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 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 1 1 2 25 1 1 7 108
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 0 33 0 0 6 86
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 1 3 4 47 2 4 16 146
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 1 233 0 2 14 1,063
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 5 861 1 4 23 5,495
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 2 5 9 589
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 2 3 9 1,523 2 4 29 3,481
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 6 0 0 7 27
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 1 1 12 0 1 6 24
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 1 7 16
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 94 0 0 6 225
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 0 5 17
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 5 480
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 45 0 0 5 135
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 22 0 0 4 132
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 1 3 43 0 1 8 152
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 1 36 0 0 7 148
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 2 4 60 0 3 13 199
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 1 23 0 1 6 108
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 1 2 43 0 1 6 127
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 1 1 49 0 2 5 150
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 28 0 0 4 82
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 0 2 389
Bagging Time Series Models 0 0 3 220 0 2 17 814
Bagging Time Series Models 0 0 2 214 0 0 21 620
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 3 5 318 1 3 14 1,227
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 138 0 0 8 421
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 0 4 314
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 1 13 1,148
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 0 4 560
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 0 221 0 0 4 696
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 0 0 1 4 4
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 29 29 0 1 15 15
Container Trade and the U.S. Recovery 0 0 4 13 0 1 10 23
Container Trade and the U.S. Recovery 0 0 1 1 0 1 13 19
Container Trade and the U.S. Recovery 1 1 5 21 2 3 14 22
Container trade and the U.S. recovery 0 1 29 29 0 1 12 12
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 2 865
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 0 6 291 0 0 17 798
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 0 3 52
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 24 0 0 7 37
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 22 0 1 6 44
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 1 11 0 0 4 50
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 3 33
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 0 3 347
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 1 2 77 0 2 9 286
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 2 63 2 4 19 201
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 32 0 0 8 105
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 2 7 197 0 2 16 621
Do Oil Price Increases Cause Higher Food Prices? 0 0 2 82 0 0 16 159
Do Oil Price Increases Cause Higher Food Prices? 0 1 3 44 0 2 8 139
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 119 0 0 4 232
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 2 939 3 8 37 2,582
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 2 116 0 1 10 637
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 1 263 0 0 9 746
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 1 99 0 1 4 248
Do oil price increases cause higher food prices? 0 0 1 138 1 1 7 266
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 2 2 3 175 2 2 10 596
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 0 7 39
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 0 10 87
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 0 11 47
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 1 6 0 0 11 23
Does the Fed Respond to Oil Price Shocks? 0 0 7 163 0 0 22 521
Energy Challenges in an Uncertain World 0 0 0 0 0 1 7 28
Estimating the Effect of a Gasoline Tax on Carbon Emissions 1 1 7 171 1 4 28 472
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 5 115 0 0 10 428
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 1 1 6 211
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 1 3 8 651 4 11 30 1,685
Facts and Fiction in Oil Market Modeling 0 0 2 33 0 1 18 102
Facts and Fiction in Oil Market Modeling 0 0 0 31 0 0 8 56
Facts and Fiction in Oil Market Modeling 0 0 2 28 1 1 14 65
Facts and fiction in oil market modeling 0 0 70 70 0 1 25 25
Forecasting the Price of Oil 0 0 3 341 2 4 20 694
Forecasting the Price of Oil 0 1 7 238 3 6 25 511
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 1 3 162 1 3 10 324
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 1 72 0 1 7 159
Forecasting the price of oil 0 0 1 283 0 1 11 652
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 0 133 1 2 6 336
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 2 2 7 208 2 6 21 288
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 2 5 96 3 5 12 311
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 2 2 113 0 2 6 156
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 2 127
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 1 3 227
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 0 0 2 631
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 2 349 0 1 10 1,081
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 36 0 1 6 76
