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 3 9
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 0 20 1 1 4 27
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 0 28 0 0 1 118
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 1 38 0 0 3 99
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 2 56 0 0 5 174
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 0 6 601
A Monetary Explanation of the Great Stagflation of the 1970s 0 1 1 867 0 5 12 5,526
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 2 3 8 1,545 4 5 19 3,548
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 0 4 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 1 1 3 17 1 3 10 20
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 0 2 6 238
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 0 1 481
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 46 1 3 7 174
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 0 0 5 139
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 1 37 1 1 2 155
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 62 2 3 4 210
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 2 3 48 0 2 5 139
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 5 7 8 161
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 1 1 2 224 2 2 9 664
Bagging Time Series Models 1 1 2 228 1 1 6 852
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 1 1 1 425
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 304 1 1 3 1,168
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 1 2 320
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 0 1,245
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 1 223 0 0 3 703
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 1 1 3 22
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 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 22 0 0 2 35
Container trade and the U.S. recovery 0 0 0 29 1 1 4 23
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 1 6 305 1 2 12 832
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 23 1 1 3 50
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 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 0 1 2 86 0 2 9 309
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 1 110
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 66 0 0 1 211
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 1 1 2 214 1 1 4 654
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 86 2 4 9 187
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 0 1 1 122 0 1 4 240
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 2 2 11 2,637
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 1 2 268 1 2 8 761
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 2 281
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 3 182 0 2 7 609
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 1 1 3 43
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 1 2 54
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 1 1 2 92
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 0 1 3 31
Does the Fed Respond to Oil Price Shocks? 0 1 1 173 1 3 13 559
Energy Challenges in an Uncertain World 0 0 0 0 0 0 1 33
Estimating Macroeconomic News and Surprise Shocks 0 1 2 39 1 3 6 27
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 181 2 2 12 521
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 120 0 0 8 452
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? 0 2 6 667 2 6 13 1,726
Facts and Fiction in Oil Market Modeling 0 1 1 32 1 3 3 62
Facts and Fiction in Oil Market Modeling 0 0 0 34 0 0 2 109
Facts and Fiction in Oil Market Modeling 0 0 1 30 1 1 4 72
Facts and fiction in oil market modeling 0 0 1 74 2 2 4 39
Forecasting the Price of Oil 0 1 2 352 1 4 24 754
Forecasting the Price of Oil 0 2 8 260 1 5 21 565
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 0 3 5 349
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 74 1 2 4 174
Forecasting the price of oil 1 1 1 289 2 3 8 693
Forecasting the real price of oil in a changing world: A forecast combination approach 0 1 1 138 1 2 4 352
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 1 1 5 299
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 3 12 114 6 16 49 389
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 2 116 1 1 8 173
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 2 3 232
Geopolitical Oil Price Risk and Economic Fluctuations 1 2 5 5 2 4 11 11
Geopolitical Oil Price Risk and Economic Fluctuations 0 0 3 7 0 3 21 32
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 0 2 3 0 0 10 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 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 2 18 2 4 12 26
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 6 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 1 1 5 359 2 4 10 1,122
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 1 1 37 0 1 4 83
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 162 0 0 2 381
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 1 22 1 1 11 27
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 1 2 4 4
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 1 1 3 89
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions 0 1 27 27 0 2 19 19
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 0 1 4 98
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 1 4 158
Impulse response matching estimators for DSGE models 0 1 1 33 0 1 3 67
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 1 2 7 6,797
In-sample or out-of-sample tests of predictability: which one should we use? 0 1 1 1,157 0 4 8 3,870
Inference on Impulse Response Functions in Structural VAR Models 0 1 1 252 1 2 4 485
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 0 1 9 135
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 1 2 4 379
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 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 13 0 0 1 67
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 0 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 3 152
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 0 1 2 101
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 0 2 1 1 4 8
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 0 77 2 2 5 155
Lower Oil Prices and the U.S. Economy: Is this Time Different? 1 2 4 97 1 3 12 233
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 1 4 2 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 0 0 2 92 0 1 10 37
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 1 1 1 0 1 1 3
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 0 28 0 1 6 133
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 2 57 0 1 13 319
Measuring Predictability: Theory And Macroeconomic Applications 0 0 1 127 0 0 3 568
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 0 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 0 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 2 4 129
