| 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 |
16 |
17 |
17 |
2 |
12 |
13 |
13 |
| A Direct test of the Emerging Consensus about Long-Run PPP |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
546 |
| A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil |
0 |
0 |
1 |
25 |
0 |
0 |
6 |
111 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
2 |
2 |
35 |
0 |
2 |
6 |
90 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
1 |
2 |
5 |
49 |
1 |
3 |
16 |
154 |
| A Monetary Explanation Of The Great Stagflation Of The 1970s |
0 |
0 |
0 |
233 |
1 |
2 |
12 |
1,068 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
593 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
2 |
863 |
1 |
2 |
13 |
5,501 |
| A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
1 |
1 |
9 |
1,528 |
3 |
5 |
30 |
3,502 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
28 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
2 |
13 |
0 |
0 |
6 |
27 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
17 |
| A broader perspective on the inflationary effects of energy price shocks |
13 |
13 |
13 |
13 |
5 |
6 |
6 |
6 |
| A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
0 |
94 |
0 |
1 |
4 |
228 |
| A quantitative model of the oil tanker market in the Arabian Gulf |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
18 |
| Analyzing Unit Root Tests in Finite Samples Using Power Profiles |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
480 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
133 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
1 |
1 |
46 |
0 |
2 |
5 |
138 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
43 |
0 |
2 |
8 |
157 |
| Anticipation, tax avoidance, and the price elasticity of gasoline demand |
0 |
0 |
0 |
36 |
0 |
0 |
4 |
150 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
1 |
1 |
2 |
24 |
1 |
1 |
7 |
111 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
2 |
60 |
0 |
0 |
7 |
201 |
| Are There Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
1 |
43 |
0 |
2 |
7 |
131 |
| Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
0 |
0 |
1 |
49 |
0 |
1 |
6 |
152 |
| Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
83 |
| Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
0 |
155 |
0 |
0 |
2 |
389 |
| Bagging Time Series Models |
0 |
2 |
2 |
216 |
3 |
6 |
16 |
633 |
| Bagging Time Series Models |
0 |
0 |
1 |
221 |
0 |
2 |
15 |
823 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
303 |
0 |
1 |
12 |
1,156 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
314 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
1 |
5 |
320 |
0 |
3 |
9 |
1,231 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
421 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
251 |
0 |
0 |
2 |
560 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
0 |
221 |
0 |
0 |
3 |
697 |
| Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
0 |
0 |
0 |
29 |
0 |
0 |
5 |
17 |
| Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
0 |
0 |
2 |
2 |
1 |
1 |
10 |
11 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
22 |
| Container Trade and the U.S. Recovery |
0 |
1 |
3 |
22 |
1 |
5 |
15 |
31 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
24 |
| Container trade and the U.S. recovery |
0 |
0 |
1 |
29 |
0 |
1 |
6 |
15 |
| Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
865 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? |
0 |
0 |
3 |
294 |
1 |
2 |
11 |
806 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
1 |
1 |
23 |
0 |
2 |
6 |
47 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
1 |
25 |
0 |
1 |
6 |
41 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
51 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
53 |
| Did the renewable fuel standard shift market expectations of the price of ethanol? |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
33 |
| Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
347 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
1 |
5 |
81 |
0 |
1 |
10 |
292 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
1 |
64 |
1 |
1 |
16 |
207 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
105 |
| Do Local Projections Solve the Bias Problem in Impulse Response Inference? |
1 |
3 |
8 |
203 |
2 |
5 |
13 |
630 |
| Do Oil Price Increases Cause Higher Food Prices? |
1 |
1 |
3 |
84 |
1 |
1 |
14 |
169 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
2 |
45 |
3 |
3 |
9 |
145 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
1 |
2 |
121 |
0 |
1 |
4 |
234 |
| Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
0 |
939 |
4 |
11 |
36 |
2,607 |
| Do actions speak louder than words? Household expectations of inflation based on micro consumption data |
0 |
0 |
1 |
117 |
0 |