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 1 5 159 1 5 21 369
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 1 3 40 1 4 23 71
Impulse Response Matching Estimators for DSGE Models 0 0 1 44 0 0 11 147
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 1 4 59
Impulse Response Matching Estimators for DSGE Models 0 0 0 59 0 0 7 83
Impulse response matching estimators for DSGE models 0 0 2 31 0 1 5 61
Impulse response matching estimators for DSGE models 0 0 0 94 0 1 4 165
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 8 1,141 0 3 29 6,779
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 2 1,154 0 0 9 3,856
Inference on Impulse Response Functions in Structural VAR Models 1 1 5 160 1 5 19 368
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 44 0 0 7 124
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 249 0 0 6 472
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 35 0 0 7 102
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 3 44 1 3 31 165
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 0 64 0 0 2 150
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 1 12 0 0 8 55
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 2 44 0 0 10 98
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 1 26 0 0 5 82
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 6 38 1 3 26 69
Joint Bayesian inference about impulse responses in VAR models 1 1 1 8 1 1 9 17
Joint Confidence Sets for Structural Impulse Responses 0 0 3 20 1 1 12 93
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 6 146
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? 1 2 2 75 2 4 13 136
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 2 7 87 2 6 23 193
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 1 23 1 5 19 108
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 2 8 53 0 3 25 283
Measuring Predictability: Theory And Macroeconomic Applications 0 0 2 126 1 1 9 563
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 0 7 1,174
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 2 375
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 1 3 625
Measuring predictability: theory and macroeconomic applications 0 0 0 165 0 2 4 729
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 55 0 0 3 118
Modeling Fluctuations in the Global Demand for Commodities 0 0 3 49 0 0 13 140
Monetary policy responses to oil price fluctuations 0 0 0 342 0 0 7 729
Nonlinearities in the Oil Price-Output Relationship 0 0 0 128 0 0 5 334
Nonlinearities in the oil price-output relationship 0 1 3 204 0 2 9 393
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 4 20 975 8 22 108 2,598
Oil Price Shocks, Monetary Policy and Stagflation 1 2 9 318 1 7 21 1,108
Oil Price Shocks: Causes and Consequences 0 2 19 549 2 8 57 1,272
Oil Prices, Exchange Rates and Interest Rates 1 2 6 212 3 12 73 1,784
Oil Prices, Exchange Rates and Interest Rates 0 1 2 22 0 1 14 75
Oil Prices, Exchange Rates and Interest Rates 0 5 17 199 3 21 60 861
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 4 13 1 2 13 33
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 1 6 24 2 6 33 63
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 2 5 14 0 2 11 30
Oil Shocks and External Balances 0 0 0 213 0 0 3 652
Oil Shocks and External Balances 0 0 1 225 0 0 7 624
Oil and the Macroeconomy Since the 1970s 0 0 2 458 2 2 12 1,038
Oil and the Macroeconomy Since the 1970s 0 0 1 929 0 2 8 2,129
Oil price volatility: Origins and effects 1 3 15 191 2 9 46 632
Oil prices, exchange rates and interest rates 0 1 4 25 0 3 17 35
Oil prices, exchange rates, and interest rates 1 2 4 41 5 7 29 94
Oil prices, gasoline prices and inflation expectations: A new model and new facts 1 1 2 12 1 3 10 17
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 0 0 2 698
On the Selection of Forecasting Models 0 1 2 332 0 1 6 1,272
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 195 0 0 3 756
On the selection of forecasting models 0 0 1 692 0 0 6 1,663
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 1 6 2,382
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 230 0 0 3 486
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 41 0 0 3 179
Pitfalls in estimating asymmetric effects of energy price shocks 0 1 4 208 2 3 15 460
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 123 0 0 5 604
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 0 0 2 382
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 4 0 0 2 852
Quantifying the Risk of Deflation 0 3 5 23 0 6 18 77
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 3 163 0 1 20 412
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 1 278 0 0 6 984
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 0 103 0 1 6 300
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 1 2 6 118 2 4 20 247
Real-Time Forecasts of the Real Price of Oil 0 5 7 146 2 13 23 362
Real-Time Forecasts of the Real Price of Oil 0 0 0 120 7 8 14 241
Recent Developments in Bootstrapping Time Series 0 1 4 12 0 4 10 43
Recent developments in bootstrapping time series 1 1 1 1,460 1 2 8 3,230
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 2 4 8 1,260
Retail Energy Prices and Consumer Expenditures 0 1 12 332 2 3 25 1,047
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 0 4 514
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 3 956
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 0 0 8 830
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 15 0 0 3 168
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 2 51 0 1 12 186
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 0 37 0 1 8 119
Structural Vector Autoregressions 3 9 39 871 5 17 76 1,604
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 1 88 1 1 7 543
