| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
0 |
0 |
0 |
20 |
12 |
20 |
30 |
56 |
| A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
1 |
1 |
1 |
4 |
2 |
5 |
13 |
22 |
| A Direct test of the Emerging Consensus about Long-Run PPP |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
555 |
| A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil |
1 |
1 |
1 |
29 |
2 |
3 |
16 |
134 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
0 |
0 |
56 |
2 |
4 |
21 |
195 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
1 |
2 |
3 |
41 |
3 |
7 |
28 |
127 |
| A Monetary Explanation Of The Great Stagflation Of The 1970s |
0 |
0 |
1 |
236 |
0 |
8 |
19 |
1,098 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
1 |
868 |
0 |
25 |
36 |
5,561 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
0 |
1 |
2 |
7 |
16 |
617 |
| A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
0 |
0 |
9 |
1,552 |
2 |
7 |
38 |
3,582 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
9 |
0 |
0 |
9 |
40 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
2 |
1 |
4 |
11 |
34 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
1 |
1 |
16 |
0 |
7 |
17 |
49 |
| A broader perspective on the inflationary effects of energy price shocks |
0 |
1 |
2 |
18 |
0 |
6 |
16 |
33 |
| A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
0 |
95 |
0 |
0 |
8 |
245 |
| A quantitative model of the oil tanker market in the Arabian Gulf |
0 |
0 |
0 |
8 |
0 |
3 |
9 |
31 |
| Analyzing Unit Root Tests in Finite Samples Using Power Profiles |
0 |
0 |
0 |
0 |
0 |
5 |
29 |
510 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
48 |
6 |
15 |
22 |
166 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
23 |
0 |
1 |
16 |
155 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
1 |
1 |
47 |
1 |
12 |
21 |
194 |
| Anticipation, tax avoidance, and the price elasticity of gasoline demand |
0 |
0 |
0 |
37 |
1 |
5 |
18 |
172 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
1 |
63 |
1 |
8 |
17 |
225 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
0 |
24 |
0 |
6 |
17 |
132 |
| Are There Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
1 |
2 |
50 |
2 |
10 |
19 |
158 |
| Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
0 |
0 |
0 |
49 |
0 |
5 |
20 |
175 |
| Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
1 |
30 |
2 |
4 |
19 |
107 |
| Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
0 |
155 |
0 |
2 |
8 |
398 |
| Bagging Time Series Models |
0 |
0 |
3 |
226 |
0 |
2 |
10 |
672 |
| Bagging Time Series Models |
0 |
0 |
2 |
229 |
0 |
5 |
21 |
872 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
1 |
1 |
97 |
0 |
4 |
13 |
332 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
1 |
141 |
0 |
2 |
24 |
448 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
1 |
304 |
1 |
3 |
16 |
1,183 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
1 |
321 |
0 |
1 |
16 |
1,261 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
252 |
0 |
3 |
7 |
568 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
2 |
225 |
0 |
2 |
20 |
723 |
| Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
0 |
0 |
1 |
30 |
1 |
2 |
11 |
32 |
| Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
16 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
13 |
2 |
3 |
17 |
46 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
22 |
2 |
4 |
10 |
45 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
1 |
0 |
4 |
7 |
30 |
| Container trade and the U.S. recovery |
0 |
0 |
0 |
29 |
2 |
11 |
22 |
44 |
| Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
4 |
14 |
880 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? |
1 |
3 |
8 |
312 |
5 |
14 |
40 |
870 |
| 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 |
0 |
3 |
8 |
57 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
25 |
0 |
1 |
9 |
50 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
4 |
10 |
69 |
| Did the renewable fuel standard shift market expectations of the price of ethanol? |
0 |
0 |
0 |
13 |
0 |
4 |
21 |
56 |
| Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
