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 20 2 8 18 44
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 0 3 2 4 11 20
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 2 3 7 555
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 0 28 0 6 14 132
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 1 2 40 3 6 25 124
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 0 56 2 4 19 193
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 1 236 2 11 19 1,098
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 2 868 11 25 40 5,561
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 1 6 14 615
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 1 10 1,552 2 9 37 3,580
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 2 3 10 33
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 9 0 1 9 40
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 1 1 16 2 7 17 49
A broader perspective on the inflationary effects of energy price shocks 0 1 2 18 3 7 16 33
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 0 3 9 245
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 2 3 9 31
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 4 5 29 510
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 1 1 47 7 12 22 193
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 23 1 1 16 155
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 48 7 10 16 160
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 0 37 4 4 17 171
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 1 63 6 7 17 224
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 24 6 7 17 132
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 1 4 50 6 11 19 156
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 4 5 21 175
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 1 30 1 4 17 105
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 2 2 8 398
Bagging Time Series Models 0 0 2 229 4 8 21 872
Bagging Time Series Models 0 0 3 226 2 3 10 672
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 97 3 6 13 332
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 1 3 15 1,182
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 1 2 16 1,261
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 1 7 24 448
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 3 4 7 568
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 2 3 20 723
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 1 30 0 1 10 31
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 0 0 3 1 2 3 16
Container Trade and the U.S. Recovery 0 0 0 13 1 3 16 44
Container Trade and the U.S. Recovery 0 0 0 1 4 4 7 30
Container Trade and the U.S. Recovery 0 0 0 22 2 2 8 43
Container trade and the U.S. recovery 0 0 0 29 5 10 20 42
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 2 5 14 880
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 2 2 7 311 7 10 35 865
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 25 1 2 9 50
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 11 0 1 6 59
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 4 4 10 69
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 3 3 8 57
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 3 5 21 56
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 1 3 10 358
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 1 86 3 27 52 359
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 1 1 67 4 8 24 235
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 2 3 118 228
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 2 4 217 2 9 26 679
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 49 4 14 21 174
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 87 14 37 64 247
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 122 5 7 17 256
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 6 13 23 2,658
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 2 5 12 660
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 1 268 5 6 22 781
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 100 0 1 15 267
Do oil price increases cause higher food prices? 0 0 0 141 2 16 70 351
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 0 1 182 5 12 23 630
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 2 5 12 54
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 1 1 38 5 8 16 107
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 1 15 29 82
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 1 2 9 19 57 88 118
Does the Fed Respond to Oil Price Shocks? 0 2 6 178 14 34 46 602
Energy Challenges in an Uncertain World 0 0 0 0 0 0 3 36
Estimating Macroeconomic News and Surprise Shocks 0 1 2 40 3 11 22 46
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 0 181 1 1 24 543
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 0 120 0 4 16 468
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 0 0 7 221
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 0 1 4 669 4 12 42 1,762
Facts and Fiction in Oil Market Modeling 0 0 1 35 4 6 13 122
Facts and Fiction in Oil Market Modeling 0 0 1 32 3 5 21 80
Facts and Fiction in Oil Market Modeling 0 1 1 31 1 2 29 100
Facts and fiction in oil market modeling 0 0 1 75 1 3 14 51
Forecasting the Price of Oil 0 1 2 353 3 15 38 788
Forecasting the Price of Oil 0 0 2 260 2 4 31 591
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 2 2 165 1 12 31 377
