Access Statistics for Lutz Kilian

Author contact details at EconPapers.

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 1 3 0 1 6 9
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 0 20 1 3 3 26
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 0 1 548
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 1 28 0 0 2 118
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 3 56 0 2 8 174
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 2 38 0 1 5 99
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 1 235 1 2 9 1,079
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 2 866 0 0 10 5,519
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 0 3 6 600
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 0 4 1,540 0 1 18 3,538
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 3 5 23
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 9 0 1 1 31
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 15 0 2 3 32
A broader perspective on the inflationary effects of energy price shocks 0 0 2 16 0 1 7 17
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 0 2 4 235
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 0 1 22
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 1 481
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 47 0 1 3 143
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 0 2 4 138
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 46 0 2 5 171
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 0 36 0 0 0 153
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 62 0 0 1 207
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 24 0 0 1 114
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 45 1 1 2 136
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 0 1 1 154
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 29 1 3 4 88
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 1 1 1 390
Bagging Time Series Models 0 0 2 227 0 2 7 850
Bagging Time Series Models 0 0 2 223 0 1 12 661
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 1 3 1,167
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 0 0 0 424
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 3 319
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 3 1,245
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 1 252 0 0 1 561
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 223 0 1 4 703
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 0 2 3 21
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 0 0 3 0 0 1 13
Container Trade and the U.S. Recovery 0 0 0 22 0 1 3 35
Container Trade and the U.S. Recovery 0 0 0 1 0 0 0 23
Container Trade and the U.S. Recovery 0 0 0 13 0 0 2 28
Container trade and the U.S. recovery 0 0 0 29 0 3 4 22
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 1 866
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 2 8 304 1 6 17 830
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 11 0 0 1 53
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 25 0 0 0 41
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 0 1 59
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 1 1 48
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 2 35
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 1 1 348
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 3 85 1 2 12 306
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 66 0 1 3 211
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 1 4 110
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 0 2 212 0 0 5 652
Do Oil Price Increases Cause Higher Food Prices? 0 0 0 48 0 0 0 153
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 86 1 2 7 182
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 0 2 4 239
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 0 3 14 2,635
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 1 1 119 0 3 4 648
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 2 267 2 3 7 758
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 1 100 0 2 2 252
Do oil price increases cause higher food prices? 0 0 1 141 0 1 4 281
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 1 1 3 181 2 2 5 606
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 1 3 53
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 0 1 91
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 0 2 42
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 0 1 2 30
Does the Fed Respond to Oil Price Shocks? 0 0 2 172 3 3 13 555
Energy Challenges in an Uncertain World 0 0 0 0 0 0 1 33
Estimating Macroeconomic News and Surprise Shocks 0 0 1 38 0 2 5 24
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 1 3 181 0 3 14 519
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 1 3 120 1 2 9 451
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 0 0 1 214
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 0 1 5 665 0 1 13 1,720
Facts and Fiction in Oil Market Modeling 0 0 1 30 1 2 3 71
Facts and Fiction in Oil Market Modeling 0 0 0 31 0 0 0 59
Facts and Fiction in Oil Market Modeling 0 0 0 34 1 1 1 108
Facts and fiction in oil market modeling 0 1 3 74 0 1 5 37
Forecasting the Price of Oil 1 1 3 351 1 6 26 750
Forecasting the Price of Oil 0 1 10 258 1 4 22 560