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 0 0 2 598
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 122 4 5 11 366
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 1 114 1 2 9 464
The Econometrics of Oil Market VAR Models 0 1 6 45 0 8 45 153
The Econometrics of Oil Market VAR Models 0 2 5 73 2 8 28 75
The Econometrics of Oil Market VAR Models 0 0 1 26 0 0 9 44
The Economic Effects of Energy Price Shocks 1 2 9 783 4 5 26 2,123
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 0 4 557 0 4 15 1,663
The Impact of Oil Price Shocks on the U.S. Stock Market 1 5 23 1,403 6 13 68 4,075
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 2 14 14 2 5 21 21
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 10 10 1 2 19 19
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 5 5 0 2 9 9
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 66 0 0 1 152
The Impact of the Fracking Boom on Arab Oil Producers 0 0 2 34 0 0 6 124
The Impact of the Fracking Boom on Arab Oil Producers 0 0 2 84 0 1 12 94
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 1 3 4 113 1 6 28 358
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 3 72 1 1 8 159
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 28 0 1 11 37
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 30 0 0 5 42
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 1 42 0 1 7 102
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 18 0 0 6 58
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks 1 1 4 195 2 3 11 532
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 1 5 17 512 3 9 44 1,570
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 41 0 0 3 93
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 98 0 0 5 219
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 36 0 0 6 114
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 4 370 0 3 21 984
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 59 2 2 19 78
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 3 0 0 10 27
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 8 0 0 3 20
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 6 238 1 2 17 704
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 2 3 14 14 2 4 15 15
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 1 97 0 0 13 197
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 0 41 0 0 5 32
The role of oil price shocks in causing U.S. recessions 0 0 0 145 0 1 9 329
The role of the prior in estimating VAR models with sign restrictions 0 1 14 14 0 5 16 16
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 4 64
The uniform validity of impulse response inference in autoregressions 0 0 0 25 0 0 5 58
Time Series Analysis 1 1 1 140 1 4 14 368
Time Series Analysis 0 0 3 1,098 0 7 23 1,746
Understanding the Decline in the Price of Oil since June 2014 1 2 5 116 2 6 17 271
Understanding the Decline in the Price of Oil since June 2014 0 0 2 223 1 1 12 436
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 1 1 4 0 1 9 33
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 2 59 0 0 16 71
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 2 24 1 2 16 47
Understanding the decline in the price of oil since June 2014 1 1 3 313 2 2 11 541
Understanding the estimation of oil demand and oil supply elasticities 0 1 2 8 0 1 12 28
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 407 0 0 7 1,440
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 0 4 687
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 0 0 5 753
What Central Bankers Need to Know about Forecasting Oil Prices 1 1 2 104 1 2 6 181
What Central Bankers Need to Know about Forecasting Oil Prices 1 1 5 159 3 4 23 376
What Do We Learn from the Price of Crude Oil Futures? 1 2 8 559 3 6 33 1,789
When Do State-Dependent Local Projections Work? 2 58 58 58 5 16 16 16
When do state-dependent local projections work? 0 0 0 0 1 4 4 4
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 2 3 7 283 2 4 17 810
Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 1 109 0 0 7 371
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 2 434 2 4 18 1,732
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 1 1 3 613 1 2 6 1,627
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 1 1 573 7 11 15 1,261
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 1 723 0 10 30 1,656
Total Working Papers 46 200 823 39,129 169 532 3,039 127,095


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 6 395 0 2 14 920
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 3 5 40 1,244 8 23 157 3,217
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 2 12 0 0 7 47
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 0 0 0 0 3 9
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 3 17 1 2 11 87
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 1 137 4 5 15 344
Are there gains from pooling real-time oil price forecasts? 0 0 3 27 0 0 12 97
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 0 53 2 2 5 131
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 10 483
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 87 0 1 5 375
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 3 8 38 446 7 18 105 1,023
Comment 0 0 0 6 0 0 4 59
Comment 0 0 0 8 0 0 3 37
Confidence intervals for impulse responses under departures from normality 0 0 3 93 0 1 9 267
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 0 1 21 303
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 2 4 0 1 9 17
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 1 11 333
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 1 13 259 2 4 38 695
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 134 0 0 3 353
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 4 48 2 3 17 245
Do oil price increases cause higher food prices? 0 0 3 101 1 2 17 357