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 16 0 0 0 6
Monetary policy responses to oil price fluctuations 1 1 3 349 2 5 10 751
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 2 4 26 26
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 2 21 1,025 2 14 68 2,766
Oil Price Shocks and Inflation 0 0 5 32 0 5 28 64
Oil Price Shocks and Inflation 0 0 4 4 0 0 6 6
Oil Price Shocks, Monetary Policy and Stagflation 0 0 4 337 2 3 9 1,150
Oil Price Shocks: Causes and Consequences 0 2 9 581 0 7 25 1,376
Oil Prices, Exchange Rates and Interest Rates 1 2 5 209 1 3 27 915
Oil Prices, Exchange Rates and Interest Rates 0 0 0 215 1 1 4 1,811
Oil Prices, Exchange Rates and Interest Rates 0 1 2 29 0 2 5 90
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 1 1 16 0 1 2 36
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 0 0 5 42
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 29 2 10 16 98
Oil Shocks and External Balances 0 1 1 215 0 1 3 663
Oil Shocks and External Balances 0 0 1 227 0 0 2 635
Oil and the Macroeconomy Since the 1970s 0 0 0 932 2 3 4 2,148
Oil and the Macroeconomy Since the 1970s 0 0 0 458 0 0 2 1,048
Oil price volatility: Origins and effects 0 2 5 225 5 15 29 746
Oil prices, exchange rates and interest rates 1 2 4 31 1 3 12 56
Oil prices, exchange rates, and interest rates 1 1 2 54 1 4 8 146
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 0 0 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 0 334 0 0 0 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 0 42 0 2 3 189
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 0 0 4 496
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 1 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 1 1 2 387
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 124 1 1 3 610
Quantifying the Risk of Deflation 0 0 1 29 0 0 2 103
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 1 166 0 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 0 3 5 133 0 4 17 290
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 2 5 15 181 5 11 40 464
Real-Time Forecasts of the Real Price of Oil 0 0 2 123 1 2 7 257
Recent Developments in Bootstrapping Time Series 0 0 1 20 0 0 2 55
Recent developments in bootstrapping time series 0 1 2 1,466 1 3 5 3,245
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 0 4 1,268
Retail Energy Prices and Consumer Expenditures 0 1 3 349 0 1 8 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 0 2 4 88 1 3 10 41
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 1 2 55 0 2 7 204
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 2 6 28 955 2 9 56 1,794
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 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 2 11 11 11 2 9 9 9
The Econometrics of Oil Market VAR Models 0 0 3 90 1 1 8 126
The Econometrics of Oil Market VAR Models 0 1 2 37 2 5 11 76
The Econometrics of Oil Market VAR Models 1 2 6 61 3 5 19 219
The Economic Effects of Energy Price Shocks 0 0 8 819 1 6 24 2,236
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 1 4 570 0 3 10 1,689
The Impact of Oil Price Shocks on the U.S. Stock Market 3 10 20 1,464 9 25 88 4,288
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 0 1 3 71
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 2 14 0 2 6 34
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 2 19 0 2 13 25
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 Fracking Boom on Arab Oil Producers 0 1 5 89 0 1 6 107
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 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 0 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 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 0 1 4 52
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 1 1 2 104
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 0 0 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 0 1 1 540
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 0 1 13 554 6 18 53 1,700
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 1 4 122
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 2 104 0 2 10 244
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 1 1 376 0 3 8 1,016
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 0 2 7 40
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 2 93
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 0 9 724
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 0 18 0 1 5 34
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 1 4 101 1 2 5 209
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 1 42 1 2 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 3 20 0 1 11 47
The uniform validity of impulse response inference in autoregressions 0 1 2 28 0 2 6 67
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 1 67
Time Series Analysis 0 0 2 1,105 1 1 10 1,788
Time Series Analysis 0 0 2 144 0 1 8 388
Understanding the Decline in the Price of Oil since June 2014 0 3 7 137 2 6 20 329
Understanding the Decline in the Price of Oil since June 2014 0 1 6 234 0 1 26 482
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 2 63 0 3 8 88
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 2 4 42
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 28 0 2 4 62
Understanding the decline in the price of oil since June 2014 0 0 3 316 0 4 8 558
Understanding the estimation of oil demand and oil supply elasticities 0 0 2 14 1 1 5 44
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 0 5 572 2 4 19 1,856
When Do State-Dependent Local Projections Work? 0 0 1 72 0 1 3 62
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 1 1 9 24 1 2 28 65
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 1 1 5 5
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 0 1 6 305 0 3 11 858
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 0 2 5 1,747
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 615 1 2 8 1,643
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 0 575 1 1 19 1,333
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 0 0 4 1,714
Total Working Papers 27 111 485 40,891 146 435 1,812 132,606


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 2 9 421 0 5 20 982
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 2 9 25 1,308 8 29 96 3,464
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 0 0 0 1 3
A broader perspective on the inflationary effects of energy price shocks 0 2 6 16 3 9 33 56
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 16 0 0 2 57
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 1 3 0 1 5 18
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 1 1 23 0 3 10 115
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 2 153 0 0 13 399
Are there gains from pooling real-time oil price forecasts? 0 0 9 54 0 1 18 151
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 3 63 0 1 7 154
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 1 3 378