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 0 2 3 346
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 2 74 1 2 5 172
Forecasting the price of oil 0 0 2 288 2 3 8 690
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 0 137 0 2 2 350
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 4 8 110 9 14 33 370
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 1 1 4 298
Forty years of oil price fluctuations: Why the price of oil may still surprise us 1 2 2 116 1 2 7 172
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 1 1 129
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 1 1 230
Geopolitical Oil Price Risk and Economic Fluctuations 2 2 3 3 2 4 5 5
Geopolitical Oil Price Risk and Economic Fluctuations 0 0 6 6 0 3 25 25
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 0 3 3 0 1 11 14
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 0 27 1 4 6 31
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 3 18 1 3 10 22
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 1 1 27 1 4 10 29
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 0 1 1 636
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 2 2 6 358 2 3 13 1,118
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 36 0 1 2 81
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 1 2 162 0 1 6 381
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 3 22 1 4 15 25
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 1 2 2 2
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 2 4 88
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions 0 0 0 0 3 3 3 3
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 0 2 10 97
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 2 4 157
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse response matching estimators for DSGE models 0 0 1 32 1 1 3 65
Impulse response matching estimators for DSGE models 0 0 0 94 0 0 0 167
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 1 2 6 6,795
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,156 0 1 6 3,866
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 251 2 2 4 483
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 0 0 9 134
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 162 0 0 3 377
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 48 0 2 2 178
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 36 0 0 1 107
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 0 65 0 0 0 158
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 45 0 1 3 105
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 0 1 1 87
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 13 0 0 0 66
Is there a trend break in U.S. GNP? A macroeconomic perspective 0 0 0 176 0 0 0 1,450
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 1 1 75
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 0 2 23
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 2 151
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 1 1 57
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 1 1 100
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 1 2 0 0 3 6
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 0 77 0 0 6 153
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 0 2 95 0 2 16 230
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 2 4 0 0 3 13
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 2 3 92 0 4 13 36
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 2 0 0 0 9
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 0 0 0 0 0 1 2
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 3 28 1 4 11 132
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 1 2 2 57 7 9 14 317
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 126 0 0 3 567
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 1 1 1 1,175
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 1 377
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 1 4 632
Measuring predictability: theory and macroeconomic applications 0 0 0 166 7 7 10 744
Modeling Fluctuations in the Global Demand for Commodities 0 0 1 59 0 1 3 127
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 57 0 1 3 155
Monetary policy responses to oil price fluctuations 0 1 2 348 0 2 8 746
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 0 340
Nonlinearities in the oil price-output relationship 0 0 0 204 1 4 7 408
Nonparametric Local Projections 1 32 33 33 2 18 20 20
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2 9 22 1,022 7 20 72 2,743
Oil Price Shocks and Inflation 0 1 4 4 0 3 6 6
Oil Price Shocks and Inflation 1 2 7 32 5 11 26 57
Oil Price Shocks, Monetary Policy and Stagflation 1 2 4 337 2 3 8 1,147
Oil Price Shocks: Causes and Consequences 0 1 5 577 0 2 23 1,366
Oil Prices, Exchange Rates and Interest Rates 0 0 0 215 0 2 3 1,810
Oil Prices, Exchange Rates and Interest Rates 0 0 1 28 1 2 5 88
Oil Prices, Exchange Rates and Interest Rates 1 2 4 207 2 10 29 910
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 1 29 1 5 8 87
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 1 2 6 42
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 15 0 1 2 35
Oil Shocks and External Balances 0 0 0 214 0 2 3 662
