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A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
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1 |
3 |
0 |
0 |
4 |
9 |
A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
0 |
0 |
0 |
20 |
0 |
1 |
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 |
3 |
56 |
0 |
0 |
8 |
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 |
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0 |
1 |
235 |
0 |
1 |
9 |
1,079 |
A Monetary Explanation of the Great Stagflation of the 1970s |
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0 |
1 |
0 |
1 |
6 |
601 |
A Monetary Explanation of the Great Stagflation of the 1970s |
1 |
1 |
3 |
867 |
4 |
6 |
15 |
5,525 |
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
1 |
3 |
7 |
1,543 |
1 |
6 |
16 |
3,544 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
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0 |
2 |
0 |
0 |
5 |
23 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
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1 |
15 |
0 |
0 |
3 |
32 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
31 |
A broader perspective on the inflationary effects of energy price shocks |
0 |
0 |
2 |
16 |
0 |
0 |
7 |
17 |
A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
0 |
95 |
1 |
2 |
6 |
237 |
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 |
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0 |
0 |
0 |
0 |
0 |
1 |
481 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
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0 |
1 |
23 |
0 |
1 |
5 |
139 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
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0 |
0 |
47 |
0 |
1 |
4 |
144 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
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0 |
1 |
46 |
2 |
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 |
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0 |
0 |
62 |
1 |
1 |
2 |
208 |
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
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0 |
0 |
24 |
0 |
1 |
2 |
115 |
Are There Gains from Pooling Real-Time Oil Price Forecasts? |
2 |
3 |
3 |
48 |
2 |
4 |
5 |
139 |
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
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49 |
1 |
1 |
2 |
155 |
Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
88 |
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
0 |
155 |
0 |
1 |
1 |
390 |
Bagging Time Series Models |
0 |
0 |
1 |
223 |
0 |
1 |
8 |
662 |
Bagging Time Series Models |
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0 |
2 |
227 |
0 |
1 |
7 |
851 |
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
303 |
0 |
0 |
3 |
1,167 |
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 Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
424 |
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 |
4 |
703 |
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
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0 |
0 |
29 |
0 |
0 |
2 |
21 |
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ |
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0 |
0 |
3 |
0 |
0 |
1 |
13 |
Container Trade and the U.S. Recovery |
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0 |
0 |
22 |
0 |
0 |
2 |
35 |
Container Trade and the U.S. Recovery |
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0 |
0 |
13 |
1 |
1 |
3 |
29 |
Container Trade and the U.S. Recovery |
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0 |
0 |
1 |
0 |
0 |
0 |
23 |
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? |
0 |
0 |
6 |
304 |
0 |
1 |
13 |
830 |
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
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 |
0 |
1 |
59 |
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 |
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0 |
1 |
85 |
0 |
2 |
8 |
307 |
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
110 |
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
211 |
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 |
0 |
48 |
0 |
0 |
0 |
153 |
Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
1 |
86 |
2 |
4 |
8 |