67 |
1 |
4 |
11 |
359 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
0 |
1 |
86 |
2 |
11 |
54 |
361 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
32 |
0 |
3 |
118 |
228 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
1 |
1 |
67 |
0 |
7 |
24 |
235 |
| Do Local Projections Solve the Bias Problem in Impulse Response Inference? |
0 |
0 |
4 |
217 |
2 |
9 |
28 |
681 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
1 |
49 |
1 |
12 |
22 |
175 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
1 |
87 |
7 |
39 |
69 |
254 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
1 |
122 |
0 |
6 |
17 |
256 |
| Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
0 |
941 |
7 |
15 |
30 |
2,665 |
| Do actions speak louder than words? Household expectations of inflation based on micro consumption data |
0 |
0 |
0 |
119 |
0 |
4 |
12 |
660 |
| Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
0 |
1 |
268 |
0 |
6 |
22 |
781 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
0 |
0 |
100 |
2 |
2 |
17 |
269 |
| Do oil price increases cause higher food prices? |
0 |
0 |
0 |
141 |
3 |
15 |
73 |
354 |
| Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
0 |
0 |
182 |
0 |
10 |
22 |
630 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
1 |
1 |
38 |
0 |
6 |
16 |
107 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
12 |
1 |
5 |
13 |
55 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
13 |
3 |
9 |
32 |
85 |
| Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? |
1 |
2 |
3 |
10 |
19 |
60 |
107 |
137 |
| Does the Fed Respond to Oil Price Shocks? |
0 |
1 |
6 |
178 |
4 |
33 |
49 |
606 |
| Energy Challenges in an Uncertain World |
1 |
1 |
1 |
1 |
2 |
2 |
5 |
38 |
| Estimating Macroeconomic News and Surprise Shocks |
1 |
1 |
3 |
41 |
2 |
8 |
24 |
48 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
0 |
120 |
0 |
3 |
16 |
468 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
0 |
0 |
181 |
0 |
1 |
24 |
543 |
| 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 |
3 |
669 |
0 |
9 |
40 |
1,762 |
| Facts and Fiction in Oil Market Modeling |
0 |
1 |
1 |
31 |
1 |
3 |
30 |
101 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
1 |
32 |
0 |
4 |
20 |
80 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
1 |
35 |
0 |
5 |
13 |
122 |
| Facts and fiction in oil market modeling |
0 |
0 |
1 |
75 |
1 |
4 |
15 |
52 |
| Forecasting the Price of Oil |
0 |
0 |
1 |
353 |
0 |
4 |
36 |
788 |
| Forecasting the Price of Oil |
1 |
1 |
2 |
261 |
2 |
4 |
30 |
593 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
1 |
75 |
0 |
2 |
17 |
190 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
1 |
2 |
3 |
166 |
2 |
7 |
30 |
379 |
| Forecasting the price of oil |
0 |
0 |
3 |
291 |
0 |
5 |
51 |
742 |
| Forecasting the real price of oil in a changing world: A forecast combination approach |
0 |
0 |
0 |
138 |
2 |
6 |
14 |
365 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
1 |
2 |
6 |
118 |
3 |
15 |
53 |
433 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
0 |
209 |
0 |
3 |
13 |
311 |
| Forty years of oil price fluctuations: Why the price of oil may still surprise us |
1 |
1 |
1 |
117 |
1 |
8 |
25 |
197 |
| Frequentist Inference in Weakly Identified DSGE Models |
0 |
0 |
0 |
35 |
2 |
5 |
13 |
142 |
| Frequentist inference in weakly identified DSGE models |
0 |
0 |
1 |
110 |
0 |
3 |
14 |
244 |
| Geopolitical Oil Price Risk and Economic Fluctuations |
1 |
2 |
7 |
14 |
12 |
46 |
82 |
113 |
| Geopolitical Oil Price Risk and Economic Fluctuations |
0 |
1 |
5 |
8 |
0 |
15 |
33 |
41 |
| Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline |
1 |
1 |
4 |
7 |
2 |
13 |
25 |
39 |
| 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 |
8 |
27 |
43 |
66 |
| 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 |
1 |
6 |
26 |
58 |
| Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
1 |
1 |
3 |
30 |
2 |
15 |
32 |
61 |
| How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
643 |
| How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation |
1 |
1 |
3 |
361 |
2 |
2 |
17 |