Oil Shocks and External Balances 0 0 0 226 0 0 1 634
Oil and the Macroeconomy Since the 1970s 0 0 2 932 0 0 5 2,145
Oil and the Macroeconomy Since the 1970s 0 0 0 458 1 2 7 1,048
Oil price volatility: Origins and effects 0 0 9 223 2 4 33 730
Oil prices, exchange rates and interest rates 1 1 3 29 1 3 9 52
Oil prices, exchange rates, and interest rates 0 0 1 53 1 3 5 142
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 0 0 3 33
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 1 1 2 702
On the Selection of Forecasting Models 0 0 1 334 0 0 1 1,278
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 198 0 1 1 763
On the selection of forecasting models 0 0 1 695 0 1 4 1,673
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 1 2 2,395
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 1 1 232 1 2 3 495
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 42 0 0 1 187
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 3 473
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 4 0 0 0 852
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 124 0 1 2 609
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 1 1 2 386
Quantifying the Risk of Deflation 0 0 1 29 0 0 4 103
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 1 166 1 2 6 430
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 1 2 987
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 1 104 1 1 2 305
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 3 129 1 6 14 284
Real-Time Forecasts of the Real Price of Oil 0 2 12 174 0 7 39 447
Real-Time Forecasts of the Real Price of Oil 0 1 3 123 0 3 6 255
Recent Developments in Bootstrapping Time Series 0 0 2 20 0 0 4 55
Recent developments in bootstrapping time series 0 0 1 1,465 1 1 4 3,242
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 2 2 4 1,268
Retail Energy Prices and Consumer Expenditures 0 1 2 348 2 4 12 1,089
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 0 1 519
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 1 1 958
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 0 0 1 833
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 0 0 173
State-Dependent Local Projections 0 1 4 86 2 4 11 38
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 1 1 54 0 1 6 202
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 0 0 1 123
Structural Vector Autoregressions 2 4 27 945 6 14 57 1,775
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 91 0 1 4 554
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 1 1 2 600
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 1 1 2 124 1 1 5 399
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 1 1 2 476
The Econometrics of Oil Market VAR Models 1 1 6 59 2 4 16 213
The Econometrics of Oil Market VAR Models 0 1 4 90 0 3 8 125
The Econometrics of Oil Market VAR Models 0 0 6 36 1 2 12 70
The Economic Effects of Energy Price Shocks 1 2 13 818 2 7 37 2,229
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 0 2 6 568 0 3 11 1,683
The Impact of Oil Price Shocks on the U.S. Stock Market 1 3 14 1,452 6 28 72 4,257
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 27 1 2 2 70
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 10 0 1 2 27
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 13 0 0 4 32
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 1 1 2 2 1 1 3 3
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 19 19 1 2 21 21
The Impact of the Fracking Boom on Arab Oil Producers 0 1 3 87 0 1 5 105
The Impact of the Fracking Boom on Arab Oil Producers 0 1 1 67 1 2 6 160
The Impact of the Fracking Boom on Arab Oil Producers 0 1 1 36 0 2 4 131
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 3 121 2 3 24 406
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 76 0 2 8 175
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 0 0 1 103
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 0 1 1 41
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 1 1 1 32 1 1 3 51
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 18 0 0 0 59
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 0 0 539
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 1 2 12 548 5 11 49 1,676
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 1 1 2 120
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 0 2 6 239
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 0 96
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 375 1 1 10 1,013
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 0 2 6 38
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 2 64 0 1 5 93
The Uniform Validity of Impulse Response Inference in Autoregressions 0 1 1 10 0 2 3 25
The central bank as a risk manager: quantifying and forecasting inflation risks 0 1 2 245 1 5 8 723
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 1 18 0 0 4 32
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 2 99 0 0 3 206
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 0 41 0 0 2 35
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 0 1 335
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 1 2 11 45
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 1 1 67