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 1 75 1 7 18 190
Forecasting the price of oil 0 1 3 291 3 10 52 742
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 1 138 4 4 13 363
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 2 6 117 6 14 57 430
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 2 3 13 311
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 0 116 7 9 24 196
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 2 5 11 140
Frequentist inference in weakly identified DSGE models 0 0 1 110 2 3 14 244
Geopolitical Oil Price Risk and Economic Fluctuations 0 3 6 13 19 42 72 101
Geopolitical Oil Price Risk and Economic Fluctuations 0 2 5 8 6 17 34 41
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 2 3 6 7 14 23 37
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 0 18 6 21 36 58
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 1 1 28 4 6 26 57
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 2 29 9 16 30 59
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 1 4 7 643
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 2 360 0 4 17 1,135
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 1 1 163 2 6 17 398
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 37 3 3 9 91
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 2 3 25 3 10 23 49
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 2 6 16 18
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 5 8 19 107
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions 0 0 1 27 1 2 20 37
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 1 2 4 71
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 3 5 13 170
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 2 2 17 114
Impulse response matching estimators for DSGE models 0 0 0 95 1 4 9 177
Impulse response matching estimators for DSGE models 0 0 2 34 2 4 12 78
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 1,144 1 20 46 6,841
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 0 3 14 3,880
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 4 5 26 160
Inference on Impulse Response Functions in Structural VAR Models 1 1 2 164 3 4 26 403
Inference on Impulse Response Functions in Structural VAR Models 0 0 3 254 2 3 30 513
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 1 49 2 10 29 207
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 37 0 1 12 119
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 0 66 3 4 11 170
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 1 2 6 93
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 1 1 14 5 9 16 83
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 45 3 4 15 120
Is there a trend break in U.S. GNP? A macroeconomic perspective 0 0 0 176 3 7 12 1,462
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 3 5 13 88
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 1 2 19 43
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 4 4 10 162
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 2 3 13 113
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 2 9 66
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 0 2 0 5 11 18
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 1 1 78 3 8 18 171
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 1 3 98 3 10 20 250
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 2 3 8 17 26
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 92 4 8 14 50
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 4 2 5 14 27
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 0 2 2 5 7 19 21
Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks 7 19 19 19 4 10 10 10
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 0 28 3 3 23 155
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 1 58 2 8 27 345
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 127 0 2 15 583
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 1 4 14 1,189
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 2 5 15 647
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 2 2 11 388
Measuring predictability: theory and macroeconomic applications 0 0 0 166 3 11 18 763
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 59 4 7 15 142
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 57 2 4 10 165
Modeling Fluctuations in the Global Demand for Commodities 0 0 1 17 4 5 19 25
Monetary policy responses to oil price fluctuations 0 0 2 350 3 9 31 777
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 1 3 21 361
Nonlinearities in the oil price-output relationship 0 0 0 204 2 5 16 424
Nonparametric Local Projections 0 1 1 34 3 13 37 59
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2 7 18 1,041 17 38 95 2,847
Oil Price Shocks and Inflation 0 0 0 4 2 9 21 27
Oil Price Shocks and Inflation 0 4 5 37 26 63 108 167
Oil Price Shocks, Monetary Policy and Stagflation 0 1 2 339 20 41 56 1,203
Oil Price Shocks: Causes and Consequences 1 3 12 591 12 30 65 1,434
Oil Prices, Exchange Rates and Interest Rates 1 1 2 30 14 33 53 141
Oil Prices, Exchange Rates and Interest Rates 0 0 1 216 4 5 40 1,850
Oil Prices, Exchange Rates and Interest Rates 0 1 4 211 4 10 24 936
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 2 3 16 1 6 19 61
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 1 3 18 4 8 18 53
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 1 30 5 11 45 133
Oil Shocks and External Balances 0 0 1 215 5 7 18 680
