Lutz Kilian
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Federal Reserve Bank of Dallas
 website
 location: Dallas, Texas (United States)
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
by Goncalves, Silvia & Kilian, Lutz

Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate
by Caner, Mehmet & Kilian, Lutz

How accurate are confidence intervals for impulse responses in large VAR models?
by Kilian, Lutz & Chang, PaoLi

Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.
by Kilian, Lutz

Measuring Predictability: Theory And Macroeconomic Applications
by Diebold, Francis X. & Kilian, Lutz

UnitRoot Tests Are Useful for Selecting Forecasting Models.
by Diebold, Francis X. & Kilian, Lutz

ResidualBased Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence.
by Kilian, Lutz & Demiroglu, Ufuk

The effects of real and monetary shocks in a business cycle model with some sticky prices
by Lee E. Ohanian & Alan C. Stockman & Lutz Kilian

Bagging Time Series Models
by Inoue, Atsushi & Kilian, Lutz

A Practitioner's Guide to LagOrder Selection for Vector Autoregressions
by Ivanov, Ventzislav & Kilian, Lutz

InSample or OutofSample Tests of Predictability: Which One Should We Use?
by Inoue, Atsushi & Kilian, Lutz

Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Kilian, Lutz & Taylor, Mark P.

The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices.
by Ohanian, Lee E. & Stockman, Alan C. & Kilian, Lutz

Why is it so difficult to beat the random walk forecast of exchange rates?
by Kilian, Lutz & Taylor, Mark P.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
by GONÇALVES, Silvia & KILIAN, Lutz

A Monetary Explanation Of The Great Stagflation Of The 1970s
by Barsky, Robert & Kilian, Lutz

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
by Gonçalves, Sílvia & KILIAN, Lutz

Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy?
by Kilian, Lutz

Exchange Rates and Monetary Fundamentals: What Do We Learn from LongHorizon Regressions?
by Kilian, Lutz

Recent developments in bootstrapping time series
by Jeremy Berkowitz & Lutz Kilian

Measuring predictability: theory and macroeconomic applications
by Francis X. Diebold & Lutz Kilian

Oil and the Macroeconomy Since the 1970s
by Robert B. Barsky & Lutz Kilian

Oil and the Macroeconomy Since the 1970s
by Robert Barsky & Lutz Kilian

Quantifying the uncertainty about the halflife of deviations from PPP
by Lutz Kilian & Tao Zha

Unit Root Tests Are Useful for Selecting Forecasting Models
by Francis X. Diebold & Lutz Kilian

Unit Root Tests are Useful for Selecting Forecasting Models
by Francis X. Diebold & Lutz Kilian

SmallSample Confidence Intervals For Impulse Response Functions
by Lutz Kilian

A Monetary Explanation of the Great Stagflation of the 1970s
by Robert Barsky & Lutz Kilian

Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work
by Mehmet Caner & Lutz Kilian

Measuring Predictability: Theory and Macroeconomic Applications
by Francis X. Diebold & Lutz Kilian

FiniteSample Properties of Percentile and Percentilet Bootstrap Confidence Intervals for Impulse Responses
by Lutz Kilian

Bootstrapping Autoregressive Processes with Possible Unit Roots
by Atsushi Inoue & Lutz Kilian

Measuring predictability: theory and macroeconomic applications
by Francis X. Diebold & Lutz Kilian

Quantifying the halflife of deviations from PPP: The role of economic priors
by Lutz Kilian & Tao Zha

Is there a trend break in U.S. GNP? A macroeconomic perspective
by Lutz Kilian & Lee E. Ohanian

Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative
by Robert B. Barsky & Lutz Kilian

On the finitesample accuracy of nonparametric resampling algorithms for economic time series
by Jeremy Berkowitz & Ionel Biegean & Lutz Kilian

Measuring Predictability: Theory and Macroeconomic Applications
by Francis X. Diebold & Lutz Kilian

Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity
by Sílvia Gonçalves & Lutz Kilian

Bootstrapping Autoregressive Processes with Possible Unit Roots
by Atsushi Inoue & Lutz Kilian

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
by Sílvia Gonçalves & Lutz Kilian

Analyzing Unit Root Tests in Finite Samples Using Power Profiles.
by Kilian, L. & Caner, M.

Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models
by Atsushi Inoue & Lutz Kilian

How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?
by Kilian, L. & Chang, P. L.