The uniform validity of impulse response inference in autoregressions 0 0 1 27 0 2 4 65
Time Series Analysis 0 1 1 1,104 1 3 11 1,786
Time Series Analysis 0 0 0 142 0 0 5 384
Understanding the Decline in the Price of Oil since June 2014 0 2 5 233 4 8 29 480
Understanding the Decline in the Price of Oil since June 2014 0 0 10 133 2 2 24 321
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 2 3 63 0 2 7 85
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 1 2 28 0 2 4 60
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 2 2 40
Understanding the decline in the price of oil since June 2014 0 1 2 315 1 2 5 553
Understanding the estimation of oil demand and oil supply elasticities 0 0 1 13 1 1 3 42
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 409 1 1 2 1,450
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 1 4 693
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 0 0 0 756
What Central Bankers Need to Know about Forecasting Oil Prices 1 2 3 110 1 2 4 191
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 1 169 2 5 13 415
What Do We Learn from the Price of Crude Oil Futures? 2 3 4 571 6 8 20 1,850
When Do State-Dependent Local Projections Work? 0 0 1 71 0 0 5 60
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 23 23 1 1 61 61
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 1 0 1 3 3
When do state-dependent local projections work? 0 1 2 5 0 4 10 29
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 0 1 7 303 1 2 17 853
Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 0 109 0 1 1 376
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 2 439 0 0 4 1,745
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 615 1 4 5 1,640
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 0 575 0 8 20 1,331
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 0 2 6 1,713
Total Working Papers 28 125 481 40,695 164 529 1,820 132,008


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 17 419 0 0 32 977
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 2 4 19 1,296 5 24 85 3,424
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 0 0 0 3 3
A broader perspective on the inflationary effects of energy price shocks 0 0 5 13 6 10 32 46
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 16 0 1 1 56
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 1 1 2 3 1 3 6 17
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 22 0 2 11 111
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 1 2 5 153 2 5 20 398
Are there gains from pooling real-time oil price forecasts? 1 3 10 51 2 6 17 143
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 6 63 0 0 9 153
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 1 486
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 0 2 377
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 2 3 16 523 4 8 35 1,180
Comment 0 0 0 7 0 2 2 63
Comment 0 0 0 8 0 0 1 40
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” 0 0 0 3 0 0 0 15
Confidence intervals for impulse responses under departures from normality 0 0 6 100 0 0 10 281
Container Trade and the U.S. Recovery 0 0 0 4 2 5 14 30
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 1 79 1 3 5 289
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 0 6 28 365
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 1 4 343
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 1 1 2 9 2 3 6 31
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 1 1 6 275 3 6 27 766
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 1 1 2 136 1 2 6 363
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 5 64 1 2 12 281
Do oil price increases cause higher food prices? 1 1 6 114 1 1 22 403
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 0 2 7 0 0 2 39
Does the Fed Respond to Oil Price Shocks? 2 2 16 197 8 11 39 508
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 0 6 16 445
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 0 514 1 3 5 1,154
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 3 6 35 995 6 18 82 2,155
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 1 4 12 118 1 7 19 491
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 5 5
Facts and fiction in oil market modeling 0 0 1 14 1 2 7 40
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 0 3 294 1 2 7 1,022
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 1 4 29 3 3 9 125
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 3 111 1 1 9 341
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 1 1 2 68
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 1 10 10 1 14 46 46
How Reliable Are Local Projection Estimators of Impulse Responses? 2 4 22 277 4 9 42 680
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 1 5 110 0 1 13 248
How accurate are confidence intervals for impulse responses in large VAR models? 0 3 5 118 0 4 9 294
How sensitive are consumer expenditures to retail energy prices? 3 8 26 590 7 17 78 1,465
How to construct monthly VAR proxies based on daily surprises in futures markets 0 0 0 0 0 2 2 2
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 2 4 452
Impulse response analysis for structural dynamic models with nonlinear regressors 1 4 11 32 2 8 25 76
