Access Statistics for Lutz Kilian

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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 0 3 0 0 2 9
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 0 20 0 1 4 27
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 0 0 548
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 0 28 0 0 1 118
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 1 1 2 39 4 6 8 105
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 2 56 0 1 6 175
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 1 867 1 1 12 5,527
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 0 1 7 602
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 2 8 1,545 2 8 22 3,552
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 0 15 0 1 3 33
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 1 1 4 24
A broader perspective on the inflationary effects of energy price shocks 0 1 2 17 0 2 8 21
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 0 1 7 239
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 0 0 22
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 1 1 482
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 46 0 1 5 174
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 47 0 0 4 144
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 0 0 4 139
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 1 37 1 3 4 157
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 62 0 4 6 212
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 24 0 0 2 115
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 1 4 49 0 2 6 141
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 2 7 10 163
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 1 1 30 1 2 5 90
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 1 2 391
Bagging Time Series Models 1 2 2 225 1 3 8 665
Bagging Time Series Models 1 2 3 229 2 4 9 855
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 2 320
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 1 3 3 427
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 1 1 1,246
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 304 0 2 3 1,169
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 0 0 0 561
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 0 223 2 2 3 705
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 0 1 3 22
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 0 0 3 0 0 0 13
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 22 2 2 3 37
Container Trade and the U.S. Recovery 0 0 0 13 0 0 2 29
Container trade and the U.S. recovery 0 0 0 29 0 1 4 23
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 0 866
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 1 6 306 0 2 12 833
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 1 3 50
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 23 0 0 1 59
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 25 0 1 1 42
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 1 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 0 0 2 86 0 1 9 310
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 2 3 112
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 0 2 3 213
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 2 3 215 0 3 4 656
Do Oil Price Increases Cause Higher Food Prices? 0 0 0 48 0 0 0 153
Do Oil Price Increases Cause Higher Food Prices? 1 1 2 87 1 4 11 189
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 1 1 4 241
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 1 3 10 2,638
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 1 119 1 1 5 649
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 1 268 2 4 10 764
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 100 1 1 3 253
Do oil price increases cause higher food prices? 0 0 0 141 0 0 2 281
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 3 182 1 2 8 611
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 1 3 43
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 1 2 92
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 0 2 54
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 1 2 5 33
Does the Fed Respond to Oil Price Shocks? 0 0 1 173 0 1 10 559
Energy Challenges in an Uncertain World 0 0 0 0 0 0 1 33
Estimating Macroeconomic News and Surprise Shocks 0 0 1 39 0 1 5 27
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 120 0 1 8 453
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 181 1 3 10 522
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 0 1 1 215
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 0 0 3 667 1 5 12 1,729
Facts and Fiction in Oil Market Modeling 0 0 1 30 0 1 4 72
Facts and Fiction in Oil Market Modeling 1 1 1 35 1 1 3 110
Facts and Fiction in Oil Market Modeling 0 0 1 32 0 2 4 63
Facts and fiction in oil market modeling 0 0 1 74 0 2 4 39
Forecasting the Price of Oil 0 0 2 352 0 1 20 754
Forecasting the Price of Oil 0 0 7 260 0 1 18 565
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 74 1 3 6 176
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 1 1 6 350
Forecasting the price of oil 0 1 1 289 2 5 9 696
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 1 138 0 1 4 352
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 0 2 6 300
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 12 114 5 13 51 396
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 2 116 1 3 9 175
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 1 1 4 233
Geopolitical Oil Price Risk and Economic Fluctuations 1 2 6 6 1 4 13 13
Geopolitical Oil Price Risk and Economic Fluctuations 1 1 3 8 1 1 18 33
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 1 1 2 4 1 1 6 15
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 2 18 1 4 11 28
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 2 7 34
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 1 1 7 30
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 1 5 359 1 4 11 1,124
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 162 0 1 3 382
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 37 1 1 4 84
