Access Statistics for Lutz Kilian

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 19 19 1 4 21 21
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 1 1 1 0 1 1 1
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 0 0 546
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 2 27 0 0 5 115
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 1 5 52 3 5 13 163
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 3 36 0 0 4 92
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 0 233 0 1 5 1,069
A Monetary Explanation of the Great Stagflation of the 1970s 0 1 2 864 1 3 9 5,507
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 0 1 4 594
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 1 1 4 1,530 1 2 17 3,509
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 1 1 1 14 1 2 2 29
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 2 9 0 0 2 30
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 1 1 18
A broader perspective on the inflationary effects of energy price shocks 0 0 13 13 0 0 8 8
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 1 95 0 0 5 231
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 1 2 19
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 0 480
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 47 0 1 4 140
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 1 2 2 45 1 4 12 165
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 22 0 1 1 134
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 0 36 0 2 3 153
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 1 2 2 62 1 3 3 204
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 1 24 0 2 4 113
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 1 1 44 0 1 4 133
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 0 1 2 153
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 1 29 0 0 1 84
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 0 0 389
Bagging Time Series Models 0 2 6 220 2 6 19 646
Bagging Time Series Models 2 3 5 225 5 14 21 840
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 1 315
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 2 320 1 4 11 1,238
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 2 2 11 1,162
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 139 0 1 1 422
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 0 0 560
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 222 0 1 2 699
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 0 0 1 18
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 1 1 3 0 1 3 12
Container Trade and the U.S. Recovery 0 0 0 13 1 1 1 25
Container Trade and the U.S. Recovery 0 0 0 1 1 1 2 23
Container Trade and the U.S. Recovery 0 0 1 22 1 1 7 32
Container trade and the U.S. recovery 0 0 0 29 1 1 2 16
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 0 865
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 0 2 295 1 1 8 810
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 1 23 0 0 2 47
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 11 1 1 1 52
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 1 25 0 0 2 41
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 0 5 58
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 0 33
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 0 0 347
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 1 81 0 0 1 292
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 64 0 0 3 207
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 0 105
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 1 8 207 0 3 16 640
Do Oil Price Increases Cause Higher Food Prices? 0 0 2 47 1 2 9 150
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 84 0 0 7 171
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 121 0 0 1 234
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 1 2 941 0 2 26 2,617
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 117 0 2 4 642
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 2 265 0 0 4 750
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 99 0 0 0 250
Do oil price increases cause higher food prices? 0 1 2 140 0 2 8 275
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 1 177 0 1 3 600
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 0 1 49
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 0 1 88
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 0 1 40
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 1 7 0 0 2 26
Does the Fed Respond to Oil Price Shocks? 0 2 5 168 1 6 14 539
Energy Challenges in an Uncertain World 0 0 0 0 0 1 4 32
Estimating Macroeconomic News and Surprise Shocks 0 1 37 37 1 3 16 16
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 1 1 117 0 3 9 440
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 1 6 178 2 4 20 497
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 0 0 2 213
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 0 0 3 658 1 2 9 1,701
Facts and Fiction in Oil Market Modeling 0 0 1 34 0 0 5 107
Facts and Fiction in Oil Market Modeling 0 0 0 31 1 1 1 58
Facts and Fiction in Oil Market Modeling 0 0 1 29 0 0 1 66
Facts and fiction in oil market modeling 0 0 1 71 1 1 4 30
Forecasting the Price of Oil 0 0 4 347 1 5 22 723
Forecasting the Price of Oil 0 1 7 247 1 4 19 536
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 72 0 2 3 163
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 1 163 1 4 9 337
Forecasting the price of oil 0 1 2 286 2 9 17 672
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 2 137 0 2 6 347
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 1 5 101 2 5 16 332
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 1 1 209 1 2 4 292
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 0 113 2 2 5 163
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 0 128
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 0 2 229
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 0 0 0 0 0 2 2
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 27 27 0 1 23 23
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 15 15 0 0 12 12
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 26 26 0 1 16 16
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 0 0 1 632