Impulse response matching estimators for DSGE models 0 0 1 35 0 0 4 146
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 1 2 443 1 2 16 1,424
Inference on impulse response functions in structural VAR models 0 1 14 430 1 5 36 1,196
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 1 36 1 5 8 104
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 0 38 0 0 0 130
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 0 0 0 0 0
Joint Bayesian inference about impulse responses in VAR models 0 0 1 7 0 0 6 25
Joint confidence sets for structural impulse responses 0 0 3 38 0 1 8 161
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 3 41 1 2 14 162
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 1 3 48 1 4 10 156
Measuring predictability: theory and macroeconomic applications 0 0 2 222 0 0 4 834
Modeling fluctuations in the global demand for commodities 0 1 10 105 1 8 35 386
Monetary Policy Responses to Oil Price Fluctuations 0 3 11 228 0 4 36 553
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 0 1 93 0 0 1 238
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 3 137 1 3 15 340
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 13 29 86 1,803 24 73 256 4,906
Oil Price Shocks: Causes and Consequences 2 7 43 306 5 15 95 788
Oil and the Macroeconomy Since the 1970s 0 1 9 737 2 8 45 2,101
Oil prices, exchange rates and interest rates 1 7 15 43 5 19 46 139
Oil prices, gasoline prices, and inflation expectations 2 4 12 37 2 6 23 84
Oil shocks and external balances 0 2 7 289 2 6 24 874
On the selection of forecasting models 0 0 4 267 0 0 8 565
Quantifying the Risk of Deflation 0 0 0 84 0 3 9 275
Quantifying the Risk of Deflation 0 0 3 8 0 1 4 23
Quantifying the speculative component in the real price of oil: The role of global oil inventories 0 2 10 307 3 9 47 867
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 1 2 6 737
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 2 22 175 4 9 48 409
Real-Time Forecasts of the Real Price of Oil 1 2 3 129 1 3 8 330
Recent Evolutions of Oil and Commodity Prices 0 1 1 78 0 1 1 153
Recent developments in bootstrapping time series 0 1 9 240 0 8 73 534
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 0 2 987
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 1 2 5 101 3 4 13 424
Small-Sample Confidence Intervals For Impulse Response Functions 3 7 31 1,193 5 14 65 3,098
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 0 0 0 0
State-dependent local projections 0 0 0 0 0 4 6 6
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 1 12 0 0 1 156
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 2 12 67 2,306
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 1 2 15 251 2 14 66 666
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 112 0 3 6 831
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 2 4 1 1 5 17
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 1 1 3 249
The Economic Effects of Energy Price Shocks 4 10 41 340 9 25 93 1,525
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 3 148 1 2 5 468
The Impact of the Fracking Boom on Arab Oil Producers 0 4 7 123 0 5 15 420
The Impact of the Fracking Boom on Arab Oil Producers 0 1 2 2 0 2 4 4
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 2 70 2 2 10 225
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 2 7 2 5 11 33
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 3 3 10 227 3 6 21 679
The Role of Oil Price Shocks in Causing U.S. Recessions 0 2 5 58 0 4 20 193
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 1 0 0 5 5
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 200 0 1 9 588
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 0 2 474
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 4 7 20 51 19 40 99 190
The uniform validity of impulse response inference in autoregressions 0 1 3 33 0 3 9 127
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 41 0 0 0 141
Understanding the Decline in the Price of Oil since June 2014 0 2 9 134 3 8 31 405
Understanding the effects of exogenous oil supply shocks 0 0 1 2 0 0 4 23
Understanding the estimation of oil demand and oil supply elasticities 0 2 5 24 3 6 14 70
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 2 4 668
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 1 1 2 2 3 17
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 3 7 33 388 3 11 83 984
What do we learn from the price of crude oil futures? 1 1 8 678 3 11 37 1,850
Why is it so difficult to beat the random walk forecast of exchange rates? 0 1 7 614 0 4 15 1,556
Total Journal Articles 63 170 760 19,360 188 593 2,426 58,322


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 10 44 206 1,453
Structural Vector Autoregressive Analysis 0 0 0 0 11 30 151 750
Total Books 0 0 0 0 21 74 357 2,203


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative 0 0 5 334 3 9 47 1,098
Forecasting the Price of Oil 0 1 30 390 0 18 112 1,129
Oil Price Shocks, Monetary Policy and Stagflation 0 2 7 324 3 7 27 978
Structural vector autoregressions 2 3 18 283 6 8 39 563
The Econometrics of Oil Market VAR Models 1 3 14 29 7 13 43 80
Total Chapters 3 9 74 1,360 19 55 268 3,848


Statistics updated 2025-04-04