1 |
6 |
640 |
| Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
2 |
2 |
265 |
0 |
2 |
4 |
748 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
0 |
1 |
99 |
0 |
0 |
5 |
250 |
| Do oil price increases cause higher food prices? |
0 |
1 |
2 |
139 |
0 |
1 |
9 |
271 |
| Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
0 |
3 |
176 |
0 |
1 |
6 |
598 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
48 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
88 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
40 |
| Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? |
1 |
1 |
1 |
7 |
1 |
1 |
5 |
25 |
| Does the Fed Respond to Oil Price Shocks? |
0 |
0 |
1 |
164 |
0 |
1 |
9 |
528 |
| Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
30 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
1 |
2 |
5 |
175 |
1 |
6 |
23 |
488 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
1 |
116 |
3 |
3 |
8 |
434 |
| Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
211 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? |
0 |
0 |
10 |
657 |
0 |
2 |
27 |
1,697 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
1 |
34 |
0 |
0 |
9 |
106 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
57 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
65 |
| Facts and fiction in oil market modeling |
0 |
0 |
0 |
70 |
0 |
0 |
5 |
27 |
| Forecasting the Price of Oil |
0 |
0 |
4 |
345 |
2 |
6 |
21 |
709 |
| Forecasting the Price of Oil |
0 |
2 |
6 |
243 |
2 |
6 |
24 |
526 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
3 |
163 |
1 |
2 |
13 |
331 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
72 |
0 |
1 |
4 |
161 |
| Forecasting the price of oil |
0 |
1 |
2 |
285 |
1 |
5 |
11 |
660 |
| Forecasting the real price of oil in a changing world: A forecast combination approach |
0 |
1 |
3 |
136 |
0 |
2 |
11 |
343 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
2 |
3 |
6 |
100 |
2 |
5 |
20 |
324 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
2 |
208 |
0 |
0 |
10 |
289 |
| Forty years of oil price fluctuations: Why the price of oil may still surprise us |
0 |
0 |
2 |
113 |
1 |
2 |
9 |
161 |
| Frequentist Inference in Weakly Identified DSGE Models |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
128 |
| Frequentist inference in weakly identified DSGE models |
0 |
0 |
0 |
109 |
0 |
0 |
5 |
229 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
2 |
2 |
2 |
2 |
6 |
6 |
6 |
6 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
0 |
15 |
15 |
15 |
3 |
11 |
12 |
12 |
| Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
25 |
25 |
25 |
25 |
13 |
13 |
13 |
13 |
| How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
632 |
| How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation |
0 |
0 |
2 |
351 |
1 |
2 |
10 |
1,088 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
1 |
2 |
160 |
0 |
2 |
12 |
372 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
0 |
36 |
0 |
0 |
4 |
77 |
| Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
0 |
1 |
40 |
0 |
0 |
10 |
72 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
84 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
148 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
20 |
1 |
1 |
6 |
61 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
61 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
0 |
94 |
0 |
2 |
6 |
167 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
0 |
1,141 |
2 |
2 |
9 |
6,783 |
| In-sample or out-of-sample tests of predictability: which one should we use? |
0 |
0 |
1 |
1,155 |
0 |
0 |
5 |
3,857 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
250 |
1 |
1 |
6 |
476 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
124 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
2 |
161 |
0 |
0 |
10 |
370 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
1 |
36 |
0 |
0 |
6 |
106 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
1 |
5 |
47 |
0 |
3 |
14 |
172 |
| Inside the crystal ball: New approaches to predicting the gasoline price at the pump |
0 |
0 |
0 |
64 |
0 |
1 |
3 |
152 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
58 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
1 |
44 |
0 |
0 |
5 |
100 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
1 |
26 |
0 |
1 |
5 |
84 |
| Is there a trend break in U.S. GNP? A macroeconomic perspective |
0 |
0 |
0 |
176 |
0 |
0 |
2 |
1,448 |
| Joint Bayesian Inference about Impulse Responses in VAR Models |
0 |
0 |
0 |
38 |
1 |
1 |
10 |
72 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
1 |
8 |
0 |
0 |
6 |
18 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
80 |
0 |
0 |
3 |
146 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
1 |
20 |
0 |
1 |
7 |
