| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
9 |
| A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
26 |
| A Direct test of the Emerging Consensus about Long-Run PPP |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
548 |
| A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
118 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
0 |
2 |
56 |
0 |
0 |
7 |
174 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
0 |
2 |
38 |
0 |
0 |
5 |
99 |
| A Monetary Explanation Of The Great Stagflation Of The 1970s |
0 |
0 |
0 |
235 |
0 |
0 |
6 |
1,079 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
601 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
1 |
1 |
867 |
1 |
7 |
13 |
5,526 |
| A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
0 |
3 |
7 |
1,543 |
0 |
6 |
16 |
3,544 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
23 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
31 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
32 |
| A broader perspective on the inflationary effects of energy price shocks |
0 |
0 |
2 |
16 |
2 |
2 |
9 |
19 |
| A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
0 |
95 |
1 |
3 |
7 |
238 |
| A quantitative model of the oil tanker market in the Arabian Gulf |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
22 |
| Analyzing Unit Root Tests in Finite Samples Using Power Profiles |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
481 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
47 |
0 |
1 |
4 |
144 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
23 |
0 |
1 |
5 |
139 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
46 |
0 |
2 |
7 |
173 |
| Anticipation, tax avoidance, and the price elasticity of gasoline demand |
0 |
1 |
1 |
37 |
0 |
1 |
1 |
154 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
208 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
115 |
| Are There Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
3 |
3 |
48 |
0 |
3 |
5 |
139 |
| Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
0 |
0 |
0 |
49 |
1 |
2 |
3 |
156 |
| Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
88 |
| Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
390 |
| Bagging Time Series Models |
0 |
0 |
1 |
223 |
0 |
1 |
8 |
662 |
| Bagging Time Series Models |
0 |
0 |
2 |
227 |
0 |
1 |
6 |
851 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
303 |
0 |
0 |
2 |
1,167 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
424 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
320 |
0 |
0 |
0 |
1,245 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
319 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
1 |
252 |
0 |
0 |
1 |
561 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
1 |
223 |
0 |
0 |
3 |
703 |
| Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
21 |
| Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
13 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
35 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
23 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
29 |
| Container trade and the U.S. recovery |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
22 |
| Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
866 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? |
1 |
1 |
7 |
305 |
1 |
1 |
13 |
831 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
59 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
53 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
41 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
49 |
| Did the renewable fuel standard shift market expectations of the price of ethanol? |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
35 |
| Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
348 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
1 |
1 |
2 |
86 |
2 |
3 |
9 |
309 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
211 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
110 |
| Do Local Projections Solve the Bias Problem in Impulse Response Inference? |
0 |
1 |
2 |
213 |
0 |
1 |
5 |
653 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
1 |
86 |
0 |
3 |
8 |
185 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
153 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
1 |
1 |
1 |
122 |
1 |
1 |
5 |
240 |
| Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
0 |
941 |
0 |
0 |
