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 0 20 0 0 0 23
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 1 3 0 0 5 8
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 0 2 548
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 1 28 0 0 3 118
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 1 4 56 1 2 9 173
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 2 38 0 0 5 98
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 2 235 0 4 8 1,077
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 1 3 4 598
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 2 866 0 2 10 5,519
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 1 10 1,540 0 4 26 3,537
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 15 1 1 2 31
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 0 2 20
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 9 0 0 0 30
A broader perspective on the inflationary effects of energy price shocks 0 0 2 16 0 1 7 16
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 1 1 3 234
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 0 2 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 1 1 23 1 2 3 137
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 47 0 2 2 142
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 46 0 0 4 169
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 1 1 114
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 0 1 45 0 0 2 135
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 0 0 0 153
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 29 0 0 1 85
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 0 0 389
Bagging Time Series Models 0 0 2 223 0 2 11 660
Bagging Time Series Models 0 0 2 227 0 0 6 848
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 5 1,245
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 1 1 3 1,167
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 140 0 0 1 424
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 0 3 318
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 0 3 702
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 0 0 1 19
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 1 0 0 0 23
Container Trade and the U.S. Recovery 0 0 0 22 0 0 2 34
Container Trade and the U.S. Recovery 0 0 0 13 0 0 3 28
Container trade and the U.S. recovery 0 0 0 29 1 1 3 20
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? 1 3 8 303 2 5 15 826
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 1 1 59
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 23 0 0 0 47
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 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 0 0 347
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 3 85 0 2 10 304
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 66 0 0 2 210
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 4 109
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 0 4 212 0 0 11 652
Do Oil Price Increases Cause Higher Food Prices? 0 0 0 48 0 0 1 153
Do Oil Price Increases Cause Higher Food Prices? 0 1 2 86 1 3 8 181
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 1 1 3 238
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 0 3 13 2,632
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 1 1 1 119 2 2 4 647
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 2 267 1 1 5 756
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 1 1 1 100 1 1 1 251
Do oil price increases cause higher food prices? 0 0 1 141 1 2 5 281
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 3 180 0 1 4 604
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 1 3 91
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 1 2 42
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 0 3 52
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 0 0 2 29
Does the Fed Respond to Oil Price Shocks? 0 0 4 172 0 2 13 552
Energy Challenges in an Uncertain World 0 0 0 0 0 1 1 33
Estimating Macroeconomic News and Surprise Shocks 0 0 1 38 1 1 5 23
Estimating the Effect of a Gasoline Tax on Carbon Emissions 1 1 3 181 3 6 18 519
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 119 0 2 7 449
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? 1 1 7 665 1 3 17 1,720
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 0 0 0 107
Facts and Fiction in Oil Market Modeling 0 0 1 30 0 0 2 69
Facts and fiction in oil market modeling 0 0 2 73 0 0 6 36
Forecasting the Price of Oil 0 0 3 350 2 5 23 746
Forecasting the Price of Oil 1 3 10 258 2 8 21 558
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 2 74 1 1 4 171
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 1 1 7 345
Forecasting the price of oil 0 0 2 288 0 0 11 687
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 0 137 1 1 2 349
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 0 1 5 297
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 4 6 107 3 12 26 359
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 0 114 0 0 5 170
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 0 128
Frequentist inference in weakly identified DSGE models 0 0 0 109 1 1 1 230
Geopolitical Oil Price Risk and Economic Fluctuations 0 0 6 6 3 8 25 25
Geopolitical Oil Price Risk and Economic Fluctuations 0 1 1 1 1 2 2 2
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 1 3 3 0 4 11 13
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 1 4 28
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 1 8 20
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 0 26 0 0 9 25
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 1 1 3 636
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 5 356 0 0 11 1,115
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 1 161 0 1 8 380
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 36 0 0 2 80
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 3 22 2 4 14 23
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 0 0 0 0