96 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
56 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
3 |
76 |
0 |
1 |
10 |
140 |
| Lower Oil Prices and the U.S. Economy: Is this Time Different? |
0 |
1 |
3 |
88 |
1 |
4 |
17 |
199 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
1 |
86 |
86 |
1 |
3 |
18 |
18 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
1 |
24 |
1 |
3 |
17 |
117 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
5 |
54 |
0 |
1 |
17 |
292 |
| Measuring Predictability: Theory And Macroeconomic Applications |
0 |
0 |
0 |
126 |
0 |
0 |
4 |
563 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
376 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
0 |
0 |
2 |
1,174 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
625 |
| Measuring predictability: theory and macroeconomic applications |
0 |
1 |
1 |
166 |
0 |
1 |
8 |
733 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
1 |
56 |
0 |
0 |
2 |
119 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
1 |
3 |
51 |
0 |
1 |
6 |
143 |
| Monetary policy responses to oil price fluctuations |
0 |
2 |
4 |
346 |
0 |
3 |
9 |
735 |
| Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
1 |
129 |
0 |
0 |
4 |
335 |
| Nonlinearities in the oil price-output relationship |
0 |
0 |
1 |
204 |
0 |
0 |
7 |
395 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
2 |
6 |
20 |
989 |
5 |
14 |
67 |
2,631 |
| Oil Price Shocks, Monetary Policy and Stagflation |
1 |
2 |
13 |
328 |
1 |
3 |
25 |
1,123 |
| Oil Price Shocks: Causes and Consequences |
3 |
7 |
22 |
565 |
5 |
14 |
52 |
1,305 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
4 |
214 |
0 |
2 |
33 |
1,800 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
2 |
23 |
0 |
2 |
7 |
79 |
| Oil Prices, Exchange Rates and Interest Rates |
1 |
1 |
11 |
201 |
1 |
1 |
43 |
872 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
3 |
14 |
0 |
1 |
6 |
31 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
1 |
4 |
26 |
0 |
3 |
17 |
70 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
1 |
13 |
1 |
1 |
6 |
34 |
| Oil Shocks and External Balances |
0 |
0 |
0 |
225 |
0 |
1 |
4 |
626 |
| Oil Shocks and External Balances |
0 |
0 |
0 |
213 |
0 |
0 |
2 |
652 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
2 |
930 |
0 |
0 |
10 |
2,134 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
1 |
458 |
0 |
0 |
6 |
1,039 |
| Oil price volatility: Origins and effects |
3 |
6 |
17 |
203 |
9 |
15 |
43 |
661 |
| Oil prices, exchange rates and interest rates |
1 |
1 |
2 |
26 |
1 |
1 |
7 |
37 |
| Oil prices, exchange rates, and interest rates |
0 |
0 |
10 |
49 |
4 |
7 |
37 |
120 |
| Oil prices, gasoline prices and inflation expectations: A new model and new facts |
0 |
0 |
1 |
12 |
1 |
3 |
13 |
24 |
| On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
700 |
| On the Selection of Forecasting Models |
0 |
0 |
1 |
332 |
0 |
1 |
6 |
1,274 |
| On the finite-sample accuracy of nonparametric resampling algorithms for economic time series |
0 |
1 |
2 |
197 |
0 |
2 |
5 |
759 |
| On the selection of forecasting models |
0 |
1 |
1 |
693 |
0 |
1 |
3 |
1,664 |
| Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
0 |
0 |
0 |
2 |
5 |
6 |
11 |
2,390 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
181 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
230 |
0 |
0 |
2 |
486 |
| Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
2 |
209 |
1 |
2 |
11 |
465 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
123 |
0 |
2 |
3 |
606 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
852 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
383 |
| Quantifying the Risk of Deflation |
1 |
1 |
6 |
26 |
3 |
4 |
21 |
90 |
| Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
0 |
0 |
0 |
163 |
1 |
2 |
8 |
417 |
| Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
0 |
0 |
278 |
0 |
0 |
2 |
984 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
1 |
2 |
6 |
121 |
4 |
6 |
17 |
257 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
0 |
103 |
0 |
0 |
4 |
301 |
| Real-Time Forecasts of the Real Price of Oil |
1 |
1 |
8 |
149 |
2 |
5 |
34 |
381 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
0 |
120 |
0 |
0 |
14 |
243 |
| Recent Developments in Bootstrapping Time Series |
0 |
0 |
5 |
16 |
0 |
0 |
11 |
48 |
| Recent developments in bootstrapping time series |
0 |
0 |
3 |
1,462 |
0 |
0 |
7 |
3,233 |
| Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
1,262 |
| Retail Energy Prices and Consumer Expenditures |
1 |
3 |
9 |
340 |
3 |
5 |
22 |
1,061 |
| Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
514 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work |
0 |
0 |
0 |
151 |
0 |
0 |
2 |
956 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
831 |
| Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
171 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
0 |
2 |
52 |
0 |
1 |
9 |
190 |
| Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
120 |
| Structural Vector Autoregressions |
0 |
10 |
32 |
889 |
4 |
26 |
74 |
1,650 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
2 |
89 |
0 |
0 |
8 |
547 |
| 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 |
598 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
122 |
0 |
7 |
25 |
384 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
114 |
1 |
3 |
10 |
470 |
| The Econometrics of Oil Market VAR Models |
0 |
2 |
8 |
51 |
0 |
11 |
43 |
184 |
| The Econometrics of Oil Market VAR Models |
0 |
0 |
7 |
78 |
3 |
7 |
31 |
95 |
| The Econometrics of Oil Market VAR Models |
0 |
1 |
1 |
27 |
0 |
5 |
12 |
53 |
| The Economic Effects of Energy Price Shocks |
1 |
3 |
10 |
791 |
2 |
9 |
31 |
2,146 |
| The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
0 |
1 |
4 |
561 |
1 |
2 |
12 |
1,669 |
| The Impact of Oil Price Shocks on the U.S. Stock Market |
5 |
8 |
22 |
1,419 |
11 |
25 |
68 |
4,125 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
1 |
1 |
5 |
8 |
3 |
3 |
14 |
18 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
2 |
11 |
1 |
1 |
8 |
22 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
2 |
11 |
23 |
5 |
11 |
47 |
59 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
0 |
66 |
0 |
0 |
3 |
154 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
35 |
0 |
0 |
4 |
126 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
0 |
84 |
0 |
0 |
6 |
95 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
72 |
0 |
1 |
6 |
161 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
1 |
4 |
114 |
0 |
2 |
12 |
362 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
1 |
42 |
0 |
0 |
6 |
102 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
28 |
0 |
0 |
5 |
38 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
1 |
1 |
31 |
0 |
1 |
6 |
45 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
58 |
| The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks |
0 |
0 |
5 |
198 |
1 |
1 |
11 |
537 |
| The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
2 |
4 |
22 |
525 |
6 |
14 |
52 |
1,605 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
114 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
1 |
42 |
0 |
0 |
3 |
94 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
2 |
100 |
0 |
1 |
9 |
226 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
1 |
3 |
371 |
1 |
3 |
12 |
988 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
29 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
0 |
59 |
1 |
1 |
8 |
82 |
| The Uniform Validity of Impulse Response Inference in Autoregressions |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
20 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
1 |
3 |
241 |
0 |
2 |
11 |
711 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 |
0 |
0 |
6 |
16 |
0 |
0 |
16 |
24 |
| The impact of the shale oil revolution on U.S. oil and gasoline prices |
0 |
0 |
0 |
97 |
0 |
1 |
5 |
199 |
| The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
32 |
| The role of oil price shocks in causing U.S. recessions |
1 |
1 |
1 |
146 |
1 |
1 |
5 |
332 |
| The role of the prior in estimating VAR models with sign restrictions |
0 |
0 |
1 |
14 |
2 |
4 |
16 |
25 |
| The uniform validity of impulse response inference in autoregressions |
0 |
1 |
1 |
26 |
0 |
1 |
4 |
60 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
64 |
| Time Series Analysis |
0 |
0 |
2 |
141 |
4 |
5 |
13 |
375 |
| Time Series Analysis |
0 |
0 |
0 |
1,098 |
2 |
7 |
23 |
1,759 |
| Understanding the Decline in the Price of Oil since June 2014 |
1 |
3 |
3 |
226 |
2 |
5 |
11 |
444 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
0 |
6 |
120 |
2 |
3 |
20 |
283 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
25 |
1 |
2 |
8 |
51 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
2 |
60 |
0 |
1 |
8 |
75 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
34 |
| Understanding the decline in the price of oil since June 2014 |
0 |
0 |
1 |
313 |
1 |
2 |
9 |
545 |
| Understanding the estimation of oil demand and oil supply elasticities |
0 |
2 |
3 |
10 |
0 |
2 |
7 |
32 |
| Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
407 |
1 |
2 |
6 |
1,443 |
| Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
0 |
1 |
3 |
688 |
| Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
754 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
2 |
105 |
0 |
0 |
7 |
184 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
1 |
4 |
6 |
163 |
4 |
9 |
17 |
386 |
| What Do We Learn from the Price of Crude Oil Futures? |
0 |
0 |
4 |
561 |
2 |
6 |