185 |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
0 |
121 |
0 |
0 |
4 |
239 |
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
0 |
941 |
0 |
0 |
11 |
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 |
0 |
0 |
1 |
267 |
0 |
3 |
6 |
759 |
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 |
1 |
2 |
4 |
182 |
1 |
4 |
7 |
608 |
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 |
0 |
0 |
3 |
53 |
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 |
0 |
0 |
2 |
30 |
Does the Fed Respond to Oil Price Shocks? |
0 |
0 |
1 |
172 |
1 |
5 |
13 |
557 |
Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
33 |
Estimating Macroeconomic News and Surprise Shocks |
0 |
0 |
1 |
38 |
0 |
0 |
5 |
24 |
Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
3 |
181 |
0 |
0 |
12 |
519 |
Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
2 |
120 |
0 |
2 |
9 |
452 |
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 |
1 |
5 |
666 |
2 |
2 |
11 |
1,722 |
Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
60 |
Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
109 |
Facts and Fiction in Oil Market Modeling |
0 |
0 |
1 |
30 |
0 |
1 |
3 |
71 |
Facts and fiction in oil market modeling |
0 |
0 |
2 |
74 |
0 |
0 |
4 |
37 |
Forecasting the Price of Oil |
1 |
1 |
9 |
259 |
3 |
4 |
21 |
563 |
Forecasting the Price of Oil |
1 |
2 |
2 |
352 |
2 |
3 |
25 |
752 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
74 |
1 |
2 |
3 |
173 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
163 |
3 |
3 |
5 |
349 |
Forecasting the price of oil |
0 |
0 |
2 |
288 |
1 |
3 |
8 |
691 |
Forecasting the real price of oil in a changing world: A forecast combination approach |
1 |
1 |
1 |
138 |
1 |
1 |
3 |
351 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
0 |
209 |
0 |
1 |
4 |
298 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
1 |
3 |
10 |
112 |
7 |
19 |
41 |
380 |
Forty years of oil price fluctuations: Why the price of oil may still surprise us |
0 |
1 |
2 |
116 |
0 |
1 |
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 |
0 |
0 |
1 |
230 |
Geopolitical Oil Price Risk and Economic Fluctuations |
0 |
1 |
7 |
7 |
2 |
6 |
31 |
31 |
Geopolitical Oil Price Risk and Economic Fluctuations |
0 |
2 |
3 |
3 |
1 |
5 |
8 |
8 |
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 |
0 |
27 |
1 |
2 |
6 |
32 |
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 |
23 |
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 |
1 |
9 |
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 |
2 |
6 |
358 |
2 |
4 |
11 |
1,120 |
How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
82 |
How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
2 |
162 |
0 |
0 |
4 |
381 |
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
2 |
22 |
0 |
2 |
13 |
26 |
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
88 |
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions |
0 |
26 |
26 |
26 |
1 |
18 |
18 |
18 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
67 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
1 |
60 |
1 |
1 |
7 |
98 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
45 |
1 |
1 |
5 |
158 |
Impulse response matching estimators for DSGE models |
1 |
1 |
2 |
33 |
1 |
3 |
4 |
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 |
0 |
1 |
6 |
6,795 |
In-sample or out-of-sample tests of predictability: which one should we use? |
1 |
1 |
1 |
1,157 |
3 |
3 |
8 |
3,869 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
2 |
46 |
1 |
1 |
10 |
135 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
162 |
0 |
0 |
3 |
377 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
251 |
0 |
2 |
4 |
483 |
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 |
0 |
0 |
36 |
0 |
0 |
0 |
107 |
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 |
45 |
1 |
1 |
4 |
106 |
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
87 |
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 |
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 |
20 |
0 |
0 |
1 |
57 |
Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
101 |
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 |
4 |
153 |
Lower Oil Prices and the U.S. Economy: Is this Time Different? |
0 |
0 |
2 |
95 |
1 |
1 |
12 |
231 |