1,137 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
1 |
1 |
163 |
0 |
5 |
17 |
398 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
1 |
37 |
0 |
3 |
9 |
91 |
| How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
1 |
3 |
25 |
2 |
10 |
25 |
51 |
| How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
0 |
0 |
1 |
6 |
17 |
19 |
| Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
0 |
1 |
44 |
1 |
7 |
20 |
108 |
| Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions |
0 |
0 |
1 |
27 |
1 |
3 |
20 |
38 |
| Impulse Response Matching Estimators for DSGE Models |
1 |
1 |
1 |
46 |
2 |
7 |
14 |
172 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
3 |
63 |
1 |
3 |
17 |
115 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
20 |
0 |
1 |
4 |
71 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
1 |
34 |
0 |
4 |
11 |
78 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
0 |
95 |
0 |
2 |
9 |
177 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
1 |
1,144 |
1 |
10 |
47 |
6,842 |
| In-sample or out-of-sample tests of predictability: which one should we use? |
0 |
0 |
0 |
1,157 |
1 |
3 |
12 |
3,881 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
3 |
254 |
0 |
3 |
30 |
513 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
47 |
0 |
4 |
25 |
160 |
| Inference on Impulse Response Functions in Structural VAR Models |
0 |
1 |
2 |
164 |
0 |
4 |
26 |
403 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
1 |
37 |
1 |
1 |
13 |
120 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
1 |
1 |
49 |
0 |
5 |
29 |
207 |
| Inside the crystal ball: New approaches to predicting the gasoline price at the pump |
0 |
0 |
0 |
66 |
0 |
3 |
11 |
170 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
1 |
1 |
14 |
1 |
10 |
17 |
84 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
45 |
0 |
4 |
14 |
120 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
93 |
| Is there a trend break in U.S. GNP? A macroeconomic perspective |
0 |
0 |
0 |
176 |
0 |
3 |
12 |
1,462 |
| Joint Bayesian Inference about Impulse Responses in VAR Models |
0 |
0 |
0 |
40 |
1 |
6 |
13 |
89 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
0 |
10 |
0 |
1 |
19 |
43 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
80 |
0 |
4 |
10 |
162 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
20 |
0 |
1 |
9 |
66 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
21 |
0 |
2 |
12 |
113 |
| Jointly Estimating Macroeconomic News and Surprise Shocks |
0 |
0 |
0 |
2 |
1 |
2 |
12 |
19 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
1 |
1 |
78 |
2 |
8 |
20 |
173 |
| Lower Oil Prices and the U.S. Economy: Is this Time Different? |
0 |
1 |
3 |
98 |
2 |
10 |
21 |
252 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
2 |
0 |
4 |
17 |
26 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
92 |
1 |
7 |
14 |
51 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
4 |
0 |
5 |
14 |
27 |
| Macroeconomic responses to uncertainty shocks: The perils of recursive orderings |
0 |
0 |
2 |
2 |
2 |
8 |
21 |
23 |
| Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks |
1 |
20 |
20 |
20 |
2 |
12 |
12 |
12 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
1 |
58 |
2 |
6 |
28 |
347 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
0 |
28 |
1 |
4 |
24 |
156 |
| Measuring Predictability: Theory And Macroeconomic Applications |
0 |
0 |
0 |
127 |
0 |
0 |
15 |
583 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
1 |
3 |
12 |
389 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
3 |
15 |
647 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
1 |
5 |
15 |
1,190 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
166 |
0 |
7 |
18 |
763 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
1 |
17 |
0 |
4 |
19 |
25 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
0 |
57 |
0 |
2 |
9 |
165 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
0 |
59 |
0 |
5 |
15 |
142 |
| Monetary policy responses to oil price fluctuations |
0 |
0 |
2 |
350 |
2 |
10 |
32 |
779 |
| Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