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 0 3 6 6
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 1 1 1 23 2 4 12 30
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 3 5 91
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions 0 0 27 27 2 3 22 22
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 1 4 159
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 3 3 4 63 3 3 7 101
Impulse response matching estimators for DSGE models 0 1 2 34 1 2 5 69
Impulse response matching estimators for DSGE models 0 0 1 95 0 0 1 168
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 0 2 8 6,798
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 0 1 9 3,871
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 0 1 3 379
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 252 1 3 6 487
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 1 3 9 138
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 48 1 3 5 181
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 36 1 3 3 110
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 1 66 0 0 1 159
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 1 1 4 107
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 13 1 2 3 69
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 1 1 3 77
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 0 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 1 2 58
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 2 152
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 1 3 102
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 0 2 1 3 4 10
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 0 77 0 2 5 155
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 1 2 97 0 2 8 234
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 2 92 0 0 9 37
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 1 4 0 2 4 15
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 2 2 1 2 3 5
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 0 28 1 1 6 134
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 1 3 58 0 3 15 322
Measuring Predictability: Theory And Macroeconomic Applications 0 0 1 127 1 1 4 569
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 0 377
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 1 2 1,176
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 1 4 633
Measuring predictability: theory and macroeconomic applications 0 0 0 166 0 0 8 745
Modeling Fluctuations in the Global Demand for Commodities 0 1 1 17 1 3 3 9
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 59 0 1 3 129
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 57 0 0 2 156
Monetary policy responses to oil price fluctuations 0 1 3 349 0 3 10 752
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 2 4 8 412
Nonparametric Local Projections 0 0 33 33 1 3 27 27
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 3 4 23 1,028 6 11 65 2,775
Oil Price Shocks and Inflation 0 0 4 32 2 5 31 69
Oil Price Shocks and Inflation 0 0 4 4 1 1 7 7
Oil Price Shocks, Monetary Policy and Stagflation 0 0 4 337 3 6 13 1,154
Oil Price Shocks: Causes and Consequences 1 3 12 584 4 8 31 1,384
Oil Prices, Exchange Rates and Interest Rates 1 2 5 210 1 3 25 917
Oil Prices, Exchange Rates and Interest Rates 0 0 2 29 0 0 5 90
Oil Prices, Exchange Rates and Interest Rates 0 1 1 216 1 3 5 1,813
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 1 1 1 30 2 9 23 105
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 1 1 2 17 1 1 3 37
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 1 1 1 14 1 1 4 43
Oil Shocks and External Balances 0 0 1 227 0 0 1 635
Oil Shocks and External Balances 0 0 1 215 0 0 3 663
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 3 5 2,149
Oil price volatility: Origins and effects 1 1 5 226 1 8 27 749
Oil prices, exchange rates and interest rates 0 3 6 33 0 6 16 61
Oil prices, exchange rates, and interest rates 0 1 1 54 0 2 8 147
Oil prices, gasoline prices and inflation expectations: A new model and new facts 1 1 1 13 2 2 5 36
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 0 334 0 1 1 1,279
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 198 1 1 2 764
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 4 497
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 42 0 2 4 191
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 1 474
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 0 0 1 2 387
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 124 0 4 6 613
Quantifying the Risk of Deflation 0 0 1 29 2 3 5 106
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 1 166 0 0 5 431
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 1 2 988
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 1 5 134 0 1 17 291
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 1 123 0 1 6 257
Real-Time Forecasts of the Real Price of Oil 0 2 13 181 0 7 37 466
Recent Developments in Bootstrapping Time Series 0 0 1 20 0 1 2 56
Recent developments in bootstrapping time series 0 0 2 1,466 2 4 8 3,248
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 0 3 1,268
Retail Energy Prices and Consumer Expenditures 0 1 4 350 0 1 8 1,092
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 6 6 179
State-Dependent Local Projections 0 0 3 88 0 3 10 43
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 2 55 0 0 5 204
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 0 4 22 957 3 9 53 1,801
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 1 600
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 124 0 2 5 401
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 1 3 12 12 2 4 11 11
The Econometrics of Oil Market VAR Models 0 0 1 37 0 3 9 77
The Econometrics of Oil Market VAR Models 0 0 2 90 2 3 7 128
The Econometrics of Oil Market VAR Models 1 2 6 62 1 4 18 220
The Economic Effects of Energy Price Shocks 0 0 5 819 3 4 22 2,239
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 1 5 571 1 3 12 1,692
The Impact of Oil Price Shocks on the U.S. Stock Market 1 6 21 1,467 6 25 95 4,304
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 27 0 0 3 71