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
3 |
92 |
1 |
1 |
12 |
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 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
1 |
28 |
0 |
1 |
8 |
132 |
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
1 |
2 |
57 |
1 |
9 |
15 |
319 |
Measuring Predictability: Theory And Macroeconomic Applications |
0 |
1 |
1 |
127 |
0 |
1 |
3 |
568 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
0 |
1 |
1 |
1,175 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
377 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
632 |
Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
166 |
0 |
8 |
8 |
745 |
Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
0 |
57 |
1 |
1 |
4 |
156 |
Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
1 |
59 |
0 |
0 |
3 |
127 |
Monetary policy responses to oil price fluctuations |
0 |
0 |
2 |
348 |
1 |
1 |
8 |
747 |
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 |
1 |
6 |
408 |
Nonparametric Local Projections |
0 |
1 |
33 |
33 |
2 |
6 |
24 |
24 |
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
1 |
4 |
21 |
1,024 |
12 |
28 |
74 |
2,764 |
Oil Price Shocks and Inflation |
0 |
0 |
4 |
4 |
0 |
0 |
6 |
6 |
Oil Price Shocks and Inflation |
0 |
1 |
6 |
32 |
1 |
8 |
27 |
60 |
Oil Price Shocks, Monetary Policy and Stagflation |
0 |
1 |
4 |
337 |
1 |
3 |
7 |
1,148 |
Oil Price Shocks: Causes and Consequences |
1 |
3 |
8 |
580 |
4 |
7 |
23 |
1,373 |
Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
0 |
215 |
0 |
0 |
3 |
1,810 |
Oil Prices, Exchange Rates and Interest Rates |
1 |
2 |
4 |
208 |
2 |
6 |
30 |
914 |
Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
1 |
28 |
1 |
2 |
4 |
89 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
29 |
4 |
6 |
10 |
92 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
35 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
42 |
Oil Shocks and External Balances |
1 |
1 |
1 |
215 |
1 |
1 |
4 |
663 |
Oil Shocks and External Balances |
0 |
1 |
1 |
227 |
0 |
1 |
2 |
635 |
Oil and the Macroeconomy Since the 1970s |
0 |
0 |
0 |
458 |
0 |
1 |
3 |
1,048 |
Oil and the Macroeconomy Since the 1970s |
0 |
0 |
2 |
932 |
0 |
0 |
5 |
2,145 |
Oil price volatility: Origins and effects |
1 |
1 |
7 |
224 |
4 |
7 |
27 |
735 |
Oil prices, exchange rates and interest rates |
1 |
2 |
4 |
30 |
1 |
3 |
11 |
54 |
Oil prices, exchange rates, and interest rates |
0 |
0 |
1 |
53 |
1 |
2 |
5 |
143 |
Oil prices, gasoline prices and inflation expectations: A new model and new facts |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
34 |
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
4 |
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 |
0 |
42 |
1 |
1 |
2 |
188 |
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
1 |
232 |
0 |
2 |
4 |
496 |
Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
0 |
209 |
0 |
0 |
1 |
473 |
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
386 |
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 |
4 |
0 |
0 |
0 |
852 |
Quantifying the Risk of Deflation |
0 |
0 |
1 |
29 |
0 |
0 |
4 |
103 |
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
0 |
0 |
1 |
166 |
0 |
1 |
6 |
430 |
Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
0 |
0 |
278 |
0 |
0 |
2 |
987 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
1 |
104 |
0 |
1 |
2 |
305 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
1 |
2 |
4 |
131 |
2 |
5 |
16 |
288 |
Real-Time Forecasts of the Real Price of Oil |
2 |
4 |
14 |
178 |
4 |
10 |
39 |
457 |
Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
2 |
123 |
1 |
1 |
6 |
256 |
Recent Developments in Bootstrapping Time Series |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
55 |
Recent developments in bootstrapping time series |
1 |
1 |
2 |
1,466 |
2 |
3 |
5 |
3,244 |
Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
1,268 |
Retail Energy Prices and Consumer Expenditures |
0 |
0 |
2 |
348 |
0 |
3 |
11 |
1,090 |
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 |
1 |
5 |
87 |
1 |
3 |
10 |
39 |
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
0 |
1 |
54 |
1 |
1 |
7 |
203 |
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 |
1 |
7 |
25 |
950 |
3 |
19 |
58 |
1,788 |