0 |
129 |
0 |
2 |
21 |
361 |
| Nonlinearities in the oil price-output relationship |
0 |
0 |
0 |
204 |
1 |
4 |
17 |
425 |
| Nonparametric Local Projections |
1 |
1 |
2 |
35 |
1 |
8 |
36 |
60 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
7 |
13 |
24 |
1,048 |
11 |
44 |
94 |
2,858 |
| Oil Price Shocks and Inflation |
0 |
4 |
5 |
37 |
22 |
75 |
129 |
189 |
| Oil Price Shocks and Inflation |
0 |
0 |
0 |
4 |
2 |
9 |
23 |
29 |
| Oil Price Shocks, Monetary Policy and Stagflation |
0 |
0 |
2 |
339 |
9 |
47 |
64 |
1,212 |
| Oil Price Shocks: Causes and Consequences |
3 |
5 |
14 |
594 |
9 |
33 |
70 |
1,443 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
1 |
216 |
0 |
5 |
40 |
1,850 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
1 |
2 |
30 |
2 |
33 |
54 |
143 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
1 |
3 |
211 |
4 |
11 |
26 |
940 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
1 |
30 |
0 |
10 |
41 |
133 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
1 |
3 |
16 |
1 |
6 |
20 |
62 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
1 |
3 |
18 |
0 |
5 |
18 |
53 |
| Oil Shocks and External Balances |
0 |
0 |
0 |
227 |
0 |
4 |
14 |
649 |
| Oil Shocks and External Balances |
0 |
0 |
0 |
215 |
1 |
7 |
18 |
681 |
| Oil and the Macroeconomy Since the 1970s |
1 |
1 |
1 |
933 |
3 |
9 |
26 |
2,171 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
0 |
458 |
0 |
5 |
22 |
1,070 |
| Oil price volatility: Origins and effects |
0 |
4 |
14 |
238 |
4 |
34 |
76 |
811 |
| Oil prices, exchange rates and interest rates |
0 |
2 |
7 |
37 |
2 |
9 |
29 |
83 |
| Oil prices, exchange rates, and interest rates |
0 |
0 |
1 |
54 |
1 |
8 |
18 |
161 |
| Oil prices, gasoline prices and inflation expectations: A new model and new facts |
0 |
0 |
1 |
13 |
1 |
8 |
24 |
58 |
| On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
711 |
| On the Selection of Forecasting Models |
0 |
0 |
0 |
334 |
0 |
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 |
5 |
10 |
1,683 |
| Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
0 |
0 |
0 |
2 |
0 |
6 |
18 |
2,413 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
42 |
0 |
3 |
16 |
204 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
232 |
1 |
4 |
18 |
514 |
| Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
1 |
2 |
211 |
1 |
6 |
40 |
513 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
395 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
124 |
2 |
5 |
15 |
624 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
4 |
0 |
3 |
10 |
862 |
| Quantifying the Risk of Deflation |
0 |
0 |
1 |
30 |
1 |
2 |
13 |
116 |
| Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
0 |
0 |
0 |
166 |
0 |
8 |
27 |
457 |
| Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
0 |
0 |
278 |
2 |
5 |
17 |
1,004 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
4 |
135 |
1 |
13 |
29 |
317 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
0 |
104 |
1 |
1 |
8 |
313 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
1 |
5 |
183 |
1 |
13 |
50 |
507 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
0 |
123 |
0 |
2 |
8 |
264 |
| Recent Developments in Bootstrapping Time Series |
0 |
0 |
1 |
21 |
1 |
2 |
12 |
67 |
| Recent developments in bootstrapping time series |
0 |
0 |
0 |
1,466 |
0 |
2 |
22 |
3,266 |
| Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
1,283 |
| Retail Energy Prices and Consumer Expenditures |
0 |
2 |
5 |
353 |
0 |
6 |
22 |
1,112 |
| Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate |
0 |
0 |
0 |
87 |
0 |
1 |
3 |
522 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work |
0 |
0 |
0 |
151 |
1 |
3 |
14 |
972 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate |
0 |
0 |
0 |
0 |
1 |
4 |
16 |
849 |
| Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work |
0 |
0 |
0 |
16 |
0 |
1 |
14 |
187 |
| State-Dependent Local Projections |
1 |
1 |
3 |
90 |
2 |
10 |
35 |
74 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
2 |
4 |
58 |
1 |
7 |
26 |
229 |
| Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S |
0 |
0 |
0 |
37 |
0 |
2 |
9 |
132 |
| Structural Vector Autoregressions |
1 |
2 |
17 |
967 |
1 |
9 |
45 |
1,833 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
0 |
91 |
1 |
3 |
13 |
567 |
| The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas |
0 |
0 |
0 |
97 |
0 |
7 |
13 |
613 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
125 |
0 |
2 |
12 |
411 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
115 |
1 |
5 |
13 |
489 |
| The Conventional Impulse Response Prior in VAR Models with Sign Restrictions |
0 |
0 |
15 |
15 |
1 |
2 |
26 |
26 |
| The Econometrics of Oil Market VAR Models |
0 |
2 |
2 |
92 |
1 |
10 |
117 |
242 |
| The Econometrics of Oil Market VAR Models |
0 |
0 |
1 |
38 |
1 |
2 |
29 |
102 |
| The Econometrics of Oil Market VAR Models |
1 |
2 |
5 |
65 |
2 |
12 |
32 |
247 |
| The Economic Effects of Energy Price Shocks |
1 |
1 |
2 |
821 |
2 |
13 |
34 |
2,267 |
| The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
0 |
1 |
2 |
572 |
4 |
16 |
43 |
1,731 |
| The Impact of Oil Price Shocks on the U.S. Stock Market |
2 |
10 |
34 |
1,491 |
33 |
161 |
305 |
4,577 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
1 |
1 |
28 |
4 |
32 |
71 |
141 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
1 |
1 |
1 |
11 |
2 |
6 |
14 |
41 |
| The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
2 |
3 |
16 |
0 |
5 |
18 |
50 |
| The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
0 |
1 |
20 |
3 |
19 |
47 |
72 |
| The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
0 |
1 |
4 |
0 |
4 |
21 |
26 |
| The Impact of the 2026 Iran War on U.S. Inflation: A Scenario Analysis |
3 |
29 |
29 |
29 |
34 |
64 |
64 |
64 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
1 |
37 |
1 |
5 |
16 |
147 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
0 |
67 |
0 |
1 |
10 |
170 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
89 |
2 |
5 |
15 |
121 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
1 |
1 |
122 |
2 |
21 |
72 |
478 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
1 |
77 |
4 |
20 |
35 |
211 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
42 |
0 |
3 |
14 |
117 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
29 |
0 |
5 |
15 |
57 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
1 |
19 |
0 |
5 |
14 |
73 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
2 |
3 |
35 |
0 |
8 |
17 |
69 |
| 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 |
0 |
4 |
19 |
558 |
| The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
0 |
8 |
11 |
565 |
4 |
23 |
75 |
1,760 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
42 |
0 |
3 |
13 |
109 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
1 |
3 |
41 |
6 |
33 |
39 |
160 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
1 |
1 |
105 |
2 |
39 |
63 |
306 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
0 |
376 |
0 |
4 |
17 |
1,033 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
1 |
8 |
1 |
3 |
16 |
54 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
0 |
0 |
0 |
64 |
0 |
6 |
16 |
109 |
| The Uniform Validity of Impulse Response Inference in Autoregressions |
0 |
0 |
0 |
10 |
0 |
2 |
15 |
40 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
1 |
246 |
0 |
4 |
11 |
735 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 |
0 |
0 |
1 |
19 |
1 |
12 |
35 |
68 |
| The impact of the shale oil revolution on U.S. oil and gasoline prices |
1 |
1 |
1 |
102 |
10 |
25 |
42 |
250 |
| The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
0 |
0 |
42 |
0 |
3 |
14 |
50 |
| The role of oil price shocks in causing U.S. recessions |
0 |
0 |
0 |
146 |
1 |
11 |
29 |
365 |
| The role of the prior in estimating VAR models with sign restrictions |
0 |
0 |
1 |
21 |
1 |
4 |
19 |
65 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
51 |
1 |
3 |
10 |
77 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
1 |
28 |
1 |
3 |
13 |
78 |
| Time Series Analysis |
1 |
1 |
4 |
1,109 |
1 |
2 |
13 |
1,800 |
| Time Series Analysis |
0 |
0 |
1 |
145 |
0 |
2 |
11 |
399 |