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 1 1 5 87
Impulse Response Matching Estimators for DSGE Models 0 1 1 60 1 2 11 96
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 1 1 4 156
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 1 67
Impulse response matching estimators for DSGE models 0 0 1 32 0 0 2 64
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 7 6,794
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,156 0 1 7 3,865
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 162 0 1 3 377
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 251 0 0 2 481
Inference on Impulse Response Functions in Structural VAR Models 0 1 2 46 0 2 9 134
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 48 0 0 0 176
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 2 158
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 45 0 1 2 104
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 0 0 0 86
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 13 0 0 1 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 0 0 74
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 2 23
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 0 56
Joint Confidence Sets for Structural Impulse Responses 0 0 1 21 0 0 1 99
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 1 1 2 151
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 2 7 153
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 0 4 95 0 1 16 228
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 2 0 0 1 9
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 1 2 4 0 2 3 13
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 1 1 2 91 3 7 12 35
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 0 0 0 0 0 2 2
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 0 55 1 2 8 309
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 3 28 1 1 10 129
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 126 0 2 4 567
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 1 377
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 0 0 1,174
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 1 3 4 632
Measuring predictability: theory and macroeconomic applications 0 0 0 166 0 0 3 737
Modeling Fluctuations in the Global Demand for Commodities 0 0 3 59 0 0 5 126
Modeling Fluctuations in the Global Demand for Commodities 0 0 4 57 1 1 8 155
Monetary policy responses to oil price fluctuations 0 0 1 347 0 1 6 744
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 1 340
Nonlinearities in the oil price-output relationship 0 0 0 204 2 2 6 406
Nonparametric Local Projections 23 24 24 24 11 13 13 13
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2 7 15 1,015 3 11 60 2,726
Oil Price Shocks and Inflation 1 3 4 4 1 3 4 4
Oil Price Shocks and Inflation 1 2 10 31 2 6 21 48
Oil Price Shocks, Monetary Policy and Stagflation 0 1 2 335 0 2 9 1,144
Oil Price Shocks: Causes and Consequences 1 5 6 577 2 10 27 1,366
Oil Prices, Exchange Rates and Interest Rates 0 0 0 215 0 0 1 1,808
Oil Prices, Exchange Rates and Interest Rates 0 1 2 28 1 2 5 87
Oil Prices, Exchange Rates and Interest Rates 0 0 2 205 2 6 22 902
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 1 29 1 1 6 83
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 15 0 0 1 34
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 0 1 4 40
Oil Shocks and External Balances 0 0 0 214 2 2 3 662
Oil Shocks and External Balances 0 0 0 226 0 0 2 634
Oil and the Macroeconomy Since the 1970s 0 0 0 458 1 1 6 1,047
Oil and the Macroeconomy Since the 1970s 0 0 2 932 0 1 7 2,145
Oil price volatility: Origins and effects 0 1 13 223 0 3 38 726
Oil prices, exchange rates and interest rates 0 0 2 28 1 3 9 50
Oil prices, exchange rates, and interest rates 0 0 1 53 2 2 6 141
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 0 1 4 33
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 0 0 1 701
On the Selection of Forecasting Models 0 0 1 334 0 0 2 1,278
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 198 0 0 0 762
On the selection of forecasting models 0 1 1 695 0 1 4 1,672
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 1 1 2,394
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 1 1 1 232 1 1 2 494
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 0 124 0 1 1 608
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 0 0 0 1 385
Quantifying the Risk of Deflation 0 0 2 29 0 0 5 103
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 1 1 166 0 2 4 428
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 0 1 986
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 1 1 104 0 1 2 304
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 4 129 3 7 13 281
Real-Time Forecasts of the Real Price of Oil 0 3 12 172 1 7 36 441
Real-Time Forecasts of the Real Price of Oil 0 0 2 122 1 1 6 253
Recent Developments in Bootstrapping Time Series 0 1 3 20 0 1 6 55
Recent developments in bootstrapping time series 0 1 1 1,465 0 1 4 3,241
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 1 2 1,266
Retail Energy Prices and Consumer Expenditures 1 1 3 348 1 1 16 1,086
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 1 2 519
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 0 957
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 1 173
State-Dependent Local Projections 1 1 5 86 1 1 12 35
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 1 1 1 54 1 3 8 202
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 0 0 2 123
Structural Vector Autoregressions 2 5 30 943 5 13 65 1,766
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 91 0 1 3 553
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 0 0 1 599
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 123 0 1 5 398
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 1 115 0 1 2 475
The Econometrics of Oil Market VAR Models 0 1 6 58 1 5 14 210
The Econometrics of Oil Market VAR Models 1 1 4 90 1 1 8 123