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 0 351 3 12 16 1,101
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 160 0 0 2 372
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 36 0 1 2 78
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 19 19 19 1 8 8 8
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 1 2 42 0 3 6 78
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 2 2 7 66
Impulse Response Matching Estimators for DSGE Models 0 0 0 44 0 0 4 151
Impulse Response Matching Estimators for DSGE Models 0 0 0 59 0 0 0 84
Impulse response matching estimators for DSGE models 0 0 0 31 0 0 0 61
Impulse response matching estimators for DSGE models 0 0 0 94 0 0 2 167
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 0 1,141 1 2 7 6,787
In-sample or out-of-sample tests of predictability: which one should we use? 0 1 1 1,156 0 1 1 3,858
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 250 0 1 4 478
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 44 0 0 1 125
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 161 0 3 4 373
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 3 48 0 1 7 175
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 36 0 0 1 106
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 0 64 0 1 3 154
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 1 1 45 1 2 2 102
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 1 1 13 0 2 7 64
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 0 1 2 85
Is there a trend break in U.S. GNP? A macroeconomic perspective 0 0 0 176 0 0 2 1,450
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 2 40 0 0 3 74
Joint Bayesian inference about impulse responses in VAR models 0 0 2 10 0 0 3 20
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 1 2 2 148
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 0 56
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 2 5 98
Jointly Estimating Macroeconomic News and Surprise Shocks 1 1 1 1 2 3 3 3
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 1 2 77 0 6 8 146
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 2 4 91 1 10 18 212
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 1 88 89 1 2 21 22
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 2 2 0 0 8 8
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 1 2 2 1 2 6 6
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 1 25 0 0 6 119
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 1 2 55 0 3 12 301
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 126 0 0 0 563
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 0 0 1,174
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 0 376
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 1 2 627
Measuring predictability: theory and macroeconomic applications 0 0 1 166 0 0 4 734
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 56 0 0 1 120
Modeling Fluctuations in the Global Demand for Commodities 0 1 3 53 0 1 5 146
Monetary policy responses to oil price fluctuations 0 0 3 346 0 1 7 738
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 4 4 339
Nonlinearities in the oil price-output relationship 0 0 0 204 1 5 5 400
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 1 17 995 3 6 45 2,653
Oil Price Shocks and Inflation 0 19 19 19 2 22 24 24
Oil Price Shocks, Monetary Policy and Stagflation 0 2 7 332 1 5 14 1,132
Oil Price Shocks: Causes and Consequences 0 0 17 571 3 10 55 1,337
Oil Prices, Exchange Rates and Interest Rates 0 0 2 215 0 1 14 1,807
Oil Prices, Exchange Rates and Interest Rates 0 1 3 26 0 1 6 82
Oil Prices, Exchange Rates and Interest Rates 0 2 3 203 0 3 9 878
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 3 27 1 2 9 75
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 0 1 2 35
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 1 15 1 1 3 33
Oil Shocks and External Balances 0 0 1 214 0 3 7 659
Oil Shocks and External Balances 0 0 1 226 0 2 6 631
Oil and the Macroeconomy Since the 1970s 0 0 0 458 1 2 3 1,041
Oil and the Macroeconomy Since the 1970s 0 0 1 930 0 1 5 2,136
Oil price volatility: Origins and effects 1 4 15 208 2 10 42 683
Oil prices, exchange rates and interest rates 0 0 1 26 0 2 5 40
Oil prices, exchange rates, and interest rates 0 1 8 52 2 7 33 135
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 1 2 9 28
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 0 0 1 700
On the Selection of Forecasting Models 0 0 1 333 1 1 3 1,276
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 2 198 0 1 4 761
On the selection of forecasting models 0 0 2 694 2 2 5 1,668
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 0 8 2,392
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 230 0 5 5 491
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 42 0 4 5 186
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 1 209 1 4 8 470
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 1 1 124 0 1 3 607
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 0 0 0 383
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 3 27 0 1 18 98
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 2 165 0 1 8 423
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 0 0 984
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 6 125 0 0 17 267
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 0 103 0 0 1 302
Real-Time Forecasts of the Real Price of Oil 0 0 0 120 0 1 2 245
Real-Time Forecasts of the Real Price of Oil 1 1 10 158 2 7 30 400
Recent Developments in Bootstrapping Time Series 0 0 4 16 0 0 4 48
Recent developments in bootstrapping time series 0 0 3 1,463 1 1 5 3,236
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 0 3 1,263
Retail Energy Prices and Consumer Expenditures 1 2 11 345 1 4 19 1,069
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 1 1 1 515
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 1 1 1 957
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 0 0 1 831
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 0 1 171
State-Dependent Local Projections 0 2 80 80 2 5 21 21
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 2 53 0 0 3 191
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 0 1 2 121