Oil Shocks and External Balances 0 0 0 227 3 5 14 649
Oil and the Macroeconomy Since the 1970s 0 0 0 458 5 8 22 1,070
Oil and the Macroeconomy Since the 1970s 0 0 0 932 4 7 23 2,168
Oil price volatility: Origins and effects 1 5 15 238 18 32 76 807
Oil prices, exchange rates and interest rates 1 2 8 37 3 10 28 81
Oil prices, exchange rates, and interest rates 0 0 1 54 6 9 18 160
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 1 13 5 9 23 57
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 2 2 9 711
On the Selection of Forecasting Models 0 0 0 334 1 1 9 1,287
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 198 0 1 9 772
On the selection of forecasting models 0 0 0 695 2 3 8 1,681
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 3 7 18 2,413
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 42 1 4 17 204
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 232 3 3 17 513
Pitfalls in estimating asymmetric effects of energy price shocks 1 1 2 211 5 13 39 512
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 4 3 4 10 862
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 1 2 8 394
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 124 2 5 13 622
Quantifying the Risk of Deflation 0 1 1 30 1 3 12 115
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 0 166 7 10 27 457
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 2 4 15 1,002
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 5 135 7 13 30 316
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 0 104 0 0 7 312
Real-Time Forecasts of the Real Price of Oil 0 0 0 123 2 5 9 264
Real-Time Forecasts of the Real Price of Oil 0 1 7 183 4 24 53 506
Recent Developments in Bootstrapping Time Series 0 0 1 21 1 1 11 66
Recent developments in bootstrapping time series 0 0 1 1,466 2 2 24 3,266
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 1 6 15 1,283
Retail Energy Prices and Consumer Expenditures 0 2 5 353 2 7 22 1,112
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 1 1 3 522
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 2 4 13 971
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 5 15 848
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 1 1 14 187
State-Dependent Local Projections 0 0 3 89 4 11 34 72
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 3 4 58 1 12 26 228
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 0 3 9 132
Structural Vector Autoregressions 1 2 17 966 5 12 47 1,832
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 91 1 6 12 566
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 3 7 13 613
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 125 2 2 12 411
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 4 4 12 488
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 15 15 0 2 25 25
The Econometrics of Oil Market VAR Models 0 2 5 64 6 13 31 245
The Econometrics of Oil Market VAR Models 1 2 2 92 7 10 116 241
The Econometrics of Oil Market VAR Models 0 0 2 38 0 3 30 101
The Economic Effects of Energy Price Shocks 0 0 1 820 10 14 35 2,265
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 1 3 572 5 20 41 1,727
The Impact of Oil Price Shocks on the U.S. Stock Market 5 11 35 1,489 51 163 281 4,544
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 1 28 10 35 67 137
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 10 0 6 12 39
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 2 3 16 1 5 18 50
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 1 4 1 7 21 26
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 1 20 9 17 46 69
The Impact of the 2026 Iran War on U.S. Inflation: A Scenario Analysis 26 26 26 26 30 30 30 30
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 89 1 4 13 119
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 67 1 1 10 170
The Impact of the Fracking Boom on Arab Oil Producers 0 1 1 37 3 5 15 146
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 77 13 22 32 207
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 1 122 6 29 70 476
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 1 5 14 117
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 19 3 6 14 73
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 2 3 35 3 9 18 69
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 1 9 15 57
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 2 4 19 558
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 2 8 12 565 5 24 74 1,756
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 1 105 9 39 62 304
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 2 5 13 109
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 3 41 20 27 33 154
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 376 2 5 20 1,033
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 3 6 16 109
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 1 4 15 53
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 1 4 15 40
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 1 246 4 5 11 735
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 1 19 4 12 34 67
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 1 101 11 17 33 240
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 0 42 2 5 14 50
The role of oil price shocks in causing U.S. recessions 0 0 0 146 3 15 28 364
The role of the prior in estimating VAR models with sign restrictions 0 1 1 21 2 4 18 64