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 14 0 1 6 35
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 10 0 0 1 27
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 3 3 0 0 5 5
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 1 19 1 2 9 27
The Impact of the Fracking Boom on Arab Oil Producers 0 0 5 89 0 1 6 108
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 36 0 2 5 133
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 67 1 1 5 161
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 76 0 1 7 177
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 3 121 0 0 13 407
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 1 32 1 1 3 53
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 0 1 3 43
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 1 3 3 106
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 2 541
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 0 0 9 554 2 12 52 1,706
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 0 3 122
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 104 1 1 9 245
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 1 1 1 97
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 376 0 1 7 1,017
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 2 93
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 2 8 1 3 9 43
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 1 2 5 27
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 245 1 1 9 725
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 1 1 19 1 3 7 37
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 4 101 0 1 5 209
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 1 42 0 1 4 38
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 0 1 336
The role of the prior in estimating VAR models with sign restrictions 0 0 1 20 1 1 10 48
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 1 2 68
The uniform validity of impulse response inference in autoregressions 0 0 2 28 0 0 5 67
Time Series Analysis 0 0 2 144 1 1 9 389
Time Series Analysis 1 2 4 1,107 1 3 11 1,790
Understanding the Decline in the Price of Oil since June 2014 0 0 3 234 4 5 24 487
Understanding the Decline in the Price of Oil since June 2014 1 2 9 139 2 6 20 333
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 2 63 1 2 7 90
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 28 0 1 5 63
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 0 4 42
Understanding the decline in the price of oil since June 2014 0 0 3 316 0 0 8 558
Understanding the estimation of oil demand and oil supply elasticities 0 0 1 14 0 1 4 44
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 409 1 1 2 1,451
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 1 2 694
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 2 110 1 1 3 192
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 0 169 0 0 11 416
What Do We Learn from the Price of Crude Oil Futures? 0 0 4 572 2 7 22 1,861
When Do State-Dependent Local Projections Work? 0 0 1 72 0 0 3 62
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 24 0 3 9 67
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 1 5 5
When do state-dependent local projections work? 0 0 2 5 0 1 9 30
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 0 0 5 305 2 2 12 860
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 1 2 3 378
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 439 2 2 5 1,749
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 615 2 4 11 1,646
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 0 575 3 4 21 1,336
Why is it so difficult to beat the random walk forecast of exchange rates? 1 1 1 725 2 3 6 1,717
Total Working Papers 29 79 467 40,943 161 494 1,891 132,954


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 0 0 5 421 0 1 14 983
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 0 4 21 1,310 7 20 95 3,476
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 1 1 1 1 1 1 1 4
A broader perspective on the inflationary effects of energy price shocks 0 0 5 16 4 8 35 61
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 16 0 1 3 58
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 1 3 0 0 4 18
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 0 2 11 117
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 2 153 0 1 11 400
Are there gains from pooling real-time oil price forecasts? 1 2 11 56 3 6 23 157
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 2 4 65 0 4 10 158
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 1 487
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 1 1 3 379
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 1 11 529 3 7 32 1,198
Comment 0 0 0 7 0 0 2 63
Comment 0 0 0 8 0 0 0 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 0 0 3 102 0 1 6 285
Container Trade and the U.S. Recovery 0 0 0 4 1 2 11 35
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 0 79 0 1 6 291
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 1 4 26 375
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 6 347
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 9 1 2 7 34
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 3 275 0 3 28 776
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 2 3 138 3 8 14 374
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 2 65 0 2 11 285
Do oil price increases cause higher food prices? 0 0 2 114 0 0 8 405
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 1 3 9 0 2 5 43
Does the Fed Respond to Oil Price Shocks? 0 3 16 205 1 5 46 532
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 2 5 19 454
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 0 514 0 1 5 1,155
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 3 7 27 1,012 6 17 80 2,200
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 7 119 0 4 18 499
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 0 1 10 10
Facts and fiction in oil market modeling 1 1 2 16 1 2 7 43
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 0 3 295 0 2 10 1,027
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 2 7 35 11 16 30 151