The Econometrics of Oil Market VAR Models 0 0 7 36 0 0 12 68
The Economic Effects of Energy Price Shocks 1 3 14 817 3 6 38 2,225
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 1 1 5 567 1 1 9 1,681
The Impact of Oil Price Shocks on the U.S. Stock Market 0 1 12 1,449 9 23 56 4,238
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 13 0 2 5 32
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 27 0 0 2 68
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 10 0 0 3 26
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 1 1 1 0 2 2 2
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 1 19 19 1 2 20 20
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 35 1 2 3 130
The Impact of the Fracking Boom on Arab Oil Producers 0 2 2 86 0 2 8 104
The Impact of the Fracking Boom on Arab Oil Producers 1 1 1 67 1 3 5 159
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 1 76 0 3 7 173
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 2 4 120 0 6 29 403
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 18 0 0 0 59
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 31 0 0 3 50
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 0 0 0 40
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 0 1 11 546 3 7 44 1,668
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 0 1 4 237
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 0 96
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 0 1 119
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 375 0 1 10 1,012
The Role of the Prior in Estimating VAR Models with Sign Restrictions 1 2 2 64 1 2 5 93
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 2 7 0 1 4 36
The Uniform Validity of Impulse Response Inference in Autoregressions 1 1 1 10 2 3 4 25
The central bank as a risk manager: quantifying and forecasting inflation risks 1 2 2 245 2 3 6 720
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 1 2 99 0 1 4 206
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 1 3 20 0 3 10 43
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 1 66
The uniform validity of impulse response inference in autoregressions 0 1 1 27 1 2 3 64
Time Series Analysis 0 0 0 142 0 3 5 384
Time Series Analysis 1 1 2 1,104 1 4 10 1,784
Understanding the Decline in the Price of Oil since June 2014 0 3 10 133 0 6 23 319
Understanding the Decline in the Price of Oil since June 2014 0 0 3 231 1 9 23 473
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 0 1 38
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 1 1 2 62 1 1 6 84
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 27 0 0 2 58
Understanding the decline in the price of oil since June 2014 1 1 2 315 1 1 4 552
Understanding the estimation of oil demand and oil supply elasticities 0 0 1 13 0 0 4 41
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 409 0 0 1 1,449
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 0 3 692
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 0 0 2 108 0 0 3 189
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 1 169 3 5 13 413
What Do We Learn from the Price of Crude Oil Futures? 1 1 2 569 1 3 20 1,843
When Do State-Dependent Local Projections Work? 0 0 2 71 0 0 7 60
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 23 23 0 2 60 60
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 1 1 1 1 1 3 3 3
When do state-dependent local projections work? 1 1 2 5 2 4 8 27
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 1 1 8 303 1 2 17 852
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 0 1 375
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 2 439 0 1 5 1,745
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 1 615 0 1 2 1,636
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 1 575 0 0 16 1,323
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 1 1 6 1,712
Total Working Papers 56 121 481 40,626 138 398 1,713 131,617


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 2 19 419 0 6 35 977
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 0 2 22 1,292 7 20 87 3,407
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 1 8 13 2 9 29 38
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 16 0 0 0 55
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 1 2 2 2 5 16
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 22 2 5 12 111
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 1 1 6 152 1 3 21 394
Are there gains from pooling real-time oil price forecasts? 1 4 8 49 2 5 13 139
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 6 63 0 3 10 153
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 2 486
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 1 2 377
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 2 19 521 2 4 40 1,174
Comment 0 0 0 7 0 0 0 61
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 1 6 100 0 1 10 281
Container Trade and the U.S. Recovery 0 0 2 4 1 2 13 26
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 1 79 0 0 4 286
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 2 8 26 361
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 1 1 5 343
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 8 0 0 3 28
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 1 6 274 1 11 25 761
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 1 135 1 2 5 362
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 1 6 64 0 3 12 279
Do oil price increases cause higher food prices? 0 1 5 113 0 3 23 402
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 0 2 7 0 0 4 39
Does the Fed Respond to Oil Price Shocks? 0 2 18 195 1 5 38 498
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 4 5 17 443
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 0 514 1 2 3 1,152
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 1 1 31 990 8 18 79 2,145
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 2 4 12 116 3 5 19 487
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 0 0 0 3 5 5 5