The uniform validity of impulse response inference in autoregressions 0 0 1 28 2 2 12 77
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 2 9 76
Time Series Analysis 0 0 3 1,108 0 1 12 1,799
Time Series Analysis 0 0 1 145 2 4 12 399
Understanding the Decline in the Price of Oil since June 2014 0 0 1 234 5 5 53 534
Understanding the Decline in the Price of Oil since June 2014 1 2 10 144 7 10 39 362
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 1 1 29 5 9 20 80
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 1 1 5 2 5 22 62
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 64 4 12 26 111
Understanding the decline in the price of oil since June 2014 0 0 1 317 2 5 26 580
Understanding the estimation of oil demand and oil supply elasticities 0 1 2 16 9 16 38 81
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 409 4 7 18 1,468
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 2 4 13 706
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 2 5 18 774
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 1 170 9 16 27 442
What Central Bankers Need to Know about Forecasting Oil Prices 0 1 1 111 4 9 17 208
What Do We Learn from the Price of Crude Oil Futures? 1 2 2 574 10 17 52 1,904
When Do State-Dependent Local Projections Work? 0 0 0 72 8 9 19 80
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 0 2 16 79
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 1 2 3 9 13
When do state-dependent local projections work? 0 0 0 5 4 6 11 40
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 1 3 4 308 4 15 31 886
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 7 12 22 398
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 439 6 6 19 1,764
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 615 3 5 17 1,658
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 1 576 2 6 27 1,359
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 1 725 3 6 16 1,730
Total Working Papers 56 169 447 41,227 1,028 2,397 6,371 138,542

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 1 4 8 427 2 10 28 1,005
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 2 7 27 1,326 10 27 127 3,562
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 1 3 6 15 18
A broader perspective on the inflationary effects of energy price shocks 0 1 5 19 12 29 60 107
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 1 1 1 17 2 6 16 73
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 0 3 2 5 13 30
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 4 10 25 137
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 0 1 154 7 11 26 425
Are there gains from pooling real-time oil price forecasts? 0 0 2 56 5 8 21 171
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 1 1 3 66 3 3 43 196
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 5 7 12 498
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 1 3 11 388
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 1 9 534 5 13 60 1,243
Comment 0 0 0 7 2 3 11 74
Comment 0 0 0 8 3 4 9 49
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” 0 0 0 3 2 4 10 25
Confidence intervals for impulse responses under departures from normality 0 0 1 102 2 7 21 304
Container Trade and the U.S. Recovery 0 0 0 4 1 9 19 49
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 0 79 2 6 12 302
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 4 20 53 418
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 1 2 11 356
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 9 1 5 12 44
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 1 276 4 15 29 799
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 3 139 4 5 22 387
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 65 7 11 24 306
Do oil price increases cause higher food prices? 0 0 4 118 9 13 28 431
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 1 5 12 11 37 54 93
Does the Fed Respond to Oil Price Shocks? 1 3 16 215 5 18 53 569
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 4 10 33 480
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 0 514 2 5 17 1,171
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 3 16 39 1,038 17 63 154 2,318
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 3 6 14 20
Facts and fiction in oil market modeling 0 1 4 19 3 12 24 65
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 1 1 1 296 4 5 16 1,039
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 4 9 41 6 15 51 183
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 1 3 114 4 18 47 388
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 5 74
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 9 20 9 29 98 149
How Reliable Are Local Projection Estimators of Impulse Responses? 1 5 15 294 3 12 48 733
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 1 111 1 1 10 259
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 0 118 0 0 7 301
How sensitive are consumer expenditures to retail energy prices? 3 8 17 610 15 30 68 1,544
How to construct monthly VAR proxies based on daily surprises in futures markets 0 1 3 3 3 7 34 37
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 3 8 17 470
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 4 37 1 3 29 106
Impulse response diagnostics for priors on parameters in structural vector autoregressions 0 0 0 0 1 2 8 8
Impulse response matching estimators for DSGE models 0 0 1 36 0 4 15 161