10 |
2,635 |
| Do actions speak louder than words? Household expectations of inflation based on micro consumption data |
0 |
0 |
1 |
119 |
0 |
0 |
4 |
648 |
| Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
1 |
1 |
2 |
268 |
1 |
2 |
7 |
760 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
0 |
1 |
100 |
0 |
0 |
2 |
252 |
| Do oil price increases cause higher food prices? |
0 |
0 |
0 |
141 |
0 |
0 |
3 |
281 |
| Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
1 |
3 |
182 |
1 |
3 |
7 |
609 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
42 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
54 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
91 |
| Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
31 |
| Does the Fed Respond to Oil Price Shocks? |
1 |
1 |
2 |
173 |
1 |
3 |
13 |
558 |
| Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
33 |
| Estimating Macroeconomic News and Surprise Shocks |
1 |
1 |
2 |
39 |
2 |
2 |
6 |
26 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
2 |
120 |
0 |
1 |
9 |
452 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
3 |
181 |
0 |
0 |
12 |
519 |
| Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
214 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? |
1 |
2 |
6 |
667 |
2 |
4 |
12 |
1,724 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
109 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
1 |
30 |
0 |
0 |
3 |
71 |
| Facts and Fiction in Oil Market Modeling |
1 |
1 |
1 |
32 |
1 |
2 |
2 |
61 |
| Facts and fiction in oil market modeling |
0 |
0 |
2 |
74 |
0 |
0 |
3 |
37 |
| Forecasting the Price of Oil |
1 |
2 |
10 |
260 |
1 |
4 |
22 |
564 |
| Forecasting the Price of Oil |
0 |
1 |
2 |
352 |
1 |
3 |
26 |
753 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
74 |
0 |
1 |
3 |
173 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
163 |
0 |
3 |
5 |
349 |
| Forecasting the price of oil |
0 |
0 |
1 |
288 |
0 |
1 |
7 |
691 |
| Forecasting the real price of oil in a changing world: A forecast combination approach |
0 |
1 |
1 |
138 |
0 |
1 |
3 |
351 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
0 |
209 |
0 |
0 |
4 |
298 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
2 |
4 |
12 |
114 |
3 |
13 |
43 |
383 |
| Forty years of oil price fluctuations: Why the price of oil may still surprise us |
0 |
0 |
2 |
116 |
0 |
0 |
7 |
172 |
| Frequentist Inference in Weakly Identified DSGE Models |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
129 |
| Frequentist inference in weakly identified DSGE models |
0 |
0 |
0 |
109 |
2 |
2 |
3 |
232 |
| Geopolitical Oil Price Risk and Economic Fluctuations |
1 |
1 |
4 |
4 |
1 |
4 |
9 |
9 |
| Geopolitical Oil Price Risk and Economic Fluctuations |
0 |
1 |
6 |
7 |
1 |
7 |
30 |
32 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline |
0 |
0 |
3 |
3 |
0 |
0 |
11 |
14 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
0 |
0 |
3 |
18 |
1 |
2 |
11 |
24 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
27 |
0 |
1 |
5 |
32 |
| Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
0 |
0 |
1 |
27 |
0 |
0 |
8 |
29 |
| How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
636 |
| How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation |
0 |
0 |
6 |
358 |
0 |
2 |
11 |
1,120 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
2 |
162 |
0 |
0 |
3 |
381 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
1 |
1 |
1 |
37 |
1 |
2 |
4 |
83 |
| How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
2 |
22 |
0 |
1 |
12 |
26 |
| Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
88 |
| Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions |
1 |
27 |
27 |
27 |
1 |
16 |
19 |
19 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
1 |
60 |
0 |
1 |
5 |
98 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
45 |
0 |
1 |
5 |
158 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
67 |
| Impulse response matching estimators for DSGE models |
0 |
1 |
1 |
33 |
0 |
2 |
3 |
67 |
| Impulse response matching estimators for DSGE models |
0 |
1 |
1 |
95 |
0 |
1 |
1 |
168 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
2 |
1,143 |
1 |
1 |
7 |
6,796 |
| In-sample or out-of-sample tests of predictability: which one should we use? |
0 |
1 |
1 |
1,157 |
1 |
4 |
8 |
3,870 |
| Inference on Impulse Response Functions in Structural VAR Models |
1 |
1 |
