Access Statistics for Lutz Kilian

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A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 1 1 2 543
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 0 22 0 2 18 100
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 10 39 3 5 32 109
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 0 30 0 0 10 75
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 2 232 0 0 14 1,047
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 0 0 9 580
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 3 855 3 3 18 5,460
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 1 17 1,502 2 7 70 3,421
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 1 0 2 6 6
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 3 3 2 2 9 9
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 11 11 0 0 12 12
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 2 90 0 0 9 211
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 2 474
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 43 0 4 13 117
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 39 1 3 18 125
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 22 1 2 11 108
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 0 34 1 2 15 127
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 22 0 1 8 101
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 1 54 1 6 18 176
Are There Gains from Pooling Real-Time Oil Price Forecasts? 1 1 1 41 1 2 10 119
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 1 48 1 2 23 140
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 28 0 1 3 76
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 1 155 1 1 8 384
Bagging Time Series Models 1 1 8 207 4 9 36 572
Bagging Time Series Models 0 0 0 217 0 1 8 791
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 3 15 301
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 3 306 1 3 17 1,193
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 4 300 2 9 27 1,122
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 138 0 1 10 405
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 0 5 554
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 0 220 0 2 18 685
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 1 7 861
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 1 7 282 3 5 26 772
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 24 0 0 7 25
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 22 1 1 4 37
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 10 0 2 7 45
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 1 2 13 47
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 5 26
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 1 1 2 66 1 3 7 340
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 2 73 3 4 12 270
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 1 3 60 1 6 32 167
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 31 0 0 6 90
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 1 1 10 188 3 8 44 591
Do Oil Price Increases Cause Higher Food Prices? 0 0 3 80 1 1 18 140
Do Oil Price Increases Cause Higher Food Prices? 0 0 3 41 3 4 31 120
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 119 0 1 5 227
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 8 937 4 10 37 2,524
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 1 2 112 0 1 11 619
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 1 6 262 1 3 19 727
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 3 98 1 2 14 242
Do oil price increases cause higher food prices? 0 0 4 137 1 2 15 255
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 1 171 0 1 5 582
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 1 1 6 35 2 3 22 58
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 11 1 4 13 25
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 1 13 13 2 18 31 31
Does the Fed Respond to Oil Price Shocks? 0 1 5 152 1 6 22 484
Energy Challenges in an Uncertain World 0 0 0 0 1 1 10 16
Estimating the Effect of a Gasoline Tax on Carbon Emissions 1 1 2 108 2 2 10 413
Estimating the Effect of a Gasoline Tax on Carbon Emissions 2 3 9 162 6 10 36 435
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 1 2 7 203
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 4 4 11 638 10 14 39 1,637
Facts and Fiction in Oil Market Modeling 0 0 3 29 3 5 27 39
Facts and Fiction in Oil Market Modeling 0 1 8 30 3 6 31 68
Facts and Fiction in Oil Market Modeling 0 0 9 25 1 4 28 40
Forecasting the Price of Oil 0 1 9 223 4 9 35 460
Forecasting the Price of Oil 0 2 10 336 2 7 39 654
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 2 5 156 3 5 30 306
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 1 1 70 0 3 15 149
Forecasting the price of oil 0 0 11 282 2 5 38 620
Forecasting the real price of oil in a changing world: A forecast combination approach 0 1 1 133 0 2 9 323
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 1 7 91 1 8 31 279
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 2 10 200 1 6 26 262
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 0 109 0 5 9 141
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 1 1 8 125
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 0 8 223
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 1 2 3 627
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 3 341 2 3 17 1,063
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 3 35 0 1 10 67
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 2 13 151 0 4 51 326
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 2 30 30 0 7 33 33