| Understanding the Decline in the Price of Oil since June 2014 |
1 |
1 |
1 |
235 |
3 |
8 |
55 |
537 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
2 |
9 |
144 |
0 |
10 |
38 |
362 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
64 |
1 |
11 |
27 |
112 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
1 |
1 |
29 |
1 |
10 |
20 |
81 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
1 |
1 |
5 |
2 |
7 |
24 |
64 |
| Understanding the decline in the price of oil since June 2014 |
0 |
0 |
1 |
317 |
0 |
5 |
25 |
580 |
| Understanding the estimation of oil demand and oil supply elasticities |
0 |
1 |
2 |
16 |
2 |
18 |
40 |
83 |
| Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
409 |
0 |
4 |
18 |
1,468 |
| Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
1 |
5 |
14 |
707 |
| Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective |
0 |
0 |
0 |
1 |
1 |
4 |
19 |
775 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
1 |
1 |
111 |
1 |
6 |
18 |
209 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
1 |
170 |
0 |
13 |
26 |
442 |
| What Do We Learn from the Price of Crude Oil Futures? |
2 |
4 |
4 |
576 |
4 |
18 |
55 |
1,908 |
| When Do State-Dependent Local Projections Work? |
0 |
0 |
0 |
72 |
3 |
11 |
22 |
83 |
| When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
1 |
1 |
1 |
2 |
2 |
4 |
11 |
15 |
| When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
0 |
0 |
1 |
24 |
0 |
0 |
16 |
79 |
| When do state-dependent local projections work? |
0 |
0 |
0 |
5 |
0 |
5 |
11 |
40 |
| Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
0 |
3 |
4 |
308 |
4 |
15 |
34 |
890 |
| 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 |
1 |
13 |
23 |
399 |
| Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
439 |
0 |
6 |
18 |
1,764 |
| Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
615 |
1 |
6 |
18 |
1,659 |
| Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
576 |
0 |
3 |
27 |
1,359 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
1 |
725 |
1 |
7 |
17 |
1,731 |
| Total Working Papers |
45 |
185 |
457 |
41,272 |
428 |
2,281 |
6,651 |
138,970 |
| 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 |
3 |
8 |
427 |
2 |
10 |
28 |
1,007 |
| A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
2 |
7 |
26 |
1,328 |
8 |
26 |
125 |
3,570 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
1 |
1 |
1 |
5 |
16 |
19 |
| A broader perspective on the inflationary effects of energy price shocks |
0 |
1 |
3 |
19 |
2 |
27 |
60 |
109 |
| ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS |
0 |
1 |
1 |
17 |
1 |
4 |
17 |
74 |
| Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
0 |
0 |
0 |
3 |
1 |
3 |
13 |
31 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
23 |
3 |
10 |
26 |
140 |
| Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
0 |
0 |
1 |
154 |
1 |
9 |
27 |
426 |
| Are there gains from pooling real-time oil price forecasts? |
0 |
0 |
2 |
56 |
1 |
6 |
21 |
172 |
| Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
1 |
3 |
66 |
2 |
5 |
44 |
198 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
99 |
0 |
6 |
12 |
498 |
| Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models |
0 |
0 |
0 |
88 |
0 |
2 |
11 |
388 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
9 |
534 |
2 |
11 |
60 |
1,245 |
| Comment |
0 |
0 |
0 |
7 |
1 |
3 |
12 |
75 |
| Comment |
0 |
0 |
0 |
8 |
0 |
3 |
9 |
49 |
| Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” |
0 |
0 |
0 |
3 |
0 |
3 |
10 |
25 |
| Confidence intervals for impulse responses under departures from normality |
1 |
1 |
2 |
103 |
2 |
7 |
23 |
306 |
| Container Trade and the U.S. Recovery |
0 |
0 |
0 |
4 |
1 |
5 |
18 |
50 |
| DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
0 |
79 |
0 |
5 |
12 |
302 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
8 |
19 |
60 |
426 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
1 |
2 |
12 |
357 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
9 |
2 |
6 |
14 |
46 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
0 |
1 |
276 |
0 |
6 |
28 |