Facts and fiction in oil market modeling 0 0 1 14 1 2 8 39
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 2 3 294 1 4 6 1,021
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 3 28 0 1 7 122
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 3 111 0 3 9 340
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 0 1 67
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 1 1 10 10 5 11 37 37
How Reliable Are Local Projection Estimators of Impulse Responses? 1 4 25 274 2 6 47 673
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 2 5 110 1 4 13 248
How accurate are confidence intervals for impulse responses in large VAR models? 3 5 5 118 3 5 8 293
How sensitive are consumer expenditures to retail energy prices? 2 3 29 584 3 9 82 1,451
How to construct monthly VAR proxies based on daily surprises in futures markets 0 0 0 0 0 0 0 0
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 1 1 4 451
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 10 28 2 4 28 70
Impulse response matching estimators for DSGE models 0 0 1 35 0 1 6 146
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 442 0 0 17 1,422
Inference on impulse response functions in structural VAR models 0 2 15 429 2 6 39 1,193
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 35 0 0 6 99
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 2 8 25
Joint confidence sets for structural impulse responses 0 0 3 38 0 0 9 160
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 4 41 0 2 13 160
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 1 2 47 0 1 7 152
Measuring predictability: theory and macroeconomic applications 0 1 3 222 0 1 6 834
Modeling fluctuations in the global demand for commodities 0 1 14 104 2 6 44 380
Monetary Policy Responses to Oil Price Fluctuations 3 4 11 228 3 9 38 552
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 0 2 93 0 0 2 238
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 4 137 1 1 14 338
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 7 17 73 1,781 21 63 232 4,854
Oil Price Shocks: Causes and Consequences 3 11 40 302 6 19 94 779
Oil and the Macroeconomy Since the 1970s 1 1 11 737 2 7 48 2,095
Oil prices, exchange rates and interest rates 3 3 15 39 10 14 49 130
Oil prices, gasoline prices, and inflation expectations 0 1 10 33 0 2 23 78
Oil shocks and external balances 2 4 7 289 3 10 23 871
On the selection of forecasting models 0 1 6 267 0 2 10 565
Quantifying the Risk of Deflation 0 0 0 84 3 3 10 275
Quantifying the Risk of Deflation 0 0 3 8 0 0 3 22
Quantifying the speculative component in the real price of oil: The role of global oil inventories 1 1 11 306 2 7 44 860
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 1 1 5 736
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 4 25 173 2 10 51 402
Real-Time Forecasts of the Real Price of Oil 0 0 1 127 0 0 7 327
Recent Evolutions of Oil and Commodity Prices 1 1 1 78 1 1 1 153
Recent developments in bootstrapping time series 0 2 8 239 0 32 71 526
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 1 3 987
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 1 5 99 0 1 13 420
Small-Sample Confidence Intervals For Impulse Response Functions 0 3 28 1,186 1 8 65 3,085
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 1 3 3 3
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 4 25 63 2,298
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 0 3 16 249 5 21 67 657
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 112 0 0 6 828
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 0 2 248
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 2 4 0 1 5 16
The Economic Effects of Energy Price Shocks 3 9 36 333 7 23 84 1,507
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 3 148 0 0 6 466
The Impact of the Fracking Boom on Arab Oil Producers 2 2 8 121 2 6 24 417
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 1 0 1 2 2
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 3 70 0 4 12 223
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 1 1 3 7 1 3 8 29
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 0 0 8 224 2 3 18 675
The Role of Oil Price Shocks in Causing U.S. Recessions 1 1 4 57 1 8 20 190
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 1 1 1 0 1 5 5
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 200 0 2 9 587
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 0 3 474
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 0 2 19 44 6 21 72 156
The uniform validity of impulse response inference in autoregressions 0 0 3 32 2 4 17 126
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 1 41 0 0 1 141
Understanding the Decline in the Price of Oil since June 2014 1 4 8 133 1 4 25 398
Understanding the effects of exogenous oil supply shocks 0 0 1 2 0 1 4 23
Understanding the estimation of oil demand and oil supply elasticities 0 1 3 22 1 4 9 65
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 0 4 666
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 1 1 0 0 2 15
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 3 9 36 384 7 19 91 980
What do we learn from the price of crude oil futures? 0 0 8 677 0 1 33 1,839
Why is it so difficult to beat the random walk forecast of exchange rates? 0 1 7 613 2 4 15 1,554
Total Journal Articles 46 134 758 19,236 165 548 2,373 57,894


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 38 158 730
Structural Vector Autoregressive Analysis 0 0 0 0 18 57 210 1,427
Total Books 0 0 0 0 28 95 368 2,157


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 6 334 4 12 50 1,093
Forecasting the Price of Oil 1 4 37 390 10 21 119 1,121
Oil Price Shocks, Monetary Policy and Stagflation 1 2 6 323 2 8 27 973
Structural vector autoregressions 1 3 20 281 1 6 38 556
The Econometrics of Oil Market VAR Models 0 1 13 26 2 9 37 69
Total Chapters 3 10 82 1,354 19 56 271 3,812


Statistics updated 2025-02-05