Impulse Response Matching Estimators for DSGE Models 0 1 3 40 3 5 19 127
Impulse Response Matching Estimators for DSGE Models 0 0 0 59 0 0 6 70
Impulse Response Matching Estimators for DSGE Models 0 0 1 20 0 1 8 52
Impulse response matching estimators for DSGE models 0 0 1 93 0 0 8 154
Impulse response matching estimators for DSGE models 0 1 1 29 0 1 6 52
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 2 14 1,126 3 9 45 6,727
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 2 1,151 1 3 19 3,838
Inference on Impulse Response Functions in Structural VAR Models 4 4 10 41 8 11 35 103
Inference on Impulse Response Functions in Structural VAR Models 1 2 6 249 3 7 21 459
Inference on Impulse Response Functions in Structural VAR Models 1 3 10 154 2 8 29 339
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 34 0 0 5 89
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 2 2 6 33 2 7 14 103
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 0 63 1 1 4 142
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 10 1 4 7 40
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 24 0 1 5 75
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 38 2 4 18 74
Is there a trend break in U.S. GNP? A macroeconomic perspective 0 0 0 176 0 2 6 1,441
Joint Bayesian Inference about Impulse Responses in VAR Models 1 2 26 26 1 4 14 14
Joint Confidence Sets for Structural Impulse Responses 0 0 0 79 1 1 6 134
Joint Confidence Sets for Structural Impulse Responses 0 0 3 13 1 2 8 64
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 1 13 53
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 1 73 0 0 8 120
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 0 5 73 3 9 37 154
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 4 22 43 4 20 119 226
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 2 6 21 2 5 27 77
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 123 0 3 26 549
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 1 5 372
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 1 1 621
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 196 1 2 7 1,165
Measuring predictability: theory and macroeconomic applications 0 0 0 165 0 3 7 722
Modeling Fluctuations in the Global Demand for Commodities 0 2 4 55 0 3 16 110
Modeling Fluctuations in the Global Demand for Commodities 0 1 6 44 0 5 32 109
Monetary policy responses to oil price fluctuations 0 0 2 340 2 4 16 715
Nonlinearities in the Oil Price-Output Relationship 0 0 1 127 0 3 13 325
Nonlinearities in the oil price-output relationship 0 1 4 201 0 4 19 374
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 4 19 938 10 28 106 2,412
Oil Price Shocks, Monetary Policy and Stagflation 0 0 5 305 1 2 19 1,080
Oil Price Shocks: Causes and Consequences 2 7 19 520 6 26 81 1,167
Oil Prices, Exchange Rates and Interest Rates 0 1 16 19 2 6 49 54
Oil Prices, Exchange Rates and Interest Rates 2 12 77 183 55 152 841 1,404
Oil Prices, Exchange Rates and Interest Rates 1 6 64 164 16 68 415 695
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 1 4 4 0 1 7 7
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 1 2 13 13 5 8 15 15
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 2 6 8 8 2 7 8 8
Oil Shocks and External Balances 0 0 4 213 0 5 14 641
Oil Shocks and External Balances 0 0 1 127 1 4 19 330
Oil Shocks and External Balances 0 0 0 221 1 1 8 607
Oil and the Macroeconomy Since the 1970s 0 1 7 928 1 3 32 2,111
Oil and the Macroeconomy Since the 1970s 0 1 2 456 0 1 26 1,018
Oil price volatility: Origins and effects 4 11 28 155 10 29 107 521
Oil prices, exchange rates, and interest rates 0 0 6 36 2 6 28 45
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 2 2 9 693
On the Selection of Forecasting Models 0 1 1 330 0 8 12 1,262
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 195 1 2 8 750
On the selection of forecasting models 0 2 4 687 1 7 19 1,639
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 2 5 19 2,369
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 229 0 1 8 478
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 39 0 2 8 169
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 9 196 0 4 22 425
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 0 0 11 374
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 4 0 2 7 843
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 1 123 0 0 9 596
Quantifying the Risk of Deflation 0 1 3 16 0 4 13 48
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 1 1 9 157 4 7 45 369
Quantifying the half-life of deviations from PPP: The role of economic priors 0 1 5 274 4 12 36 966
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 1 2 103 0 1 18 284
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 1 110 0 0 6 218
Real-Time Forecasts of the Real Price of Oil 0 2 2 135 2 6 23 319
Real-Time Forecasts of the Real Price of Oil 0 1 2 120 0 2 9 224
Recent Developments in Bootstrapping Time Series 1 2 5 7 1 3 13 28
Recent developments in bootstrapping time series 1 2 3 1,453 4 7 18 3,195
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 2 2 9 1,250
Retail Energy Prices and Consumer Expenditures 0 2 3 317 1 7 21 1,005
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 2 87 0 1 10 509
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 1 3 8 952
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 2 15 820
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 1 2 15 0 1 5 160
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 1 5 47 2 5 33 166
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 1 6 37 1 5 23 106