20 |
1,800 |
| When Do State-Dependent Local Projections Work? |
0 |
0 |
64 |
64 |
3 |
6 |
34 |
34 |
| When do state-dependent local projections work? |
0 |
0 |
2 |
2 |
0 |
3 |
13 |
13 |
| Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
1 |
5 |
11 |
290 |
2 |
7 |
18 |
821 |
| 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 |
1 |
4 |
372 |
| Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
435 |
0 |
2 |
12 |
1,737 |
| Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
1 |
3 |
614 |
0 |
1 |
8 |
1,630 |
| Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
2 |
574 |
0 |
1 |
31 |
1,279 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
1 |
724 |
1 |
15 |
47 |
1,691 |
| Total Working Papers |
77 |
196 |
760 |
39,631 |
199 |
544 |
2,555 |
128,496 |
| 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 |
1 |
6 |
400 |
1 |
9 |
21 |
936 |
| A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
1 |
7 |
21 |
1,257 |
5 |
27 |
94 |
3,273 |
| ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS |
0 |
1 |
2 |
14 |
0 |
1 |
5 |
51 |
| Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
10 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
1 |
3 |
20 |
0 |
2 |
10 |
93 |
| Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
1 |
1 |
3 |
139 |
3 |
6 |
17 |
354 |
| Are there gains from pooling real-time oil price forecasts? |
0 |
0 |
4 |
29 |
0 |
0 |
13 |
105 |
| Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
1 |
1 |
54 |
1 |
2 |
6 |
133 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
99 |
0 |
0 |
3 |
483 |
| Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
375 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
2 |
10 |
43 |
475 |
3 |
18 |
78 |
1,071 |
| Comment |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
59 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
38 |
| Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” |
0 |
0 |
0 |
0 |
1 |
7 |
7 |
7 |
| Confidence intervals for impulse responses under departures from normality |
0 |
0 |
2 |
94 |
0 |
0 |
8 |
270 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
282 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
3 |
8 |
18 |
318 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
1 |
1 |
7 |
337 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
1 |
1 |
4 |
7 |
1 |
2 |
10 |
24 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
4 |
9 |
265 |
3 |
9 |
34 |
720 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
0 |
134 |
0 |
0 |
4 |
355 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
1 |
1 |
8 |
55 |
1 |
1 |
16 |
255 |
| Do oil price increases cause higher food prices? |
1 |
2 |
4 |
105 |
1 |
3 |
17 |
368 |
| Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
0 |
0 |
3 |
5 |
1 |
1 |
12 |
31 |
| Does the Fed Respond to Oil Price Shocks? |
1 |
2 |
5 |
164 |
2 |
4 |
17 |
425 |
| Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
3 |
5 |
10 |
409 |
| Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
0 |
1 |
2 |
513 |
0 |
1 |
6 |
1,145 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
1 |
6 |
39 |
935 |
3 |
13 |
77 |
2,017 |
| Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
5 |
14 |
99 |
1 |
8 |
27 |
454 |
| Facts and fiction in oil market modeling |
0 |
2 |
8 |
8 |
1 |
6 |
22 |
22 |
| Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
0 |
1 |
7 |
291 |
1 |
5 |
21 |
1,011 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
2 |
25 |
2 |
5 |
18 |
109 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
2 |
106 |
1 |
3 |
15 |
324 |
| Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
65 |
| How Reliable Are Local Projection Estimators of Impulse Responses? |
8 |
15 |
29 |
224 |
12 |
28 |
76 |
572 |
| How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
1 |
1 |
9 |
98 |
3 |
4 |
16 |
219 |
| How accurate are confidence intervals for impulse responses in large VAR models? |
0 |
0 |
1 |
111 |
0 |
0 |
3 |
283 |
| How sensitive are consumer expenditures to retail energy prices? |
8 |
44 |
87 |
518 |
32 |
143 |
237 |
1,269 |
| Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
446 |
| Impulse response analysis for structural dynamic models with nonlinear regressors |
0 |
0 |
4 |
9 |
0 |
1 |
10 |
24 |
| Impulse response matching estimators for DSGE models |
1 |
3 |
5 |
33 |
1 |
3 |
10 |
139 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
1 |
439 |
0 |
2 |
16 |
1,393 |
| Inference on impulse response functions in structural VAR models |
0 |
2 |
26 |
403 |
4 |
12 |
66 |
1,106 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
2 |
5 |
29 |
0 |
4 |
14 |
83 |
| Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
0 |
0 |
2 |
37 |
0 |
0 |
4 |
126 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
6 |
6 |
1 |
1 |
10 |
10 |