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 3 14 528 1 9 31 1,192
Comment 0 0 0 8 0 0 0 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 3 102 0 1 5 284
Container Trade and the U.S. Recovery 0 0 0 4 0 3 9 33
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 1 79 1 1 7 291
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 1 7 27 372
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 2 9 0 0 6 32
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 2 2 7 347
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 3 275 0 3 26 773
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 2 2 4 138 2 3 11 368
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 3 65 1 2 11 284
Do oil price increases cause higher food prices? 0 0 3 114 0 2 13 405
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 1 2 8 1 3 4 42
Does the Fed Respond to Oil Price Shocks? 2 5 17 204 2 13 48 529
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 2 4 17 451
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? 4 10 30 1,009 7 26 84 2,190
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 4 10 10
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 8 119 2 2 18 497
Facts and fiction in oil market modeling 0 0 1 15 0 0 5 41
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 0 3 295 0 2 8 1,025
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 1 5 33 2 5 16 137
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 3 111 4 6 14 347
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 2 4 12 15 8 19 63 70
How Reliable Are Local Projection Estimators of Impulse Responses? 0 3 16 282 2 9 36 694
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 1 5 111 0 2 13 251
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 5 118 1 1 8 295
How sensitive are consumer expenditures to retail energy prices? 0 2 20 595 4 11 65 1,487
How to construct monthly VAR proxies based on daily surprises in futures markets 0 1 1 1 0 3 6 6
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 1 6 454
Impulse response analysis for structural dynamic models with nonlinear regressors 2 2 8 35 6 7 20 84
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 0 0 0 35 2 4 6 150
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 0 1 11 1,427
Inference on impulse response functions in structural VAR models 1 3 7 433 10 12 32 1,210
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 36 2 3 9 107
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 1 1 39 0 2 2 132
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 0 1 1 2 2
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 3 161
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 2 41 3 6 17 169
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 1 1 1 1 2 7 7 7
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 0 2 48 2 3 10 159
Measuring predictability: theory and macroeconomic applications 0 0 1 222 0 0 3 836
Modeling fluctuations in the global demand for commodities 1 5 12 112 7 19 45 411
Monetary Policy Responses to Oil Price Fluctuations 1 3 13 231 1 9 38 567
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 1 137 1 2 10 342
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 18 97 1,833 10 57 283 4,996
Oil Price Shocks: Causes and Consequences 0 7 39 319 2 19 93 823
Oil and the Macroeconomy Since the 1970s 1 1 8 738 2 6 31 2,107
Oil prices, exchange rates and interest rates 1 3 15 47 6 23 58 165
Oil prices, gasoline prices, and inflation expectations 2 4 13 43 4 10 25 96
Oil shocks and external balances 1 2 6 291 3 6 22 882
On the selection of forecasting models 0 2 3 269 1 4 7 569
Quantifying the Risk of Deflation 0 0 0 84 0 0 7 275
Quantifying the Risk of Deflation 0 0 0 8 0 0 1 23
Quantifying the speculative component in the real price of oil: The role of global oil inventories 0 3 6 310 2 12 42 882
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 0 0 3 737
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 2 8 19 184 3 16 55 437
Real-Time Forecasts of the Real Price of Oil 0 0 3 129 0 1 9 332
Recent Evolutions of Oil and Commodity Prices 0 0 1 78 0 0 1 153
Recent developments in bootstrapping time series 0 0 3 240 7 11 68 545
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 0 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 11 426
Small-Sample Confidence Intervals For Impulse Response Functions 5 12 30 1,207 6 18 62 3,124
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 0 2 2 2
State-dependent local projections 1 4 5 5 5 13 22 22
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 8 15 69 2,328
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 3 9 22 263 13 32 85 708
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 112 2 2 9 835
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 0 1 249
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 1 1 3 18
The Economic Effects of Energy Price Shocks 1 3 30 344 2 13 79 1,543
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 0 2 10 126 1 6 21 428
The Impact of the Fracking Boom on Arab Oil Producers 0 0 2 3 0 3 8 9
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 70 0 1 9 227
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 7 2 2 10 35
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 0 3 9 230 2 7 22 688
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 7 63 1 4 22 204
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 1 0 0 3 5
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 0 200 0 5 10 594
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 3 7 24 59 11 42 132 242
The uniform validity of impulse response inference in autoregressions 0 0 2 33 2 4 11 131
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 1 8 136 4 11 36 422
Understanding the effects of exogenous oil supply shocks 1 1 1 3 1 1 2 24
Understanding the estimation of oil demand and oil supply elasticities 0 0 3 24 0 2 13 74
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 1 2 4 670
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 1 1 2 5 20
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 2 7 29 398 8 19 70 1,009
What do we learn from the price of crude oil futures? 2 2 7 682 4 12 44 1,868
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 3 614 0 2 12 1,559
Total Journal Articles 44 164 683 19,597 207 658 2,500 59,252


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 6 22 122 776
Structural Vector Autoregressive Analysis 0 0 0 0 10 47 192 1,518
Total Books 0 0 0 0 16 69 314 2,294


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 2 3 336 1 9 40 1,109
Forecasting the Price of Oil 2 10 23 400 7 26 85 1,158
Oil Price Shocks, Monetary Policy and Stagflation 0 2 8 328 1 5 26 986
Structural vector autoregressions 0 8 21 295 1 14 44 583
The Econometrics of Oil Market VAR Models 1 3 14 32 2 5 44 90
Total Chapters 3 25 69 1,391 12 59 239 3,926


Statistics updated 2025-08-05