799 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
3 |
139 |
0 |
5 |
22 |
387 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
0 |
0 |
65 |
0 |
8 |
23 |
306 |
| Do oil price increases cause higher food prices? |
0 |
0 |
4 |
118 |
2 |
15 |
29 |
433 |
| Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
0 |
0 |
4 |
12 |
3 |
36 |
55 |
96 |
| Does the Fed Respond to Oil Price Shocks? |
1 |
3 |
15 |
216 |
4 |
16 |
49 |
573 |
| Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
1 |
7 |
34 |
481 |
| Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
0 |
0 |
0 |
514 |
1 |
4 |
18 |
1,172 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
4 |
14 |
39 |
1,042 |
16 |
54 |
161 |
2,334 |
| 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 |
0 |
3 |
13 |
20 |
| Facts and fiction in oil market modeling |
0 |
1 |
4 |
19 |
1 |
10 |
25 |
66 |
| Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
1 |
2 |
2 |
297 |
1 |
6 |
17 |
1,040 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
3 |
8 |
41 |
2 |
13 |
51 |
185 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
3 |
4 |
6 |
117 |
5 |
22 |
52 |
393 |
| 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 |
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 |
7 |
20 |
3 |
26 |
97 |
152 |
| How Reliable Are Local Projection Estimators of Impulse Responses? |
1 |
5 |
14 |
295 |
3 |
10 |
47 |
736 |
| How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
1 |
1 |
1 |
112 |
1 |
2 |
9 |
260 |
| How accurate are confidence intervals for impulse responses in large VAR models? |
0 |
0 |
0 |
118 |
1 |
1 |
8 |
302 |
| How sensitive are consumer expenditures to retail energy prices? |
4 |
10 |
20 |
614 |
11 |
35 |
75 |
1,555 |
| How to construct monthly VAR proxies based on daily surprises in futures markets |
3 |
4 |
6 |
6 |
8 |
15 |
41 |
45 |
| Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
1 |
6 |
17 |
471 |
| Impulse response analysis for structural dynamic models with nonlinear regressors |
1 |
1 |
5 |
38 |
1 |
3 |
29 |
107 |
| Impulse response diagnostics for priors on parameters in structural vector autoregressions |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
9 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
1 |
36 |
0 |
2 |
14 |
161 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
2 |
445 |
5 |
10 |
31 |
1,457 |
| Inference on impulse response functions in structural VAR models |
0 |
0 |
8 |
439 |
4 |
11 |
64 |
1,263 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
2 |
38 |
0 |
4 |
18 |
123 |
| Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
0 |
0 |
1 |
40 |
0 |
5 |
15 |
146 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
1 |
1 |
0 |
6 |
15 |
16 |
| Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
2 |
9 |
1 |
8 |
20 |
45 |
| Joint confidence sets for structural impulse responses |
0 |
0 |
2 |
40 |
3 |
6 |
18 |
179 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
0 |
41 |
0 |
6 |
19 |
184 |
| Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
5 |
5 |
1 |
6 |
53 |
53 |
| Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
1 |
2 |
50 |
0 |
7 |
25 |
182 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
222 |
0 |
3 |
12 |
848 |
| Modeling fluctuations in the global demand for commodities |
1 |
2 |
10 |
119 |
3 |
11 |
60 |
457 |
| Monetary Policy Responses to Oil Price Fluctuations |
0 |
0 |
6 |
235 |
2 |
8 |
34 |
597 |
| NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 |
1 |
1 |
2 |
95 |
3 |
7 |
26 |
264 |
| NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP |
0 |
1 |
2 |
139 |
1 |
3 |
21 |
362 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
16 |
47 |
97 |
1,920 |
59 |
169 |
380 |
5,345 |
| Oil Price Shocks: Causes and Consequences |
4 |
26 |
38 |
355 |
9 |
60 |
116 |
929 |
| Oil and the Macroeconomy Since the 1970s |
0 |
2 |
5 |
742 |
4 |
14 |
46 |
2,150 |
| Oil prices, exchange rates and interest rates |
0 |
5 |
22 |
67 |
7 |
32 |
95 |
249 |
| Oil prices, gasoline prices, and inflation expectations |
1 |
3 |
9 |
50 |
3 |
15 |
42 |
134 |
| Oil shocks and external balances |
