Access Statistics for Lutz Kilian

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 1 4 521
A Monetary Explanation Of The Great Stagflation Of The 1970s 6 14 43 175 27 54 141 737
A Monetary Explanation of the Great Stagflation of the 1970s 12 19 55 742 37 97 322 4,800
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 1 1 33 69 179 188
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 4 20 71 404 6 33 150 825
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 4 9 414
Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity 3 4 13 115 3 10 27 274
Bagging Time Series Models 3 6 30 123 3 13 63 314
Bagging Time Series Models 0 1 10 124 1 12 40 412
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 7 68 2 7 25 157
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 4 10 98 2 10 32 256
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 2 10 219 4 14 74 915
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 3 10 28 7 28 60 135
Bootstrapping Autoregressive Processes with Possible Unit Roots 1 3 16 179 1 4 36 380
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 3 5 17 159 5 15 44 412
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 3 14 48 696
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 1 5 12 30 7 22 70 143
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 17 41 113 557 27 75 210 1,345
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 2 3 8 39 7 14 52 141
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 1 5 27 38
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 6 17 78 359 18 49 201 740
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 2 2 7 13 34 398
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 7 13 36 158 14 32 114 408
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 12 38 131 479 73 207 705 1,865
In-Sample or out-of-sample tests of predictability: which one should we use? 11 29 83 394 33 84 206 764
Is there a trend break in U.S. GNP? A macroeconomic perspective 1 3 8 144 5 18 52 1,149
Measuring Predictability: Theory And Macroeconomic Applications 2 4 12 92 3 11 35 378
Measuring Predictability: Theory and Macroeconomic Applications 0 0 1 1 3 10 24 518
Measuring Predictability: Theory and Macroeconomic Applications 3 4 17 128 6 19 62 612
Measuring predictability: theory and macroeconomic applications 1 2 8 136 2 7 24 550
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 15 44 106 169 29 94 228 343
Oil Shocks and External Balances 2 6 33 33 6 12 57 57
Oil Shocks and External Balances 6 18 64 94 16 49 168 204
Oil Shocks and External Balances 0 5 28 39 2 12 55 65
Oil and the Macroeconomy Since the 1970s 11 32 103 539 20 66 232 1,064
Oil and the Macroeconomy Since the 1970s 6 20 40 298 14 55 107 529
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 2 19 53 474
On the Selection of Forecasting Models 3 6 27 286 21 46 116 998
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 1 1 7 156 1 5 31 620
On the selection of forecasting models 5 12 44 486 9 29 107 959
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 2 2 9 28 111 1,883
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 3 13 40 47
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 4 4 6 14 79 669
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 2 5 15 90 3 14 50 448
Quantifying the half-life of deviations from PPP: The role of economic priors 2 3 10 193 5 9 25 575
Recent developments in bootstrapping time series 11 36 148 890 20 67 258 1,986
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 5 15 53 994
Retail Energy Prices and Consumer Expenditures 10 26 75 95 40 88 220 265
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 1 3 9 54 6 16 34 275
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 1 5 126 2 13 58 786
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 6 17 64 592
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 3 6 6 6 15 36 36 36
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 1 6 27 52 12 50 218 288
The Central Bank as a risk manager: quantifying and forecasting fnflation risks 2 3 10 199 6 14 38 537
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 2 8 27 55 6 20 63 117
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 2 11 80 2 9 36 307
The Economic Effects of Energy Price Shocks 19 36 128 128 31 63 210 210
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 7 25 80 289 35 82 238 722
The Impact of Oil Price Shocks on the U.S. Stock Market 40 78 219 338 96 213 521 690
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks 3 17 48 48 12 42 117 117
Time Series Analysis 5 19 79 666 9 34 134 872
Unit Root Tests Are Useful for Selecting Forecasting Models 4 5 23 312 6 16 56 1,095
Unit Root Tests are Useful for Selecting Forecasting Models 2 4 24 268 3 7 43 532
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 1 1 1 4 28 600
What Do We Learn from the Price of Crude Oil Futures? 13 43 141 141 52 184 453 453
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 1 8 28 28 10 32 88 89
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 4 13 50 483 11 36 131 1,109
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 1 5 39 516 6 16 71 950
Why is it so difficult to beat the random walk forecast of exchange rates 4 16 67 510 12 32 123 893
Total Working Papers 284 753 2,530 12,628 890 2,522 7,820 43,935

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 12 33 49 49 16 49 81 81
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 12 40 110 329 25 108 286 755
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 1 2 10 10 3 5 20 20
Bootstrapping Autoregressive Processes with Possible Unit Roots 1 1 7 36 2 2 16 296
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 2 3 13 36 5 13 47 197
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 3 5 18 53 6 13 38 126
Confidence intervals for impulse responses under departures from normality 3 7 19 19 7 15 44 44
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 2 6 45 6 11 25 148
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 5 11 41 321 7 19 72 695
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 7 9 9 9 22 26 26 26
FINITE-SAMPLE PROPERTIES OF PERCENTILE AND PERCENTILE-t BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES 4 7 31 113 8 27 98 466
How accurate are confidence intervals for impulse responses in large VAR models? 1 2 14 32 3 5 25 86
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 6 14 51 219
Measuring predictability: theory and macroeconomic applications 1 1 12 144 5 12 38 568
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005 7 20 72 115 8 29 119 201
Oil and the Macroeconomy since the 1970s 7 25 59 262 20 65 202 631
On the selection of forecasting models 0 7 28 68 3 15 49 131
Quantifying the Risk of Deflation 0 2 13 13 5 10 55 57
Quantifying the uncertainty about the half-life of deviations from PPP 2 3 15 110 7 15 47 437
Recent developments in bootstrapping time series 3 6 27 27 9 16 50 50
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 5 16 47 789
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 4 23 2 6 19 117
Small-Sample Confidence Intervals For Impulse Response Functions 8 16 89 395 15 45 224 1,197
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 1 1 3 6 7 13 51 86
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 1 16 72 1 4 36 251
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 4 9 9 9 9 21 21 21
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 4 13 54 261
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 4 8 35 430
Why is it so difficult to beat the random walk forecast of exchange rates? 3 9 51 266 8 22 95 555
Total Journal Articles 87 222 725 2,562 228 617 1,971 8,941

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Statistics updated 2008-08-03