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 1 111 3 10 18 353
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 0 3 69
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 1 4 9 17 7 21 66 83
How Reliable Are Local Projection Estimators of Impulse Responses? 1 2 15 284 2 6 34 698
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 5 111 0 1 13 252
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 5 118 0 1 8 295
How sensitive are consumer expenditures to retail energy prices? 1 1 17 596 3 11 63 1,494
How to construct monthly VAR proxies based on daily surprises in futures markets 0 0 1 1 3 4 10 10
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 1 6 455
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 35 0 8 22 86
Impulse response diagnostics for priors on parameters in structural vector autoregressions 0 0 0 0 0 0 0 0
Impulse response matching estimators for DSGE models 1 1 1 36 1 4 7 152
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 4 6 12 1,433
Inference on impulse response functions in structural VAR models 0 2 7 434 3 14 28 1,214
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 36 0 2 9 107
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 1 39 0 1 3 133
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 1 1 1 1 1 2 3 3
Joint Bayesian inference about impulse responses in VAR models 0 1 1 8 0 3 5 28
Joint confidence sets for structural impulse responses 0 1 1 39 0 2 3 163
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 1 41 2 6 17 172
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 2 3 3 3 7 14 19 19
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 0 2 48 0 2 10 159
Measuring predictability: theory and macroeconomic applications 0 0 1 222 0 0 3 836
Modeling fluctuations in the global demand for commodities 0 1 11 112 2 14 48 418
Monetary Policy Responses to Oil Price Fluctuations 0 2 10 232 1 4 32 570
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 1 1 1 94 1 1 1 239
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 1 137 1 3 9 344
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 3 6 83 1,838 15 38 266 5,024
Oil Price Shocks: Causes and Consequences 0 0 37 319 5 11 87 832
Oil and the Macroeconomy Since the 1970s 1 2 8 739 1 4 29 2,109
Oil prices, exchange rates and interest rates 0 3 13 49 3 12 57 171
Oil prices, gasoline prices, and inflation expectations 0 4 14 45 0 8 27 100
Oil shocks and external balances 0 1 6 291 0 3 21 882
On the selection of forecasting models 0 0 3 269 0 1 6 569
Quantifying the Risk of Deflation 0 1 1 9 0 1 2 24
Quantifying the Risk of Deflation 0 0 0 84 0 0 7 275
Quantifying the speculative component in the real price of oil: The role of global oil inventories 0 1 6 311 1 4 36 884
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 0 0 2 737
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 1 5 20 187 7 12 57 446
Real-Time Forecasts of the Real Price of Oil 0 0 2 129 0 0 5 332
Recent Evolutions of Oil and Commodity Prices 0 0 1 78 0 0 1 153
Recent developments in bootstrapping time series 0 1 4 241 4 19 74 557
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 1 1 3 989
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 3 101 0 1 9 427
Small-Sample Confidence Intervals For Impulse Response Functions 4 14 36 1,216 18 35 82 3,153
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 1 1 3 3
State-dependent local projections 1 2 6 6 2 13 30 30
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 0 0 1 157
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 5 18 69 2,338
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 4 11 27 271 14 36 99 731
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 112 0 3 8 836
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 2 3 251
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 0 1 3 18
The Economic Effects of Energy Price Shocks 1 3 26 346 4 11 74 1,552
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 0 148 0 1 3 469
The Impact of the Fracking Boom on Arab Oil Producers 0 0 2 3 0 0 8 9
The Impact of the Fracking Boom on Arab Oil Producers 0 0 7 126 0 1 18 428
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 70 1 2 10 229
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 2 8 0 3 10 36
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 1 1 7 231 2 6 20 692
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 7 63 0 1 22 204
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 1 1 5 6 10
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 0 200 1 1 10 595
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 1 2 475
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 3 11 27 67 11 38 142 269
The uniform validity of impulse response inference in autoregressions 0 1 2 34 1 5 12 134
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 0 7 136 17 24 51 442
Understanding the effects of exogenous oil supply shocks 0 1 1 3 0 1 2 24
Understanding the estimation of oil demand and oil supply elasticities 2 2 5 26 3 6 19 80
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 2 5 671
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 1 0 1 5 20
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 0 6 31 402 4 19 69 1,020
What do we learn from the price of crude oil futures? 2 4 8 684 4 10 41 1,874
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 3 614 1 1 11 1,560
Total Journal Articles 38 129 653 19,682 214 637 2,577 59,682


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Vector Autoregressive Analysis 0 0 0 0 16 38 195 1,546
Structural Vector Autoregressive Analysis 0 0 0 0 12 28 124 798
Total Books 0 0 0 0 28 66 319 2,344


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative 0 0 2 336 4 8 39 1,116
Forecasting the Price of Oil 2 5 21 403 2 12 71 1,163
Oil Price Shocks, Monetary Policy and Stagflation 0 0 8 328 1 4 26 989
Structural vector autoregressions 3 7 26 302 6 16 51 598
The Econometrics of Oil Market VAR Models 1 2 11 33 1 3 40 91
Total Chapters 6 14 68 1,402 14 43 227 3,957


Statistics updated 2025-10-06