0 |
1 |
4 |
293 |
0 |
8 |
26 |
904 |
| On the selection of forecasting models |
0 |
0 |
1 |
270 |
4 |
8 |
39 |
606 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
1 |
1 |
9 |
284 |
| Quantifying the Risk of Deflation |
1 |
1 |
2 |
10 |
1 |
5 |
15 |
38 |
| Quantifying the speculative component in the real price of oil: The role of global oil inventories |
0 |
0 |
4 |
314 |
2 |
15 |
182 |
1,061 |
| Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
188 |
1 |
3 |
11 |
748 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
4 |
17 |
196 |
1 |
7 |
55 |
482 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
0 |
129 |
0 |
1 |
7 |
339 |
| Recent Evolutions of Oil and Commodity Prices |
0 |
0 |
1 |
79 |
0 |
1 |
9 |
162 |
| Recent developments in bootstrapping time series |
0 |
0 |
5 |
245 |
1 |
9 |
93 |
627 |
| Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
3 |
4 |
20 |
1,008 |
| Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
0 |
1 |
2 |
103 |
1 |
5 |
16 |
442 |
| Small-Sample Confidence Intervals For Impulse Response Functions |
4 |
7 |
31 |
1,230 |
5 |
25 |
123 |
3,236 |
| Special Issue "Energy Challenges in an Uncertain World" Editorial |
0 |
0 |
0 |
0 |
2 |
3 |
11 |
13 |
| State-dependent local projections |
1 |
2 |
9 |
12 |
10 |
24 |
81 |
94 |
| THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP |
0 |
0 |
0 |
12 |
0 |
5 |
16 |
173 |
| THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET |
0 |
0 |
0 |
820 |
16 |
51 |
112 |
2,428 |
| THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
6 |
13 |
41 |
299 |
10 |
48 |
173 |
859 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
2 |
3 |
3 |
115 |
5 |
11 |
23 |
856 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
4 |
0 |
4 |
15 |
32 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
1 |
4 |
28 |
277 |
| The Conventional Impulse Response Prior in VAR Models With Sign Restrictions |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| The Economic Effects of Energy Price Shocks |
2 |
11 |
29 |
371 |
12 |
62 |
133 |
1,669 |
| 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 |
0 |
3 |
3 |
3 |
7 |
19 |
19 |
19 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
1 |
4 |
1 |
8 |
14 |
20 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
3 |
6 |
76 |
4 |
20 |
41 |
268 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
1 |
1 |
3 |
10 |
3 |
10 |
42 |
75 |
| 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 |
9 |
237 |
3 |
10 |
36 |
719 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
1 |
4 |
66 |
1 |
15 |
38 |
238 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
0 |
1 |
1 |
5 |
23 |
28 |
| The effects of real and monetary shocks in a business cycle model with some sticky prices |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
484 |
| The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 |
6 |
13 |
37 |
91 |
19 |
110 |
236 |
454 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
2 |
35 |
0 |
2 |
21 |
148 |
| UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE |
0 |
0 |
0 |
41 |
0 |
2 |
13 |
154 |
| Understanding the Decline in the Price of Oil since June 2014 |
1 |
3 |
4 |
140 |
4 |
15 |
71 |
485 |
| Understanding the effects of exogenous oil supply shocks |
0 |
0 |
1 |
3 |
0 |
2 |
13 |
36 |
| Understanding the estimation of oil demand and oil supply elasticities |
0 |
0 |
3 |
27 |
13 |
43 |
72 |
144 |
| Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
0 |
5 |
33 |
701 |
| WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
1 |
2 |
0 |
1 |
13 |
32 |
| WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
3 |
11 |
34 |
427 |
4 |
28 |
91 |
1,087 |
| What do we learn from the price of crude oil futures? |
0 |
1 |
6 |
686 |
4 |
26 |
66 |
1,928 |
| When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate? |
0 |
0 |
0 |
0 |
1 |
8 |
9 |
9 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
1 |
615 |
2 |
13 |
35 |
1,593 |
| Total Journal Articles |
72 |
232 |
676 |
19,733 |
353 |
1,527 |
4,767 |
62,087 |
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