2 |
252 |
1 |
1 |
5 |
484 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
162 |
1 |
1 |
4 |
378 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
2 |
46 |
0 |
1 |
10 |
135 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
107 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
178 |
| Inside the crystal ball: New approaches to predicting the gasoline price at the pump |
0 |
1 |
1 |
66 |
0 |
1 |
1 |
159 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
67 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
87 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
45 |
0 |
1 |
4 |
106 |
| Is there a trend break in U.S. GNP? A macroeconomic perspective |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
1,450 |
| Joint Bayesian Inference about Impulse Responses in VAR Models |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
76 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
24 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
101 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
57 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
80 |
0 |
1 |
3 |
152 |
| Jointly Estimating Macroeconomic News and Surprise Shocks |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
7 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
153 |
| Lower Oil Prices and the U.S. Economy: Is this Time Different? |
1 |
1 |
3 |
96 |
1 |
2 |
13 |
232 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
2 |
92 |
0 |
1 |
10 |
37 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
13 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| Macroeconomic responses to uncertainty shocks: The perils of recursive orderings |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
3 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
0 |
28 |
1 |
1 |
6 |
133 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
2 |
57 |
0 |
2 |
13 |
319 |
| Measuring Predictability: Theory And Macroeconomic Applications |
0 |
1 |
1 |
127 |
0 |
1 |
3 |
568 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
632 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
377 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
0 |
0 |
1 |
1,175 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
166 |
0 |
1 |
8 |
745 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
0 |
57 |
0 |
1 |
3 |
156 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
0 |
59 |
1 |
1 |
3 |
128 |
| Monetary policy responses to oil price fluctuations |
0 |
0 |
2 |
348 |
2 |
3 |
8 |
749 |
| Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
340 |
| Nonlinearities in the oil price-output relationship |
0 |
0 |
0 |
204 |
0 |
0 |
5 |
408 |
| Nonparametric Local Projections |
0 |
0 |
33 |
33 |
0 |
4 |
24 |
24 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
0 |
2 |
21 |
1,024 |
0 |
21 |
69 |
2,764 |
| Oil Price Shocks and Inflation |
0 |
0 |
4 |
4 |
0 |
0 |
6 |
6 |
| Oil Price Shocks and Inflation |
0 |
0 |
6 |
32 |
4 |
7 |
31 |
64 |
| Oil Price Shocks, Monetary Policy and Stagflation |
0 |
0 |
4 |
337 |
0 |
1 |
7 |
1,148 |
| Oil Price Shocks: Causes and Consequences |
1 |
4 |
9 |
581 |
3 |
10 |
26 |
1,376 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
0 |
215 |
0 |
0 |
3 |
1,810 |
| Oil Prices, Exchange Rates and Interest Rates |
1 |
1 |
2 |
29 |
1 |
2 |
5 |
90 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
1 |
4 |
208 |
0 |
4 |
29 |
914 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
42 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
1 |
1 |
1 |
16 |
1 |
1 |
2 |
36 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
29 |
4 |
9 |
14 |
96 |
| Oil Shocks and External Balances |
0 |
1 |
1 |
227 |
0 |
1 |
2 |
635 |
| Oil Shocks and External Balances |
0 |
1 |
1 |
215 |
0 |
1 |
4 |
663 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
0 |
458 |
0 |
0 |
2 |
1,048 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
0 |
932 |
1 |
1 |
2 |
2,146 |
| Oil price volatility: Origins and effects |
1 |
2 |
6 |
225 |
6 |
11 |
26 |
741 |
| Oil prices, exchange rates and interest rates |
0 |
1 |
4 |
30 |
1 |
3 |
12 |
55 |
| Oil prices, exchange rates, and interest rates |
0 |
0 |
1 |
53 |
2 |
3 |
7 |
145 |
| Oil prices, gasoline prices and inflation expectations: A new model and new facts |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
34 |
| On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