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 445 3 6 26 1,452
Inference on impulse response functions in structural VAR models 0 0 9 439 2 10 61 1,259
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 2 38 3 8 19 123
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 2 40 4 8 16 146
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 1 1 2 6 15 16
Joint Bayesian inference about impulse responses in VAR models 0 0 2 9 5 8 19 44
Joint confidence sets for structural impulse responses 0 0 2 40 3 4 15 176
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 0 41 1 7 21 184
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 5 5 4 8 52 52
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 1 1 2 50 4 11 26 182
Measuring predictability: theory and macroeconomic applications 0 0 0 222 2 4 12 848
Modeling fluctuations in the global demand for commodities 1 3 11 118 4 15 62 454
Monetary Policy Responses to Oil Price Fluctuations 0 1 7 235 4 11 37 595
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 0 1 94 4 5 23 261
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 1 2 139 1 8 21 361
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 13 37 89 1,904 54 132 347 5,286
Oil Price Shocks: Causes and Consequences 9 22 39 351 19 54 116 920
Oil and the Macroeconomy Since the 1970s 1 2 5 742 7 12 45 2,146
Oil prices, exchange rates and interest rates 4 6 23 67 11 32 100 242
Oil prices, gasoline prices, and inflation expectations 1 2 10 49 8 16 45 131
Oil shocks and external balances 0 1 4 293 5 8 28 904
On the selection of forecasting models 0 0 3 270 3 10 37 602
Quantifying the Risk of Deflation 0 0 0 84 0 1 8 283
Quantifying the Risk of Deflation 0 0 1 9 3 5 14 37
Quantifying the speculative component in the real price of oil: The role of global oil inventories 0 0 7 314 5 27 189 1,059
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 2 5 10 747
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 2 5 20 196 3 10 60 481
Real-Time Forecasts of the Real Price of Oil 0 0 0 129 1 1 8 339
Recent Evolutions of Oil and Commodity Prices 0 0 1 79 0 4 9 162
Recent developments in bootstrapping time series 0 0 5 245 6 13 92 626
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 3 17 1,005
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 1 1 2 103 4 5 17 441
Small-Sample Confidence Intervals For Impulse Response Functions 0 4 31 1,226 7 25 125 3,231
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 0 2 11 11
State-dependent local projections 1 3 10 11 8 25 75 84
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 3 8 16 173
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 16 41 99 2,412
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 2 9 39 293 20 46 173 849
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 1 1 1 113 3 9 18 851
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 1 6 27 276
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 4 3 5 15 32
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions 0 0 0 0 2 2 2 2
The Economic Effects of Energy Price Shocks 4 14 28 369 32 64 127 1,657
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 0 148 0 1 4 472
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 3 3 3 3 12 12 12 12
The Impact of the Fracking Boom on Arab Oil Producers 1 1 1 4 6 7 13 19
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 5 6 76 7 24 38 264
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 2 9 1 14 39 72
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 0 2 10 237 1 9 35 716
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 4 66 10 15 37 237
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 0 1 3 5 22 27
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 1 1 10 484
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 3 9 33 85 30 109 235 435
The uniform validity of impulse response inference in autoregressions 0 0 2 35 0 5 21 148
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 41 2 2 13 154
Understanding the Decline in the Price of Oil since June 2014 2 2 4 139 4 11 70 481
Understanding the effects of exogenous oil supply shocks 0 0 1 3 2 7 13 36
Understanding the estimation of oil demand and oil supply elasticities 0 0 3 27 13 33 59 131
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 3 8 33 701
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 1 2 1 3 14 32
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 5 11 33 424 11 31 93 1,083
What do we learn from the price of crude oil futures? 1 1 6 686 13 28 68 1,924
When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate? 0 0 0 0 4 8 8 8
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 1 615 9 14 34 1,591
Total Journal Articles 71 206 671 19,661 604 1,565 4,646 61,734
3 registered items for which data could not be found

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 8 24 160 1,631
Structural Vector Autoregressive Analysis 0 0 0 0 18 58 171 925
Total Books 0 0 0 0 26 82 331 2,556

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative 0 0 3 337 9 22 60 1,160
Forecasting the Price of Oil 2 11 34 424 6 33 99 1,231
Oil Price Shocks, Monetary Policy and Stagflation 3 5 8 334 14 28 62 1,043
Structural vector autoregressions 0 2 28 315 11 26 97 666
The Econometrics of Oil Market VAR Models 2 4 10 39 12 16 37 122
Total Chapters 7 22 83 1,449 52 125 355 4,222

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