Structural Vector Autoregressions 3 12 56 812 10 30 116 1,462
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 86 0 2 9 528
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 2 2 10 589
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 3 122 1 1 14 349
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 113 0 1 8 447
The Econometrics of Oil Market VAR Models 0 0 24 24 1 3 24 24
The Econometrics of Oil Market VAR Models 0 3 31 31 4 17 73 73
The Econometrics of Oil Market VAR Models 0 0 67 67 1 3 36 36
The Economic Effects of Energy Price Shocks 0 1 11 772 1 15 66 2,069
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 1 2 552 0 5 18 1,642
The Impact of Oil Price Shocks on the U.S. Stock Market 7 15 33 1,364 13 34 149 3,946
The Impact of the Fracking Boom on Arab Oil Producers 0 0 6 79 0 2 19 70
The Impact of the Fracking Boom on Arab Oil Producers 0 0 2 66 0 0 14 146
The Impact of the Fracking Boom on Arab Oil Producers 0 1 4 32 0 2 16 114
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 2 4 21 94 5 22 64 290
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 11 66 0 4 28 141
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 2 4 25 0 3 14 16
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 5 41 0 1 13 93
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 2 17 0 0 10 43
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 3 29 0 2 15 34
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 7 187 2 8 19 508
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 1 3 17 491 2 6 68 1,504
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 1 41 0 0 8 83
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 97 2 4 13 208
The Role of Oil Price Shocks in Causing U.S. Recessions 0 2 4 35 0 3 10 102
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 1 11 360 1 10 38 944
The Role of the Prior in Estimating VAR Models with Sign Restrictions 45 45 45 45 35 35 35 35
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 5 7 0 0 11 14
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 232 1 4 11 677
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 3 93 1 4 19 170
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 2 41 1 1 11 24
The role of oil price shocks in causing U.S. recessions 0 1 3 141 0 3 30 303
The uniform validity of impulse response inference in autoregressions 0 0 3 51 1 3 22 53
The uniform validity of impulse response inference in autoregressions 0 0 7 24 0 2 23 48
Time Series Analysis 0 2 5 1,094 1 7 19 1,709
Time Series Analysis 1 1 3 139 2 6 15 341
Understanding the Decline in the Price of Oil since June 2014 0 1 9 106 2 7 29 235
Understanding the Decline in the Price of Oil since June 2014 0 0 6 217 4 11 37 408
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 2 19 19 19 5 15 17 17
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 1 49 54 54 4 21 29 29
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 1 1 1 1 11 14 14
Understanding the decline in the price of oil since June 2014 0 0 8 307 1 4 24 517
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 406 1 5 12 1,421
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 312 1 2 3 680
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 2 3 7 746
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 5 154 1 3 25 337
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 2 101 1 1 10 168
What Do We Learn from the Price of Crude Oil Futures? 1 1 8 549 2 9 52 1,735
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 2 3 14 270 3 6 48 772
Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 0 106 1 2 10 361
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 5 431 2 13 69 1,694
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 3 610 2 3 29 1,614
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 3 572 2 2 28 1,242
Why is it so difficult to beat the random walk forecast of exchange rates? 0 1 2 721 1 6 31 1,612
Total Working Papers 105 311 1,314 37,881 406 1,226 5,820 121,515


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 3 7 389 4 13 29 904
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 1 4 26 1,170 5 26 127 2,899
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 8 0 1 8 36
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 0 0 0 1 2 4
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 12 2 3 15 57
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 2 11 133 2 10 30 314
Are there gains from pooling real-time oil price forecasts? 0 0 2 22 1 3 12 73
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 1 53 0 0 3 122
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 3 10 470
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 85 2 3 9 368
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 3 10 45 382 7 24 105 846
Comment 0 0 0 6 0 1 7 54
Comment 0 0 0 8 3 3 7 33
Confidence intervals for impulse responses under departures from normality 0 0 3 87 0 2 11 247
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 1 78 0 0 3 280
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 2 7 24 264
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 1 1 1 1 3 3 3
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 1 1 9 317
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 3 8 19 234 3 17 59 624
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 2 134 0 1 11 348
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 2 10 41 4 12 31 215
Do oil price increases cause higher food prices? 0 2 10 96 0 3 46 326
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 0 0 0 0 2 2 2
