? (RePEc:zbw:cfswop:647)
by Kilian, Lutz & Zhou, Xiaoqing - A quantitative model of the oil tanker market in the Arabian Gulf (RePEc:zbw:cfswop:648)
by Kilian, Lutz & Nomikos, Nikos K. & Zhou, Xiaoqing - Understanding the estimation of oil demand and oil supply elasticities (RePEc:zbw:cfswop:649)
by Kilian, Lutz - Joint Bayesian inference about impulse responses in VAR models (RePEc:zbw:cfswop:650)
by Inoue, Atsushi & Kilian, Lutz - Container trade and the U.S. recovery (RePEc:zbw:cfswop:659)
by Kilian, Lutz & Nomikos, Nikos K. & Zhou, Xiaoqing - The role of the prior in estimating VAR models with sign restrictions (RePEc:zbw:cfswop:660)
by Inoue, Atsushi & Kilian, Lutz - Facts and fiction in oil market modeling (RePEc:zbw:cfswop:661)
by Kilian, Lutz - The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 (RePEc:zbw:cfswop:670)
by Kilian, Lutz & Zhou, Xiaoqing - Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand (RePEc:zbw:cfswop:685)
by Kilian, Lutz & Zhou, Xiaoqing - A broader perspective on the inflationary effects of energy price shocks (RePEc:zbw:cfswop:686)
by Kilian, Lutz & Zhou, Xiaoqing - Oil price volatility: Origins and effects (RePEc:zbw:wtowps:ersd201002)
by Kilian, Lutz - Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work (RePEc:zbw:zeiwps:b121999)
by Caner, Mehmet & Kilian, Lutz