Structural Vector Autoregressions 3 8 33 908 7 17 78 1,691
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 1 1 1 90 2 2 3 549
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 0 0 0 598
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 122 0 0 21 393
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 114 0 0 7 473
The Econometrics of Oil Market VAR Models 1 2 3 29 1 2 10 55
The Econometrics of Oil Market VAR Models 0 3 9 85 0 7 29 113
The Econometrics of Oil Market VAR Models 0 0 5 52 3 5 29 194
The Economic Effects of Energy Price Shocks 1 4 15 800 4 18 42 2,175
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 1 1 2 562 1 1 6 1,672
The Impact of Oil Price Shocks on the U.S. Stock Market 2 5 29 1,435 2 17 86 4,174
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 7 26 0 3 32 66
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 11 1 1 4 25
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 3 10 1 2 8 23
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 35 0 1 3 127
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 66 0 0 1 154
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 84 0 1 2 96
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 1 1 2 74 1 2 4 164
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 3 116 2 6 14 372
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 18 0 0 0 58
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 0 0 0 102
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 31 0 1 4 47
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 1 29 1 2 2 40
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener 0 0 1 198 0 2 4 539
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 1 1 15 533 2 5 40 1,621
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 1 37 0 2 3 117
The Role of Oil Price Shocks in Causing U.S. Recessions 0 2 2 102 0 2 8 232
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 1 2 96
The Role of Speculation in Oil Markets: What Have We Learned So Far? 1 2 4 374 5 9 16 1,001
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 3 62 1 3 8 88
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 1 4 0 1 3 30
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 9 0 0 1 21
The central bank as a risk manager: quantifying and forecasting inflation risks 0 1 4 243 0 2 8 714
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 1 17 1 2 4 28
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 0 97 0 0 1 199
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 0 41 0 0 1 33
The role of oil price shocks in causing U.S. recessions 0 0 1 146 0 0 2 332
The role of the prior in estimating VAR models with sign restrictions 1 1 3 17 1 4 12 32
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 1 1 65
The uniform validity of impulse response inference in autoregressions 0 0 1 26 1 1 2 61
Time Series Analysis 0 1 2 142 0 3 11 379
Time Series Analysis 4 4 4 1,102 4 6 26 1,773
Understanding the Decline in the Price of Oil since June 2014 1 1 3 122 2 6 16 295
Understanding the Decline in the Price of Oil since June 2014 0 0 5 228 0 1 11 449
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 60 0 0 4 77
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 2 4 37
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 25 1 1 7 55
Understanding the decline in the price of oil since June 2014 0 0 0 313 1 1 6 548
Understanding the estimation of oil demand and oil supply elasticities 1 1 4 12 1 2 8 37
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 2 409 1 1 7 1,447
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 0 2 689
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 0 0 2 755
What Central Bankers Need to Know about Forecasting Oil Prices 0 1 2 106 0 1 3 186
What Central Bankers Need to Know about Forecasting Oil Prices 1 3 8 167 1 5 19 396
What Do We Learn from the Price of Crude Oil Futures? 1 3 5 565 5 10 27 1,819
When Do State-Dependent Local Projections Work? 0 2 5 67 1 8 24 49
When do state-dependent local projections work? 0 0 0 2 1 2 8 17
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 2 2 9 294 4 5 19 832
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 1 372
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 1 3 437 0 1 7 1,740
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 1 614 0 4 6 1,634
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 0 574 1 4 24 1,297
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 0 2 40 1,706
Total Working Papers 35 154 828 40,087 149 534 2,026 129,652


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 4 400 0 1 18 940
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 0 4 17 1,265 3 11 69 3,306
A broader perspective on the inflationary effects of energy price shocks 0 4 4 4 0 7 7 7
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 4 16 1 1 6 55
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 1 1 0 0 1 10
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 20 2 4 10 98
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 7 145 1 6 21 369
Are there gains from pooling real-time oil price forecasts? 1 5 11 39 2 10 19 122
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 1 1 3 56 1 2 8 139
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 1 484
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 87 0 0 0 375
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 5 13 44 499 10 27 81 1,119
Comment 0 0 0 8 0 1 1 39
Comment 0 0 1 7 0 0 2 61
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” 0 0 3 3 0 3 15 15
Confidence intervals for impulse responses under departures from normality 0 0 0 94 0 1 2 271
Container Trade and the U.S. Recovery 0 1 1 1 2 5 10 10
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 0 78 0 0 0 282
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 1 6 26 332
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 0 3 337
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 3 7 0 0 5 24
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 7 267 3 7 22 732
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 134 0 0 3 357
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 7 58 1 3 17 266