Bagging Time Series Models
by Lutz Kilian & Atsushi Inoue

ResidualBased Bootstrap Tests for Normality in Autoregressions.
by Kilian, L. & Demiroglu, U.

Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
by Caner, M. & Kilian, L.

DataDriven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study.
by Kilian, L. & Bergean, I.

Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics.
by Kilian, L.

Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate.
by Kilian, L. & Caner, M.

Quantifying the HalfLife of Deviations from PPP: The Role of Economic Priors.
by Kilian, L. & Zha, T.

On the FiniteSample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series.
by Berkowitz, J. & Birgean, I. & Kilian, L.

Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective.
by Kilian, L. & Ohanian, L. E.

How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
by Inoue, Atsushi & Kilian, Lutz

On the selection of forecasting models
by Inoue, Atsushi & Kilian, Lutz

The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries
by Kilian, Lutz

Time Series Analysis
by Francis X. Diebold & Lutz Kilian & Marc Nerlove

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
by Kilian, Lutz & Gonçalves, Sílvia

Do actions speak louder than words? Household expectations of inflation based on micro consumption data
by Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu

Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data
by Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu

The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks
by Kilian, Lutz & Manganelli, Simone

On the Selection of Forecasting Models
by Inoue, Atsushi & Kilian, Lutz

Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
by Kilian, Lutz

The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
by Kilian, Lutz & Manganelli, Simone

The Impact of Oil Price Shocks on the U.S. Stock Market
by Kilian, Lutz & Park, Cheolbeom

The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas
by Davis, Lucas W. & Kilian, Lutz

Quantifying the HalfLife of Deviations from PPP: The Role of Economic Priors
by Kilian, Lutz & Zha, Tao

Retail Energy Prices and Consumer Expenditures
by Edelstein, Paul & Kilian, Lutz

Oil Shocks and External Balances
by Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola

Exchange rates and Fundamentals: What Do We Learn From LongHorizon Regressions?
by Kilian, L.

Quantifying the Risk of Deflation
by LUTZ KILIAN & SIMONE MANGANELLI

Oil Shocks and External Balances
by International Monetary Fund

Oil and the Macroeconomy Since the 1970s
by Barsky, Robert & Kilian, Lutz

Quantifying the HalfLife of Deviations from PPP: The Role of Economic Priors.
by Kilian, L. & Zha, T.

Oil Shocks and External Balances
by Lutz Kilian & Alessandro Rebucci & Nikola Spatafora

Recent developments in bootstrapping time series
by Jeremy Berkowitz & Lutz Kilian

A Monetary Explanation of the Great Stagflation of the 1970s.
by Barsky, R. B. & Kilian, L.

Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Lutz Kilian & Mark P. Taylor

Confidence intervals for impulse responses under departures from normality
by Lutz Kilian

What Do We Learn from the Price of Crude Oil Futures?
by Alquist, Ron & Kilian, Lutz

The Economic Effects of Energy Price Shocks
by Kilian, Lutz

The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks
by Edelstein, Paul & Kilian, Lutz

DATADRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
by Ionel Birgean & Lutz Kilian

Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
by Silvia Goncalves & Lutz Kilian

A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries
by Lutz Kilian

The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas
by Lucas W. Davis & Lutz Kilian

Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
by Lutz Kilian

Comment
by Kilian, Lutz

The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
by LUTZ KILIAN & SIMONE MANGANELLI

How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
by Inoue, Atsushi & Kilian, Lutz

Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices
by Lutz Kilian & Clara Vega

Time Series Analysis
by Diebold, F. X. & Kilian, L. & Nerlove, Marc

Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Lucas W. Davis & Lutz Kilian

NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005
by Kilian, Lutz

THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
by Inoue, Atsushi & Kilian, Lutz

Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
by Kilian, Lutz & Vega, Clara

Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market
by Kilian, Lutz

Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Davis, Lucas W. & Kilian, Lutz

Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative
by Robert B. Barsky & Lutz Kilian
edited by

Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 20032008?
by Hicks, Bruce & Kilian, Lutz

Do Local Projections Solve the Bias Problem in Impulse Response Inference?
by Kilian, Lutz & Kim, Yun Jung

Oil shocks and external balances
by Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
by Kilian, Lutz & Vigfusson, Robert J.