Does the Fed Respond to Oil Price Shocks? 0 0 12 144 2 14 41 369
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 0 0 20 376
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 1 1 5 509 4 7 25 1,125
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 3 8 37 839 8 24 94 1,811
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 10 70 1 4 27 383
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 1 2 12 282 1 6 26 970
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 22 0 0 8 80
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 3 97 1 6 30 278
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 25 0 0 5 60
How Reliable Are Local Projection Estimators of Impulse Responses? 2 8 39 164 5 24 92 411
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 1 6 79 1 2 19 177
How accurate are confidence intervals for impulse responses in large VAR models? 0 1 2 108 0 2 4 277
How sensitive are consumer expenditures to retail energy prices? 2 4 35 364 6 21 91 864
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 1 5 435
Impulse response matching estimators for DSGE models 1 1 3 23 2 8 26 106
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 9 427 2 5 33 1,343
Inference on impulse response functions in structural VAR models 2 7 34 333 8 25 107 896
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 5 0 2 9 38
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 2 35 0 0 4 115
Joint confidence sets for structural impulse responses 0 0 1 20 0 3 13 104
Lower Oil Prices and the U.S. Economy: Is This Time Different? 1 2 6 33 3 7 25 104
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 3 16 27 3 18 59 85
Measuring predictability: theory and macroeconomic applications 0 0 0 218 0 1 4 819
Modeling fluctuations in the global demand for commodities 3 6 31 48 9 29 100 169
Monetary Policy Responses to Oil Price Fluctuations 0 1 12 189 1 7 43 430
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 1 2 84 0 3 8 206
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 1 1 2 127 2 7 17 271
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 6 15 54 1,566 36 77 289 3,967
Oil Price Shocks: Causes and Consequences 1 4 18 202 2 13 47 434
Oil and the Macroeconomy Since the 1970s 0 0 7 709 3 11 68 1,915
Oil shocks and external balances 2 5 13 258 3 11 43 756
On the selection of forecasting models 0 0 1 245 1 4 12 510
Quantifying the Risk of Deflation 0 0 0 84 1 3 8 248
Quantifying the Risk of Deflation 0 1 1 1 1 3 3 3
Quantifying the speculative component in the real price of oil: The role of global oil inventories 1 2 34 224 4 10 98 603
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 186 0 0 4 722
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 8 104 0 1 18 239
Real-Time Forecasts of the Real Price of Oil 0 1 2 121 0 4 11 287
Recent Evolutions of Oil and Commodity Prices 0 0 4 72 2 4 12 134
Recent developments in bootstrapping time series 1 2 11 210 3 6 25 388
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 1 10 968
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 2 3 7 84 2 6 28 349
Small-Sample Confidence Intervals For Impulse Response Functions 2 8 46 1,053 10 24 131 2,742
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 1 8 151
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 5 16 53 804 13 39 151 2,072
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 1 2 18 198 2 8 66 468
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 1 106 2 6 31 789
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 1 1 1 0 2 2 2
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 4 18 204
The Economic Effects of Energy Price Shocks 1 6 25 229 5 29 102 1,181
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 1 2 3 140 2 3 9 442
The Impact of the Fracking Boom on Arab Oil Producers 2 11 40 86 8 31 114 286
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 3 7 43 0 8 30 131
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 12 179 5 12 44 535
The Role of Oil Price Shocks in Causing U.S. Recessions 0 1 4 40 0 4 13 118
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 3 25 184 1 9 65 500
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 1 3 11 460
The uniform validity of impulse response inference in autoregressions 0 1 9 9 3 9 36 36
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 38 2 4 9 130
Understanding the Decline in the Price of Oil since June 2014 0 2 13 106 3 21 66 301
Understanding the effects of exogenous oil supply shocks 0 0 0 0 0 0 2 9
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 5 19 641
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 3 78 2 3 14 170
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 2 8 59 263 12 27 150 671
What do we learn from the price of crude oil futures? 2 5 23 644 4 15 107 1,660
Why is it so difficult to beat the random walk forecast of exchange rates? 0 3 32 576 5 11 91 1,402
Total Journal Articles 56 188 954 16,310 234 797 3,463 47,732


Book File Downloads Abstract Views
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Structural Vector Autoregressive Analysis 0 0 0 0 18 39 278 500
Structural Vector Autoregressive Analysis 0 0 0 0 9 24 169 272
Total Books 0 0 0 0 27 63 447 772


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 2 5 25 279 14 37 120 791
Forecasting the Price of Oil 1 11 55 214 9 36 180 578
Oil Price Shocks, Monetary Policy and Stagflation 0 0 8 286 3 9 47 809
Structural vector autoregressions 1 5 32 196 4 11 63 366
Total Chapters 4 21 120 975 30 93 410 2,544


Statistics updated 2021-01-03