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 |
1 |
2 |
600 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
1 |
1 |
124 |
0 |
1 |
4 |
399 |
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
0 |
1 |
2 |
476 |
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
The Econometrics of Oil Market VAR Models |
0 |
0 |
3 |
90 |
0 |
0 |
7 |
125 |
The Econometrics of Oil Market VAR Models |
1 |
2 |
5 |
60 |
1 |
4 |
16 |
215 |
The Econometrics of Oil Market VAR Models |
1 |
1 |
3 |
37 |
2 |
4 |
9 |
73 |
The Economic Effects of Energy Price Shocks |
0 |
2 |
10 |
819 |
3 |
6 |
27 |
2,233 |
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
1 |
2 |
4 |
570 |
2 |
5 |
9 |
1,688 |
The Impact of Oil Price Shocks on the U.S. Stock Market |
3 |
6 |
16 |
1,457 |
9 |
21 |
78 |
4,272 |
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 |
1 |
13 |
0 |
0 |
4 |
32 |
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
70 |
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
0 |
2 |
19 |
2 |
5 |
18 |
25 |
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
2 |
3 |
3 |
0 |
3 |
5 |
5 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
67 |
0 |
1 |
4 |
160 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
131 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
4 |
88 |
0 |
1 |
5 |
106 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
76 |
1 |
1 |
8 |
176 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
3 |
121 |
0 |
2 |
20 |
406 |
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 Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
1 |
1 |
32 |
1 |
2 |
4 |
52 |
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 |
0 |
0 |
0 |
539 |
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
1 |
7 |
13 |
554 |
3 |
14 |
49 |
1,685 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
121 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
2 |
104 |
1 |
4 |
10 |
243 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
96 |
The Role of Speculation in Oil Markets: What Have We Learned So Far? |
1 |
1 |
1 |
376 |
3 |
4 |
10 |
1,016 |
The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
2 |
64 |
0 |
0 |
5 |
93 |
The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
2 |
7 |
0 |
0 |
6 |
38 |
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 |
2 |
9 |
724 |
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 |
0 |
0 |
1 |
18 |
0 |
1 |
5 |
33 |
The impact of the shale oil revolution on U.S. oil and gasoline prices |
1 |
2 |
4 |
101 |
1 |
2 |
4 |
208 |
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
1 |
1 |
42 |
0 |
1 |
3 |
36 |
The role of oil price shocks in causing U.S. recessions |
0 |
0 |
0 |
146 |
0 |
1 |
2 |
336 |
The role of the prior in estimating VAR models with sign restrictions |
0 |
0 |
3 |
20 |
0 |
2 |
11 |
46 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
67 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
1 |
27 |
0 |
0 |
4 |
65 |
Time Series Analysis |
0 |
2 |
2 |
144 |
1 |
4 |
8 |
388 |
Time Series Analysis |
0 |
1 |
2 |
1,105 |
0 |
2 |
10 |
1,787 |
Understanding the Decline in the Price of Oil since June 2014 |
1 |
2 |
10 |
135 |
1 |
5 |
23 |
324 |
Understanding the Decline in the Price of Oil since June 2014 |
1 |
1 |
6 |
234 |
1 |
6 |
28 |
482 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
28 |
1 |
1 |
4 |
61 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
3 |
63 |
0 |
0 |
6 |
85 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
40 |
Understanding the decline in the price of oil since June 2014 |
0 |
1 |
3 |
316 |
1 |
3 |
5 |
555 |
Understanding the estimation of oil demand and oil supply elasticities |
0 |
1 |
2 |
14 |
0 |
2 |
4 |
43 |
Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
409 |
0 |
1 |
2 |
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 |
1 |
3 |
12 |
416 |
What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
1 |
3 |
110 |
0 |
1 |
4 |
191 |
What Do We Learn from the Price of Crude Oil Futures? |
0 |
3 |
5 |
572 |
1 |
9 |
18 |
1,853 |
When Do State-Dependent Local Projections Work? |
0 |
1 |
2 |
72 |
0 |
1 |
4 |
61 |
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 |
0 |
3 |
63 |
63 |
When do state-dependent local projections work? |
0 |
0 |
2 |
5 |
0 |