Do oil price increases cause higher food prices? 0 0 6 108 0 3 18 377
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 0 0 5 1 2 7 35
Does the Fed Respond to Oil Price Shocks? 3 9 14 176 8 18 33 454
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 3 9 21 424
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 2 514 0 0 4 1,147
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 1 8 31 952 4 12 58 2,051
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 1 2 12 103 3 6 24 466
Facts and fiction in oil market modeling 0 2 8 13 0 3 19 31
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 0 3 291 1 1 11 1,015
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 25 0 2 7 111
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 1 1 107 2 3 10 329
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 2 66
How Reliable Are Local Projection Estimators of Impulse Responses? 2 9 40 246 7 20 79 614
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 11 105 0 1 24 234
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 1 112 0 0 1 284
How sensitive are consumer expenditures to retail energy prices? 6 10 81 545 14 37 244 1,349
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 0 1 446
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 9 16 2 5 18 38
Impulse response matching estimators for DSGE models 0 0 5 33 0 0 5 139
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 440 0 3 16 1,405
Inference on impulse response functions in structural VAR models 1 5 20 414 7 21 69 1,148
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 5 31 0 1 9 86
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 3 38 0 1 6 130
Joint Bayesian inference about impulse responses in VAR models 0 0 6 6 2 2 15 16
Joint confidence sets for structural impulse responses 0 3 5 35 1 4 11 149
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 1 37 0 4 14 145
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 1 4 45 0 2 10 145
Measuring predictability: theory and macroeconomic applications 0 0 1 219 0 0 2 827
Modeling fluctuations in the global demand for commodities 3 6 15 88 9 18 49 328
Monetary Policy Responses to Oil Price Fluctuations 0 2 9 215 2 7 26 509
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 1 4 91 0 4 10 235
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 2 133 1 7 18 323
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 6 9 45 1,703 20 37 198 4,595
Oil Price Shocks: Causes and Consequences 0 4 18 259 3 15 105 674
Oil and the Macroeconomy Since the 1970s 0 0 5 724 1 9 30 2,039
Oil prices, exchange rates and interest rates 1 3 20 24 3 12 58 76
Oil prices, gasoline prices, and inflation expectations 0 4 16 21 1 10 37 49
Oil shocks and external balances 0 2 6 282 1 5 23 844
On the selection of forecasting models 1 1 6 260 2 4 15 552
Quantifying the Risk of Deflation 0 0 1 5 0 0 4 19
Quantifying the Risk of Deflation 0 0 0 84 0 0 2 264
Quantifying the speculative component in the real price of oil: The role of global oil inventories 1 4 28 295 1 14 77 813
Quantifying the uncertainty about the half-life of deviations from PPP 0 2 2 188 1 3 3 731
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 2 5 19 145 5 14 40 343
Real-Time Forecasts of the Real Price of Oil 0 0 2 126 0 1 9 320
Recent Evolutions of Oil and Commodity Prices 0 0 2 77 0 1 5 152
Recent developments in bootstrapping time series 1 3 7 230 2 5 16 443
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 0 1 980
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 1 5 94 0 2 16 402
Small-Sample Confidence Intervals For Impulse Response Functions 1 6 30 1,155 5 16 77 3,014
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 11 0 0 0 155
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 2 7 44 2,228
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 0 1 14 230 2 6 39 583
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 111 0 0 1 821
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 0 15 245
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 2 0 0 2 10
The Economic Effects of Energy Price Shocks 0 3 20 292 5 16 63 1,413
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 1 145 0 0 4 460
The Impact of the Fracking Boom on Arab Oil Producers 1 3 4 112 2 9 16 390
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 3 66 4 6 13 207
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 1 1 3 4 2 4 11 18
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 1 2 12 216 2 4 28 653
The Role of Oil Price Shocks in Causing U.S. Recessions 2 4 5 53 3 7 17 168
The Role of Speculation in Oil Markets: What Have We Learned So Far? 1 1 3 199 2 4 23 577
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 0 5 471
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 2 2 17 21 8 15 54 70
The uniform validity of impulse response inference in autoregressions 0 1 3 29 0 1 8 104
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 40 0 0 2 139
Understanding the Decline in the Price of Oil since June 2014 2 2 4 123 2 3 15 368
Understanding the effects of exogenous oil supply shocks 0 0 0 1 0 0 1 19
Understanding the estimation of oil demand and oil supply elasticities 1 2 12 19 2 7 32 54
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 0 4 659
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 0 0 0 5 13
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 5 9 31 343 9 17 67 878
What do we learn from the price of crude oil futures? 0 2 6 669 3 10 30 1,800
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 2 606 0 2 32 1,535
Total Journal Articles 54 167 771 18,387 187 558 2,435 55,154


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 33 78 251 1,186
Structural Vector Autoregressive Analysis 0 0 0 0 13 29 116 563
Total Books 0 0 0 0 46 107 367 1,749


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 4 6 16 326 9 22 70 1,037
Forecasting the Price of Oil 4 7 39 347 8 25 120 989
Oil Price Shocks, Monetary Policy and Stagflation 1 1 5 316 8 15 42 942
Structural vector autoregressions 0 4 19 258 2 12 53 511
The Econometrics of Oil Market VAR Models 2 4 9 9 4 11 23 23
Total Chapters 11 22 88 1,256 31 85 308 3,502


Statistics updated 2023-12-04