The Economic Effects of Energy Price Shocks
by Lutz Kilian

Understanding the effects of exogenous oil supply shocks
by Lutz Kilian

Oil Price Shocks, Monetary Policy and Stagflation
by Kilian, Lutz

Pitfalls in estimating asymmetric effects of energy price shocks
by Lutz Kilian & Robert J. Vigfusson

Frequentist inference in weakly identified DSGE models
by Pablo GuerronQuintana & Atsushi Inoue & Lutz Kilian

Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
by Lutz Kilian

Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models
by Kilian, Lutz & Murphy, Daniel P.

Frequentist Inference in Weakly Identified DSGE Models
by GuerronQuintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks
by Edelstein Paul & Kilian Lutz

Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data
by ATSUSHI INOUE & LUTZ KILIAN & FATMA BURCU KIRAZ

A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
by Ivanov Ventzislav & Kilian Lutz

Does the Fed Respond to Oil Price Shocks?
by Kilian, Lutz & Lewis, Logan

How sensitive are consumer expenditures to retail energy prices?
by Edelstein, Paul & Kilian, Lutz

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET
by Lutz Kilian & Cheolbeom Park

Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market
by Lutz Kilian

The Role of Inventories and Speculative Trading in the Global Market for Crude Oil
by Kilian, Lutz & Murphy, Daniel P.

What do we learn from the price of crude oil futures?
by Ron Alquist & Lutz Kilian

Oil Price Shocks, Monetary Policy and Stagflation
by Lutz Kilian
edited by

Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work
by Caner, Mehmet & Kilian, Lutz

Nonlinearities in the Oil PriceOutput Relationship
by Kilian, Lutz & Vigfusson, Robert J.

Nonlinearities in the oil priceoutput relationship
by Lutz Kilian & Robert J. Vigfusson

UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
by Kilian, Lutz & Ohanian, Lee E.

RealTime Forecasts of the Real Price of Oil
by Baumeister, Christiane & Kilian, Lutz

Forecasting the Price of Oil
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J.

Inference on Impulse Response Functions in Structural VAR Models
by Inoue, Atsushi & Kilian, Lutz

Forecasting the price of oil
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson

Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
by Lutz Kilian & Clara Vega

InSample or OutofSample Tests of Predictability: Which One Should We Use?
by Atsushi Inoue & Lutz Kilian

Structural Vector Autoregressions
by Kilian, Lutz

RealTime Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian

The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas
by Lucas W. Davis & Lutz Kilian

Forecasting the Price of Oil
by Ron Alquist & Lutz Kilian & Robert Vigfusson

Does the Fed Respond to Oil Price Shocks?
by Lutz Kilian & Logan T. Lewis

How Reliable Are Local Projection Estimators of Impulse Responses?
by Lutz Kilian & Yun Jung Kim

RealTime Analysis of Oil Price Risks Using Forecast Scenarios
by Baumeister, Christiane & Kilian, Lutz

Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
by Lutz Kilian & Robert J. Vigfusson

RealTime Analysis of Oil Price Risks Using Forecast Scenarios
by Christiane Baumeister & Lutz Kilian

Estimating the effect of a gasoline tax on carbon emissions
by Lucas W. Davis & Lutz Kilian

Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II)
by Thomas F. Helbling & Vincent Kaminski & Lutz Kilian & Robert Levin

The Role of Speculation in Oil Markets: What Have We Learned So Far?
by Fattouh, Bassam & Kilian, Lutz & Mahadeva, Lavan

Monetary policy responses to oil price fluctuations
by Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz

NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP
by Kilian, Lutz & Vigfusson, Robert J.

Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Kilian, Lutz & Vigfusson, Robert J.

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
by Lutz Kilian

Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries
by Lutz Kilian & Robert J. Vigfusson

WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS
by Lutz Kilian & Daniel P. Murphy

What Central Bankers Need to Know about Forecasting Oil Prices
by Baumeister, Christiane & Kilian, Lutz

Monetary Policy Responses to Oil Price Fluctuations
by Martin Bodenstein & Luca Guerrieri & Lutz Kilian

Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Lutz Kilian & Robert J. Vigfusson

Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories
by Kilian, Lutz & Lee, Thomas K.