0 |
9 |
29 |
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
0 |
1 |
7 |
304 |
1 |
4 |
14 |
856 |
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 |
2 |
439 |
1 |
1 |
5 |
1,746 |
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
615 |
0 |
2 |
6 |
1,641 |
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 |
6 |
1,714 |
Total Working Papers |
35 |
132 |
496 |
40,799 |
148 |
469 |
1,817 |
132,313 |
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 |
11 |
419 |
2 |
2 |
25 |
979 |
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
3 |
8 |
23 |
1,302 |
10 |
26 |
94 |
3,445 |
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 |
2 |
3 |
7 |
16 |
2 |
9 |
30 |
49 |
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 |
1 |
2 |
3 |
1 |
2 |
7 |
18 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
1 |
1 |
2 |
23 |
2 |
3 |
12 |
114 |
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
0 |
1 |
3 |
153 |
0 |
3 |
16 |
399 |
Are there gains from pooling real-time oil price forecasts? |
0 |
4 |
11 |
54 |
1 |
10 |
20 |
151 |
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
0 |
5 |
63 |
1 |
1 |
9 |
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 |
0 |
0 |
2 |
377 |
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
4 |
14 |
525 |
2 |
9 |
34 |
1,185 |
Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
40 |
Comment |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
63 |
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 |
1 |
5 |
101 |
0 |
2 |
9 |
283 |
Container Trade and the U.S. Recovery |
0 |
0 |
0 |
4 |
2 |
4 |
10 |
32 |
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
1 |
79 |
0 |
2 |
6 |
290 |
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
1 |
1 |
23 |
366 |
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
1 |
2 |
9 |
0 |
3 |
6 |
32 |
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
0 |
2 |
5 |
345 |
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
1 |
3 |
275 |
1 |
8 |
24 |
771 |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
1 |
2 |
136 |
0 |
3 |
8 |
365 |
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
1 |
1 |
3 |
65 |
1 |
3 |
10 |
283 |
Do oil price increases cause higher food prices? |
0 |
1 |
5 |
114 |
1 |
2 |
19 |
404 |
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
1 |
1 |
2 |
8 |
2 |
2 |
3 |
41 |
Does the Fed Respond to Oil Price Shocks? |
2 |
6 |
19 |
201 |
8 |
24 |
50 |
524 |
Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
447 |
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
0 |
0 |
0 |
514 |
0 |
1 |
5 |
1,154 |
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
4 |
11 |
36 |
1,003 |
9 |
24 |
86 |
2,173 |
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 |
1 |
2 |
7 |
7 |
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
2 |
12 |
119 |
0 |
5 |
21 |
495 |
Facts and fiction in oil market modeling |
0 |
1 |
1 |
15 |
0 |
2 |
6 |
41 |
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
0 |
1 |
4 |
295 |
0 |
2 |
7 |
1,023 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
1 |
5 |
5 |
33 |
2 |
12 |
14 |
134 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
3 |
111 |
0 |
1 |
8 |
341 |
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 |
2 |
3 |
69 |
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
2 |
3 |
12 |
13 |
4 |
10 |
52 |
55 |
How Reliable Are Local Projection Estimators of Impulse Responses? |
2 |
6 |
20 |
281 |
4 |
13 |
40 |
689 |
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
1 |
1 |
5 |
111 |
2 |
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 |
7 |
21 |
594 |
4 |
22 |
72 |
1,480 |
How to construct monthly VAR proxies based on daily surprises in futures markets |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
454 |
Impulse response analysis for structural dynamic models with nonlinear regressors |
0 |
2 |
8 |
33 |
1 |
4 |
19 |
78 |
Impulse response matching estimators for DSGE models |
0 |
0 |
1 |
35 |
1 |
1 |
4 |
147 |
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
1 |
443 |
0 |
3 |
14 |
1,426 |
Inference on impulse response functions in structural VAR models |
1 |
1 |
10 |
431 |
1 |
4 |
30 |
1,199 |
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
1 |
36 |
1 |
2 |
7 |
105 |