702 |
| On the Selection of Forecasting Models |
0 |
0 |
1 |
334 |
0 |
0 |
1 |
1,278 |
| On the finite-sample accuracy of nonparametric resampling algorithms for economic time series |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
763 |
| On the selection of forecasting models |
0 |
0 |
1 |
695 |
0 |
0 |
2 |
1,673 |
| Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
2,395 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
1 |
232 |
0 |
1 |
4 |
496 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
42 |
1 |
2 |
3 |
189 |
| Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
0 |
209 |
1 |
1 |
2 |
474 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
852 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
609 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
386 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
103 |
| Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
0 |
0 |
1 |
166 |
1 |
1 |
6 |
431 |
| Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
0 |
0 |
278 |
0 |
0 |
1 |
987 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
2 |
4 |
6 |
133 |
2 |
6 |
18 |
290 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
1 |
104 |
0 |
0 |
2 |
305 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
2 |
123 |
0 |
1 |
6 |
256 |
| Real-Time Forecasts of the Real Price of Oil |
1 |
5 |
15 |
179 |
2 |
12 |
41 |
459 |
| Recent Developments in Bootstrapping Time Series |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
55 |
| Recent developments in bootstrapping time series |
0 |
1 |
2 |
1,466 |
0 |
2 |
5 |
3,244 |
| Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,268 |
| Retail Energy Prices and Consumer Expenditures |
1 |
1 |
3 |
349 |
1 |
2 |
9 |
1,091 |
| Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
519 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work |
0 |
0 |
0 |
151 |
0 |
0 |
1 |
958 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
833 |
| Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
173 |
| State-Dependent Local Projections |
1 |
2 |
5 |
88 |
1 |
2 |
10 |
40 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
1 |
1 |
2 |
55 |
1 |
2 |
8 |
204 |
| Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
123 |
| Structural Vector Autoregressions |
3 |
8 |
27 |
953 |
4 |
17 |
58 |
1,792 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
0 |
91 |
0 |
0 |
4 |
554 |
| The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas |
0 |
0 |
0 |
97 |
0 |
0 |
2 |
600 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
124 |
0 |
0 |
4 |
399 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
0 |
0 |
2 |
476 |
| The Conventional Impulse Response Prior in VAR Models with Sign Restrictions |
9 |
9 |
9 |
9 |
7 |
7 |
7 |
7 |
| The Econometrics of Oil Market VAR Models |
0 |
1 |
5 |
60 |
1 |
3 |
17 |
216 |
| The Econometrics of Oil Market VAR Models |
0 |
1 |
2 |
37 |
1 |
4 |
9 |
74 |
| The Econometrics of Oil Market VAR Models |
0 |
0 |
3 |
90 |
0 |
0 |
7 |
125 |
| The Economic Effects of Energy Price Shocks |
0 |
1 |
9 |
819 |
2 |
6 |
26 |
2,235 |
| The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
0 |
2 |
4 |
570 |
1 |
6 |
10 |
1,689 |
| The Impact of Oil Price Shocks on the U.S. Stock Market |
4 |
9 |
18 |
1,461 |
7 |
22 |
83 |
4,279 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
27 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
71 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
1 |
1 |
2 |
14 |
2 |
2 |
6 |
34 |
| The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
0 |
2 |
19 |
0 |
4 |
16 |
25 |
| The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
1 |
3 |
3 |
0 |
2 |
5 |
5 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
67 |
0 |
0 |
4 |
160 |
| The Impact of the Fracking Boom on Arab Oil Producers |
1 |
2 |
5 |
89 |
1 |
2 |
6 |
107 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
131 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
3 |
121 |
1 |
1 |
20 |
407 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
76 |
0 |
1 |
8 |
176 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
1 |
32 |
0 |
1 |
4 |
52 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
103 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
59 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
42 |
| The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener |
0 |