What Central Bankers Need to Know about Forecasting Oil Prices
by Christiane Baumeister & Lutz Kilian

Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes
by Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian

Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?
by Lutz Kilian & Bruce Hicks

RealTime Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Baumeister, Christiane & Kilian, Lutz

Inference on impulse response functions in structural VAR models
by Inoue, Atsushi & Kilian, Lutz

Do highfrequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

Inference on Impulse Response Functions in Structural VAR Models
by Atsushi Inoue & Lutz Kilian

Forecasting the real price of oil in a changing world: A forecast combination approach
by Baumeister, Christiane & Kilian, Lutz

Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis
by Baumeister, Christiane & Kilian, Lutz

Do oil price increases cause higher food prices?
by Baumeister, Christiane & Kilian, Lutz

Do Oil Price Increases Cause Higher Food Prices?
by Christiane Baumeister & Lutz Kilian

Joint Confidence Sets for Structural Impulse Responses
by Atsushi Inoue & Lutz Kilian

Quantifying the speculative component in the real price of oil: The role of global oil inventories
by Kilian, Lutz & Lee, Thomas K.

Do HighFrequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Christiane Baumeister & Pierre Guérin & Lutz Kilian

RealTime Analysis of Oil Price Risks Using Forecast Scenarios
by Christiane Baumeister & Lutz Kilian

Do Oil Price Increases Cause Higher Food Prices?
by Baumeister, Christiane & Kilian, Lutz

Oil Price Shocks: Causes and Consequences
by Kilian, Lutz

Joint Confidence Sets for Structural Impulse Responses
by Inoue, Atsushi & Kilian, Lutz

Do HighFrequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

The role of oil price shocks in causing U.S. recessions
by Kilian, Lutz & Vigfusson, Robert J.

The Role of Speculation in Oil Markets: What Have We Learned So Far?
by Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva

THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
by Lutz Kilian & Daniel P. Murphy

The Role of Oil Price Shocks in Causing U.S. Recessions
by Kilian, Lutz & Vigfusson, Robert J.

Are there Gains from Pooling RealTime Oil Price Forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

The Role of Oil Price Shocks in Causing U.S. Recessions
by Kilian, Lutz & Vigfusson, Robert J.

Oil Price Shocks: Causes and Consequences
by Lutz Kilian

Are There Gains from Pooling RealTime Oil Price Forecasts?
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

A general approach to recovering market expectations from futures prices with an application to crude oil
by Baumeister, Christiane & Kilian, Lutz

Do oil price increases cause higher food prices?
by Christiane Baumeister & Lutz Kilian

Quantifying the Risk of Deflation
by Lutz KILIAN & Simone MANGANELLI

WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
by Christiane Baumeister & Lutz Kilian

A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil
by Baumeister, Christiane & Kilian, Lutz

Impulse response matching estimators for DSGE models
by GuerronQuintana, Pablo & Inoue, Atsushi & Kilian, Lutz

The impact of the shale oil revolution on U.S. oil and gasoline prices
by Kilian, Lutz

Are there gains from pooling realtime oil price forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

Inside the crystal ball: New approaches to predicting the gasoline price at the pump
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

Oil price volatility: Origins and effects
by Kilian, Lutz

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

Impulse Response Matching Estimators for DSGE Models
by GuerronQuintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices
by Kilian, Lutz

Understanding the decline in the price of oil since June 2014
by Baumeister, Christiane & Kilian, Lutz

Understanding the Decline in the Price of Oil since June 2014
by Baumeister, Christiane & Kilian, Lutz

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock

Structural vector autoregressions
by Lutz Kilian
edited by

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H.

Anticipation, tax avoidance, and the price elasticity of gasoline demand
by Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H.

A Direct test of the Emerging Consensus about LongRun PPP
by Mehmet Caner & Lutz Kilian

Impulse response matching estimators for DSGE models
by Pablo Guerronquintana & Atsushi Inoue & Lutz Kilian

Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?
by Lutz Kilian & Mark P. Taylor

Do highfrequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

Comment
by Lutz Kilian

Recent Evolutions of Oil and Commodity Prices
by Leo Drollas & Vincent Kaminski & Lutz Kilian & Charles F. Mason & Apostolos Serletis & Adonis Yatchew

Forecasting the Price of Oil
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J.
edited by

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
by Baumeister, Christiane & Kilian, Lutz

Forty years of oil price fluctuations: Why the price of oil may still surprise us
by Baumeister, Christiane & Kilian, Lutz

Impulse Response Matching Estimators for DSGE Models
by Pablo GuerronQuintana & Atsushi Inoue & Lutz Kilian

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
by Christiane Baumeister & Lutz Kilian

The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices
by Lutz Kilian

The Role of Oil Price Shocks in Causing U.S. Recessions
by Lutz Kilian & Robert J. Vigfusson