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
1 |
1 |
1 |
39 |
1 |
1 |
1 |
131 |
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 |
4 |
25 |
Joint confidence sets for structural impulse responses |
0 |
0 |
2 |
38 |
0 |
0 |
6 |
161 |
Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
3 |
41 |
2 |
4 |
14 |
165 |
Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
0 |
2 |
48 |
1 |
2 |
10 |
157 |
Measuring predictability: theory and macroeconomic applications |
0 |
0 |
1 |
222 |
0 |
2 |
4 |
836 |
Modeling fluctuations in the global demand for commodities |
2 |
4 |
13 |
109 |
5 |
12 |
42 |
397 |
Monetary Policy Responses to Oil Price Fluctuations |
1 |
1 |
11 |
229 |
5 |
10 |
39 |
563 |
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 |
3 |
137 |
1 |
2 |
16 |
341 |
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
8 |
33 |
97 |
1,823 |
26 |
83 |
280 |
4,965 |
Oil Price Shocks: Causes and Consequences |
5 |
13 |
41 |
317 |
9 |
30 |
97 |
813 |
Oil and the Macroeconomy Since the 1970s |
0 |
0 |
9 |
737 |
3 |
5 |
42 |
2,104 |
Oil prices, exchange rates and interest rates |
1 |
3 |
14 |
45 |
12 |
20 |
54 |
154 |
Oil prices, gasoline prices, and inflation expectations |
2 |
6 |
13 |
41 |
6 |
10 |
24 |
92 |
Oil shocks and external balances |
0 |
0 |
7 |
289 |
2 |
6 |
23 |
878 |
On the selection of forecasting models |
2 |
2 |
5 |
269 |
2 |
2 |
8 |
567 |
Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
0 |
9 |
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 |
3 |
3 |
9 |
310 |
9 |
15 |
51 |
879 |
Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
188 |
0 |
1 |
4 |
737 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
3 |
4 |
19 |
179 |
6 |
22 |
54 |
427 |
Real-Time Forecasts of the Real Price of Oil |
0 |
1 |
3 |
129 |
1 |
3 |
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 |
0 |
0 |
67 |
534 |
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
988 |
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
0 |
1 |
5 |
101 |
2 |
5 |
14 |
426 |
Small-Sample Confidence Intervals For Impulse Response Functions |
4 |
9 |
29 |
1,199 |
7 |
20 |
69 |
3,113 |
Special Issue "Energy Challenges in an Uncertain World" Editorial |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
State-dependent local projections |
2 |
3 |
3 |
3 |
4 |
7 |
13 |
13 |
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 |
3 |
12 |
67 |
2,316 |
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
4 |
8 |
18 |
258 |
10 |
22 |
72 |
686 |
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
0 |
112 |
0 |
2 |
8 |
833 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
17 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
249 |
The Economic Effects of Energy Price Shocks |
1 |
6 |
38 |
342 |
6 |
20 |
88 |
1,536 |
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices |
0 |
0 |
2 |
148 |
0 |
1 |
4 |
468 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
3 |
3 |
0 |
2 |
6 |
6 |
The Impact of the Fracking Boom on Arab Oil Producers |
1 |
2 |
9 |
125 |
3 |
5 |
19 |
425 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
70 |
1 |
4 |
9 |
227 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
2 |
7 |
0 |
2 |
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 |
1 |
4 |
10 |
228 |
2 |
7 |
24 |
683 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
4 |
7 |
62 |
0 |
7 |
21 |
200 |
The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
0 |
200 |
4 |
5 |
12 |
593 |
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 |
7 |
21 |
54 |
18 |
47 |
115 |
218 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
2 |
33 |
0 |
0 |
7 |
127 |
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 |
1 |
2 |
11 |
136 |
3 |
12 |
36 |
414 |
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 |
0 |
5 |
12 |
72 |
Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
668 |
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
19 |
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
2 |
8 |
30 |
393 |
6 |
15 |
76 |
996 |
What do we learn from the price of crude oil futures? |
0 |
3 |
8 |
680 |
6 |
15 |
41 |
1,862 |
Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
4 |
614 |
1 |
2 |
14 |
1,558 |
Total Journal Articles |
68 |
204 |
738 |
19,501 |
239 |
699 |
2,495 |
58,833 |