| Joint confidence sets for structural impulse responses |
0 |
0 |
3 |
31 |
1 |
3 |
16 |
143 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
2 |
37 |
1 |
2 |
10 |
135 |
| Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
0 |
5 |
42 |
0 |
4 |
16 |
140 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
218 |
0 |
0 |
2 |
825 |
| Modeling fluctuations in the global demand for commodities |
1 |
3 |
10 |
77 |
3 |
9 |
34 |
291 |
| Monetary Policy Responses to Oil Price Fluctuations |
0 |
2 |
8 |
208 |
1 |
5 |
23 |
490 |
| NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 |
0 |
0 |
3 |
87 |
0 |
1 |
12 |
226 |
| NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP |
0 |
2 |
4 |
133 |
0 |
3 |
16 |
310 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
6 |
13 |
52 |
1,684 |
26 |
69 |
218 |
4,508 |
| Oil Price Shocks: Causes and Consequences |
3 |
4 |
17 |
247 |
8 |
29 |
87 |
617 |
| Oil and the Macroeconomy Since the 1970s |
0 |
2 |
6 |
723 |
2 |
8 |
29 |
2,022 |
| Oil prices, exchange rates and interest rates |
3 |
7 |
13 |
13 |
8 |
17 |
42 |
42 |
| Oil prices, gasoline prices, and inflation expectations |
1 |
4 |
11 |
11 |
2 |
8 |
26 |
26 |
| Oil shocks and external balances |
1 |
1 |
5 |
278 |
3 |
5 |
27 |
828 |
| On the selection of forecasting models |
1 |
2 |
6 |
258 |
2 |
4 |
13 |
544 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
0 |
5 |
262 |
| Quantifying the Risk of Deflation |
1 |
1 |
2 |
5 |
1 |
2 |
6 |
17 |
| Quantifying the speculative component in the real price of oil: The role of global oil inventories |
5 |
7 |
28 |
277 |
10 |
24 |
80 |
771 |
| Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
186 |
0 |
0 |
1 |
728 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
2 |
6 |
12 |
132 |
4 |
9 |
33 |
314 |
| Real-Time Forecasts of the Real Price of Oil |
1 |
1 |
3 |
125 |
3 |
4 |
15 |
317 |
| Recent Evolutions of Oil and Commodity Prices |
0 |
1 |
1 |
76 |
1 |
2 |
6 |
149 |
| Recent developments in bootstrapping time series |
0 |
1 |
6 |
227 |
1 |
5 |
15 |
436 |
| Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
980 |
| Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
0 |
0 |
4 |
91 |
2 |
7 |
16 |
396 |
| Small-Sample Confidence Intervals For Impulse Response Functions |
2 |
7 |
32 |
1,139 |
3 |
14 |
79 |
2,966 |
| 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 |
2 |
155 |
| THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET |
0 |
0 |
0 |
820 |
5 |
9 |
36 |
2,200 |
| THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
3 |
7 |
10 |
225 |
5 |
17 |
45 |
568 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
1 |
111 |
0 |
0 |
5 |
821 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
9 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
4 |
17 |
239 |
| The Economic Effects of Energy Price Shocks |
3 |
8 |
25 |
284 |
5 |
19 |
75 |
1,382 |
| The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices |
0 |
0 |
2 |
145 |
0 |
0 |
8 |
458 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
3 |
109 |
2 |
5 |
20 |
380 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
1 |
3 |
64 |
2 |
4 |
15 |
198 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
2 |
2 |
0 |
1 |
11 |
11 |
| 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 |
16 |
210 |
6 |
11 |
49 |
642 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
6 |
49 |
2 |
4 |
20 |
158 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
1 |
2 |
5 |
198 |
3 |
10 |
23 |
567 |
| The effects of real and monetary shocks in a business cycle model with some sticky prices |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
469 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 |
2 |
8 |
16 |
16 |
5 |
14 |
40 |
40 |
| The uniform validity of impulse response inference in autoregressions |
0 |
1 |
4 |
27 |
0 |
2 |
15 |
98 |
| UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
137 |
| Understanding the Decline in the Price of Oil since June 2014 |
1 |
1 |
2 |
120 |
2 |
5 |
16 |
358 |
| Understanding the effects of exogenous oil supply shocks |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
19 |
| Understanding the estimation of oil demand and oil supply elasticities |
2 |
5 |
13 |
14 |
4 |
10 |
36 |
39 |
| Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
656 |
| WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
11 |
| WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
7 |
8 |
22 |
323 |
10 |
22 |
71 |
842 |
| What do we learn from the price of crude oil futures? |
0 |
0 |
4 |
664 |
3 |
6 |
39 |
1,782 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
5 |
605 |
1 |
10 |
44 |
1,520 |
| Total Journal Articles |
74 |
224 |
740 |
17,981 |
232 |
739 |
2,524 |
53,842 |
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