Joint Confidence Sets for Structural Impulse Responses
by Atsushi Inoue & Lutz Kilian

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

Understanding the Decline in the Price of Oil since June 2014
by Christiane Baumeister & Lutz Kilian

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock

The Impact of the Fracking Boom on Arab Oil Producers
by Kilian, Lutz

The Impact of the Fracking Boom on Arab Oil Producers
by Lutz Kilian

Understanding the Decline in the Price of Oil since June 2014
by Christiane Baumeister & Lutz Kilian

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
by Christiane Baumeister & Lutz Kilian

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

Measuring Predictability: Theory and Macroeconomic Applications
by Francis X. Diebold & Lutz Kilian

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian

Joint confidence sets for structural impulse responses
by Inoue, Atsushi & Kilian, Lutz

Impulse Response Matching Estimators for DSGE Models
by GUERRONQUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz

The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices
by Lutz Kilian

Recent Developments in Bootstrapping Time Series
by Jeremy Berkowitz & Lutz Kilian

Impulse response matching estimators for DSGE models
by GuerronQuintana, Pablo & Inoue, Atsushi & Kilian, Lutz

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian

Did the renewable fuel standard shift market expectations of the price of ethanol?
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz

Lower Oil Prices and the U.S. Economy: Is This Time Different?
by Baumeister, Christiane & Kilian, Lutz

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz

How the Tight Oil Boom Has Changed Oil and Gasoline Markets
by Lutz Kilian

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou

How the Tight Oil Boom Has Changed Oil and Gasoline Markets
by Kilian, Lutz

Lower Oil Prices and the U.S. Economy: Is this Time Different?
by Christiane Baumeister & Lutz Kilian

Inference on Impulse Response Functions in Structural VAR Models
by Atsushi Inoue & Lutz Kilian

On the selection of forecasting models
by Inoue, Atsushi & Kilian, Lutz

The central bank as a risk manager: quantifying and forecasting inflation risks
by Kilian, Lutz & Manganelli, Simone

The Impact of the Fracking Boom on Arab Oil Producers
by Lutz Kilian

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Christiane J. S. Baumeister & Reinhard Ellwanger & Lutz Kilian

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian

Modeling Fluctuations in the Global Demand for Commodities
by Kilian, Lutz & Zhou, Xiaoqing

The Impact of the Fracking Boom on Arab Oil Producers
by Lutz Kilian

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

Modeling Fluctuations in the Global Demand for Commodities
by Lutz Kilian & Xiaoqing Zhou

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou

The Role of Oil Price Shocks in Causing U.S. Recessions
by LUTZ KILIAN & ROBERT J. VIGFUSSON

Lower Oil Prices and the U.S. Economy: Is This Time Different?
by Christiane Baumeister & Lutz Kilian

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock

ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
by Kilian, Lutz & Zhou, Xiaoqing

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
by Lutz Kilian & Xiaoqing Zhou

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment
by Lutz Kilian & Xiaoqing Zhou

Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment
by Kilian, Lutz & Zhou, Xiaoqing

The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada
by Kilian, Lutz & Zhou, Xiaoqing

Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
by Lutz Kilian

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
by Lutz Kilian & Xiaoqing Zhou

Modeling fluctuations in the global demand for commodities
by Kilian, Lutz & Zhou, Xiaoqing

Insample or outofsample tests of predictability: which one should we use?
by Inoue, Atsushi & Kilian, Lutz

Why is it so difficult to beat the random walk forecast of exchange rates?
by Kilian, Lutz & Taylor, Mark P.

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
by Gonçalves, Sílvia & Kilian, Lutz

Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?
by Kilian, Lutz

Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?
by Lutz Kilian

Oil Prices, Exchange Rates and Interest Rates
by Kilian, Lutz & Zhou, Xiaoqing

Oil Prices, Exchange Rates and Interest Rates
by Lutz Kilian & Zhou Xiaoqing

Structural Vector Autoregressive Analysis
by Kilian, Lutz & LÃ¼tkepohl, Helmut

The uniform validity of impulse response inference in autoregressions
by Atsushi Inoue & Lutz Kilian

The uniform validity of impulse response inference in autoregressions
by Atsushi Inoue & Lutz Kilian

Structural Vector Autoregressive Analysis
by Kilian, Lutz & LÃ¼tkepohl, Helmut

Measuring global real economic activity: Do recent critiques hold up to scrutiny?
by Kilian, Lutz