0 |
0 |
198 |
1 |
1 |
1 |
540 |
| The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
0 |
6 |
13 |
554 |
9 |
18 |
53 |
1,694 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
2 |
104 |
1 |
5 |
11 |
244 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
96 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
38 |
1 |
2 |
4 |
122 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
1 |
1 |
376 |
0 |
3 |
9 |
1,016 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
2 |
64 |
0 |
0 |
3 |
93 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
2 |
7 |
2 |
2 |
7 |
40 |
| The Uniform Validity of Impulse Response Inference in Autoregressions |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
25 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
2 |
245 |
0 |
1 |
9 |
724 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 |
0 |
0 |
1 |
18 |
1 |
2 |
6 |
34 |
| The impact of the shale oil revolution on U.S. oil and gasoline prices |
0 |
2 |
4 |
101 |
0 |
2 |
4 |
208 |
| The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
1 |
1 |
42 |
1 |
2 |
3 |
37 |
| The role of oil price shocks in causing U.S. recessions |
0 |
0 |
0 |
146 |
0 |
1 |
1 |
336 |
| The role of the prior in estimating VAR models with sign restrictions |
0 |
0 |
3 |
20 |
1 |
2 |
11 |
47 |
| The uniform validity of impulse response inference in autoregressions |
1 |
1 |
2 |
28 |
2 |
2 |
6 |
67 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
67 |
| Time Series Analysis |
0 |
1 |
2 |
1,105 |
0 |
1 |
9 |
1,787 |
| Time Series Analysis |
0 |
2 |
2 |
144 |
0 |
4 |
8 |
388 |
| Understanding the Decline in the Price of Oil since June 2014 |
2 |
4 |
10 |
137 |
3 |
6 |
22 |
327 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
1 |
6 |
234 |
0 |
2 |
28 |
482 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
3 |
63 |
3 |
3 |
9 |
88 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
0 |
4 |
2 |
2 |
4 |
42 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
28 |
1 |
2 |
5 |
62 |
| Understanding the decline in the price of oil since June 2014 |
0 |
1 |
3 |
316 |
3 |
5 |
8 |
558 |
| Understanding the estimation of oil demand and oil supply elasticities |
0 |
1 |
2 |
14 |
0 |
1 |
4 |
43 |
| Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
409 |
0 |
0 |
1 |
1,450 |
| Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
0 |
0 |
1 |
693 |
| Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
756 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
0 |
169 |
0 |
1 |
12 |
416 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
3 |
110 |
0 |
0 |
4 |
191 |
| What Do We Learn from the Price of Crude Oil Futures? |
0 |
1 |
5 |
572 |
1 |
4 |
19 |
1,854 |
| When Do State-Dependent Local Projections Work? |
0 |
1 |
2 |
72 |
1 |
2 |
4 |
62 |
| When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
| When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
0 |
0 |
23 |
23 |
1 |
3 |
64 |
64 |
| When do state-dependent local projections work? |
0 |
0 |
2 |
5 |
0 |
0 |
8 |
29 |
| Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
1 |
2 |
6 |
305 |
2 |
5 |
13 |
858 |
| Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
376 |
| Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
439 |
1 |
2 |
5 |
1,747 |
| Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
615 |
1 |
2 |
7 |
1,642 |
| Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
575 |
0 |
1 |
18 |
1,332 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
0 |
724 |
0 |
1 |
5 |
1,714 |
| Total Working Papers |
49 |
153 |
518 |
40,848 |
141 |
446 |
1,842 |
132,454 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries |
2 |
2 |
11 |
421 |
3 |
5 |
23 |
982 |
| A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
4 |
10 |
24 |
1,306 |
11 |
32 |
91 |
3,456 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| A broader perspective on the inflationary effects of energy price shocks |
0 |
3 |
7 |
16 |
4 |
7 |
33 |
53 |
| ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
57 |
| Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
0 |
0 |
2 |
3 |
0 |
1 |
6 |
18 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
1 |
2 |
23 |
1 |
4 |
12 |
115 |
| Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
0 |
0 |
2 |
153 |
0 |
1 |
14 |
399 |
| Are there gains from pooling real-time oil price forecasts? |
0 |
3 |
9 |
54 |
0 |
8 |
18 |
151 |
| Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
0 |
4 |
63 |
0 |
1 |
8 |
154 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
486 |
| Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models |
0 |
0 |
1 |
88 |
1 |
1 |
3 |
378 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
3 |
5 |
16 |
528 |
6 |
11 |
35 |
1,191 |
| Comment |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
63 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
40 |
| Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
| Confidence intervals for impulse responses under departures from normality |
1 |
2 |
3 |
102 |
1 |
3 |
7 |
284 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
4 |
1 |
3 |
10 |
33 |
| DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
1 |
79 |
0 |
1 |
6 |
290 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
5 |
6 |
26 |
371 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
0 |
2 |
5 |
345 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
2 |
9 |
0 |
1 |
6 |
32 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
0 |
3 |
275 |
2 |
7 |
26 |
773 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
2 |
136 |
1 |
3 |
9 |
366 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
1 |
3 |
65 |
0 |
2 |
10 |
283 |
| Do oil price increases cause higher food prices? |
0 |
0 |
5 |
114 |
1 |
2 |
17 |
405 |
| Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
0 |
1 |
2 |
8 |
0 |
2 |
3 |
41 |
| Does the Fed Respond to Oil Price Shocks? |
1 |
5 |
17 |
202 |
3 |
19 |
49 |
527 |
| Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
2 |
4 |
16 |
449 |
| Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
0 |
0 |
0 |
514 |
0 |
0 |
5 |
1,154 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
2 |
10 |
32 |
1,005 |
10 |
28 |
85 |
2,183 |
| Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
1 |
10 |
119 |
0 |
4 |
18 |
495 |
| Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
9 |
| Facts and fiction in oil market modeling |
0 |
1 |
1 |
15 |
0 |
1 |
5 |
41 |
| Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
0 |
1 |
4 |
295 |
2 |
3 |
9 |
1,025 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
4 |
5 |
33 |
1 |
10 |
15 |
135 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
3 |
111 |
2 |
2 |
10 |
343 |
| Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
69 |
| Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
0 |
3 |
11 |
13 |
7 |
16 |
58 |
62 |
| How Reliable Are Local Projection Estimators of Impulse Responses? |
1 |
5 |
16 |
282 |
3 |
12 |
36 |
692 |
| How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
0 |
1 |
5 |
111 |
0 |
3 |
13 |
251 |
| How accurate are confidence intervals for impulse responses in large VAR models? |
0 |
0 |
5 |
118 |
0 |
0 |
8 |
294 |
| How sensitive are consumer expenditures to retail energy prices? |
1 |
5 |
22 |
595 |
3 |
18 |
71 |
1,483 |
| How to construct monthly VAR proxies based on daily surprises in futures markets |
1 |
1 |
1 |
1 |
2 |
4 |
6 |
6 |
| Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
454 |
| Impulse response analysis for structural dynamic models with nonlinear regressors |
0 |
1 |
8 |
33 |
0 |
2 |
17 |
78 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
0 |
35 |
1 |
2 |
4 |
148 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
1 |
443 |
1 |
3 |
13 |
1,427 |
| Inference on impulse response functions in structural VAR models |
1 |
2 |
8 |
432 |
1 |
4 |
26 |
1,200 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
1 |
36 |
0 |
1 |
7 |
105 |
| Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
0 |
1 |
1 |
39 |
1 |
2 |
2 |
132 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
25 |
| Joint confidence sets for structural impulse responses |
0 |
0 |
1 |
38 |
0 |
0 |
4 |
161 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
2 |
41 |
1 |
4 |
14 |
166 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
5 |
| Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
0 |
2 |
48 |
0 |
1 |
8 |
157 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
1 |
222 |
0 |
2 |
3 |
836 |
| Modeling fluctuations in the global demand for commodities |
2 |
6 |
12 |
111 |
7 |
18 |
40 |
404 |
| Monetary Policy Responses to Oil Price Fluctuations |
1 |
2 |
12 |
230 |
3 |
13 |
39 |
566 |
| NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
238 |
| NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP |
0 |
0 |
2 |
137 |
0 |
1 |
12 |
341 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
9 |
29 |
103 |
1,832 |
21 |
80 |
287 |
4,986 |
| Oil Price Shocks: Causes and Consequences |
2 |
13 |
41 |
319 |
8 |
33 |
96 |
821 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
8 |
737 |
1 |
4 |
36 |
2,105 |
| Oil prices, exchange rates and interest rates |
1 |
3 |
14 |
46 |
5 |
20 |
54 |
159 |
| Oil prices, gasoline prices, and inflation expectations |
0 |
4 |
13 |
41 |
0 |
8 |
23 |
92 |
| Oil shocks and external balances |
1 |
1 |
7 |
290 |
1 |
5 |
22 |
879 |
| On the selection of forecasting models |
0 |
2 |
4 |
269 |
1 |
3 |
7 |
568 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
0 |
8 |
275 |
| Quantifying the Risk of Deflation |
0 |
0 |
2 |
8 |
0 |
0 |
3 |
23 |
| Quantifying the speculative component in the real price of oil: The role of global oil inventories |
0 |
3 |
8 |
310 |
1 |
13 |
42 |
880 |
| Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
188 |
0 |
0 |
4 |
737 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
3 |
7 |
20 |
182 |
7 |
25 |
56 |
434 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
3 |
129 |
0 |
2 |
10 |
332 |
| Recent Evolutions of Oil and Commodity Prices |
0 |
0 |
1 |
78 |
0 |
0 |
1 |
153 |
| Recent developments in bootstrapping time series |
0 |
0 |
6 |
240 |
4 |
4 |
66 |
538 |
| Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
988 |
| Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
0 |
0 |
4 |
101 |
0 |
2 |
13 |
426 |
| Small-Sample Confidence Intervals For Impulse Response Functions |
3 |
9 |
30 |
1,202 |
5 |
20 |
64 |
3,118 |
| Special Issue "Energy Challenges in an Uncertain World" Editorial |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| State-dependent local projections |
1 |
4 |
4 |
4 |
4 |
11 |
17 |
17 |
| THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
157 |
| THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET |
0 |
0 |
0 |
820 |
4 |
14 |
65 |
2,320 |
| THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
2 |
9 |
20 |
260 |
9 |
29 |
76 |
695 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
0 |
112 |
0 |
2 |
7 |
833 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
17 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
249 |
| The Economic Effects of Energy Price Shocks |
1 |
3 |
36 |
343 |
5 |
16 |
87 |
1,541 |
| The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices |
0 |
0 |
2 |
148 |
0 |
0 |
4 |
468 |
| The Impact of the Fracking Boom on Arab Oil Producers |
1 |
3 |
10 |
126 |
2 |
7 |
20 |
427 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
2 |
3 |
3 |
5 |
8 |
9 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
70 |
0 |
2 |
9 |
227 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
2 |
7 |
0 |
0 |
9 |
33 |
| The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks |
2 |
3 |
11 |
230 |
3 |
7 |
25 |
686 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
1 |
5 |
7 |
63 |
3 |
10 |
22 |
203 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
0 |
200 |
1 |
6 |
10 |
594 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
5 |
| The effects of real and monetary shocks in a business cycle model with some sticky prices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
474 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 |
2 |
5 |
22 |
56 |
13 |
41 |
124 |
231 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
2 |
33 |
2 |
2 |
9 |
129 |
| UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
141 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
2 |
11 |
136 |
4 |
13 |
38 |
418 |
| Understanding the effects of exogenous oil supply shocks |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
23 |
| Understanding the estimation of oil demand and oil supply elasticities |
0 |
0 |
3 |
24 |
2 |
4 |
13 |
74 |
| Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
669 |
| WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
19 |
| WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
3 |
8 |
30 |
396 |
5 |
17 |
71 |
1,001 |
| What do we learn from the price of crude oil futures? |
0 |
2 |
6 |
680 |
2 |
14 |
41 |
1,864 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
4 |
614 |
1 |
3 |
14 |
1,559 |
| Total Journal Articles |
52 |
193 |
722 |
19,553 |
212 |
723 |
2,481 |
59,045 |
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