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 1 2 3 0 2 17 25
Does the Fed Respond to Oil Price Shocks? 1 2 11 162 3 5 28 419
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 0 0 16 401
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 1 511 0 1 6 1,141
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 2 13 53 912 4 27 123 1,977
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 7 88 1 4 28 436
Facts and fiction in oil market modeling 1 3 3 3 1 7 7 7
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 1 1 4 286 1 4 21 1,001
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 1 24 0 1 7 96
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 1 5 105 1 3 21 314
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 0 3 64
How Reliable Are Local Projection Estimators of Impulse Responses? 1 5 27 203 2 15 72 523
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 1 8 91 0 1 17 207
How accurate are confidence intervals for impulse responses in large VAR models? 0 1 2 111 0 1 4 283
How sensitive are consumer expenditures to retail energy prices? 5 11 66 450 9 24 159 1,074
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 0 3 444
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 5 5 1 1 17 17
Impulse response matching estimators for DSGE models 0 0 3 28 0 2 11 133
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 8 439 2 4 21 1,385
Inference on impulse response functions in structural VAR models 3 7 25 387 6 18 86 1,068
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 17 26 0 2 29 75
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 0 35 0 0 5 124
Joint confidence sets for structural impulse responses 0 0 3 30 1 6 19 137
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 1 2 36 0 2 13 129
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 1 2 7 40 2 4 26 133
Measuring predictability: theory and macroeconomic applications 0 0 0 218 0 0 3 825
Modeling fluctuations in the global demand for commodities 0 2 11 71 2 8 60 271
Monetary Policy Responses to Oil Price Fluctuations 0 4 12 204 1 6 29 475
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 2 3 3 87 2 6 13 224
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 2 2 131 0 5 14 302
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 3 12 47 1,647 14 52 200 4,356
Oil Price Shocks: Causes and Consequences 0 2 17 234 3 14 73 553
Oil and the Macroeconomy Since the 1970s 0 2 6 719 4 9 55 2,005
Oil prices, exchange rates and interest rates 2 2 2 2 4 5 5 5
Oil shocks and external balances 1 2 8 276 1 5 28 814
On the selection of forecasting models 0 0 3 253 0 1 13 536
Quantifying the Risk of Deflation 0 1 2 4 0 1 9 15
Quantifying the Risk of Deflation 0 0 0 84 0 3 9 262
Quantifying the speculative component in the real price of oil: The role of global oil inventories 1 7 29 263 4 19 72 726
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 186 0 0 3 728
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 1 1 9 122 4 8 32 293
Real-Time Forecasts of the Real Price of Oil 0 1 2 123 1 4 11 308
Recent Evolutions of Oil and Commodity Prices 0 0 1 75 0 0 3 145
Recent developments in bootstrapping time series 1 1 3 222 1 2 16 425
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 4 6 979
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 2 87 0 2 19 384
Small-Sample Confidence Intervals For Impulse Response Functions 1 10 42 1,119 5 19 104 2,916
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 3 11 44 2,179
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 0 0 9 215 0 7 40 537
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 3 110 0 0 14 818
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 2 0 0 5 7
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 3 16 228
The Economic Effects of Energy Price Shocks 2 4 19 264 7 13 77 1,326
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 1 2 144 0 3 8 455
The Impact of the Fracking Boom on Arab Oil Producers 1 1 6 107 2 6 35 372
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 8 61 1 5 25 190
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 1 0 1 2 2
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 0 3 11 201 2 11 45 615
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 3 45 2 6 19 147
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 6 195 1 2 23 550
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 1 3 466
The uniform validity of impulse response inference in autoregressions 2 2 10 25 2 4 36 91
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 40 0 0 3 137
Understanding the Decline in the Price of Oil since June 2014 0 0 2 119 1 5 26 350
Understanding the effects of exogenous oil supply shocks 0 0 1 1 0 1 4 18
Understanding the estimation of oil demand and oil supply elasticities 0 1 3 3 0 5 14 14
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 0 2 654
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 0 1 1 7 7
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 0 4 24 308 1 15 74 799
What do we learn from the price of crude oil futures? 0 0 10 660 4 10 58 1,759
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 8 601 4 7 48 1,492
Total Journal Articles 39 133 707 17,455 138 491 2,643 52,209


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 38 235 890
Structural Vector Autoregressive Analysis 0 0 0 0 5 20 91 416
Total Books 0 0 0 0 13 58 326 1,306


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 3 19 306 2 12 90 952
Forecasting the Price of Oil 5 16 57 296 11 45 160 839
Oil Price Shocks, Monetary Policy and Stagflation 3 6 18 308 6 15 60 889
Structural vector autoregressions 2 8 27 234 5 17 64 452
Total Chapters 10 33 121 1,144 24 89 374 3,132


Statistics updated 2022-09-05