| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Direct test of the Emerging Consensus about Long-Run PPP |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
543 |
| A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil |
0 |
0 |
0 |
22 |
0 |
2 |
18 |
100 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
0 |
10 |
39 |
3 |
5 |
32 |
109 |
| A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
0 |
0 |
30 |
0 |
0 |
10 |
75 |
| A Monetary Explanation Of The Great Stagflation Of The 1970s |
0 |
0 |
2 |
232 |
0 |
0 |
14 |
1,047 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
580 |
| A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
3 |
855 |
3 |
3 |
18 |
5,460 |
| A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
0 |
1 |
17 |
1,502 |
2 |
7 |
70 |
3,421 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
6 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
3 |
3 |
2 |
2 |
9 |
9 |
| A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
11 |
11 |
0 |
0 |
12 |
12 |
| A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
2 |
90 |
0 |
0 |
9 |
211 |
| Analyzing Unit Root Tests in Finite Samples Using Power Profiles |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
474 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
2 |
43 |
0 |
4 |
13 |
117 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
2 |
39 |
1 |
3 |
18 |
125 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
22 |
1 |
2 |
11 |
108 |
| Anticipation, tax avoidance, and the price elasticity of gasoline demand |
0 |
0 |
0 |
34 |
1 |
2 |
15 |
127 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
0 |
22 |
0 |
1 |
8 |
101 |
| Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
1 |
54 |
1 |
6 |
18 |
176 |
| Are There Gains from Pooling Real-Time Oil Price Forecasts? |
1 |
1 |
1 |
41 |
1 |
2 |
10 |
119 |
| Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
0 |
0 |
1 |
48 |
1 |
2 |
23 |
140 |
| Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
0 |
28 |
0 |
1 |
3 |
76 |
| Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
1 |
155 |
1 |
1 |
8 |
384 |
| Bagging Time Series Models |
1 |
1 |
8 |
207 |
4 |
9 |
36 |
572 |
| Bagging Time Series Models |
0 |
0 |
0 |
217 |
0 |
1 |
8 |
791 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
96 |
1 |
3 |
15 |
301 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
1 |
3 |
306 |
1 |
3 |
17 |
1,193 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
1 |
4 |
300 |
2 |
9 |
27 |
1,122 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
1 |
138 |
0 |
1 |
10 |
405 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
251 |
0 |
0 |
5 |
554 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
0 |
220 |
0 |
2 |
18 |
685 |
| Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
861 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? |
0 |
1 |
7 |
282 |
3 |
5 |
26 |
772 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
24 |
0 |
0 |
7 |
25 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
22 |
1 |
1 |
4 |
37 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
10 |
0 |
2 |
7 |
45 |
| Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
1 |
2 |
13 |
47 |
| Did the renewable fuel standard shift market expectations of the price of ethanol? |
0 |
0 |
0 |
13 |
0 |
0 |
5 |
26 |
| Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data |
1 |
1 |
2 |
66 |
1 |
3 |
7 |
340 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
0 |
2 |
73 |
3 |
4 |
12 |
270 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
1 |
3 |
60 |
1 |
6 |
32 |
167 |
| Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
90 |
| Do Local Projections Solve the Bias Problem in Impulse Response Inference? |
1 |
1 |
10 |
188 |
3 |
8 |
44 |
591 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
3 |
80 |
1 |
1 |
18 |
140 |
| Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
3 |
41 |
3 |
4 |
31 |
120 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
0 |
119 |
0 |
1 |
5 |
227 |
| Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
8 |
937 |
4 |
10 |
37 |
2,524 |
| Do actions speak louder than words? Household expectations of inflation based on micro consumption data |
0 |
1 |
2 |
112 |
0 |
1 |
11 |
619 |
| Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
1 |
6 |
262 |
1 |
3 |
19 |
727 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
1 |
3 |
98 |
1 |
2 |
14 |
242 |
| Do oil price increases cause higher food prices? |
0 |
0 |
4 |
137 |
1 |
2 |
15 |
255 |
| Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
1 |
1 |
171 |
0 |
1 |
5 |
582 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
1 |
1 |
6 |
35 |
2 |
3 |
22 |
58 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
11 |
1 |
4 |
13 |
25 |
| Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
1 |
13 |
13 |
2 |
18 |
31 |
31 |
| Does the Fed Respond to Oil Price Shocks? |
0 |
1 |
5 |
152 |
1 |
6 |
22 |
484 |
| Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
16 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
1 |
1 |
2 |
108 |
2 |
2 |
10 |
413 |
| Estimating the Effect of a Gasoline Tax on Carbon Emissions |
2 |
3 |
9 |
162 |
6 |
10 |
36 |
435 |
| Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
203 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? |
4 |
4 |
11 |
638 |
10 |
14 |
39 |
1,637 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
3 |
29 |
3 |
5 |
27 |
39 |
| Facts and Fiction in Oil Market Modeling |
0 |
1 |
8 |
30 |
3 |
6 |
31 |
68 |
| Facts and Fiction in Oil Market Modeling |
0 |
0 |
9 |
25 |
1 |
4 |
28 |
40 |
| Forecasting the Price of Oil |
0 |
1 |
9 |
223 |
4 |
9 |
35 |
460 |
| Forecasting the Price of Oil |
0 |
2 |
10 |
336 |
2 |
7 |
39 |
654 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
1 |
2 |
5 |
156 |
3 |
5 |
30 |
306 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
1 |
1 |
70 |
0 |
3 |
15 |
149 |
| Forecasting the price of oil |
0 |
0 |
11 |
282 |
2 |
5 |
38 |
620 |
| Forecasting the real price of oil in a changing world: A forecast combination approach |
0 |
1 |
1 |
133 |
0 |
2 |
9 |
323 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
1 |
7 |
91 |
1 |
8 |
31 |
279 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
1 |
2 |
10 |
200 |
1 |
6 |
26 |
262 |
| Forty years of oil price fluctuations: Why the price of oil may still surprise us |
0 |
0 |
0 |
109 |
0 |
5 |
9 |
141 |
| Frequentist Inference in Weakly Identified DSGE Models |
0 |
0 |
0 |
35 |
1 |
1 |
8 |
125 |
| Frequentist inference in weakly identified DSGE models |
0 |
0 |
0 |
109 |
0 |
0 |
8 |
223 |
| How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
627 |
| How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation |
0 |
0 |
3 |
341 |
2 |
3 |
17 |
1,063 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
3 |
35 |
0 |
1 |
10 |
67 |
| How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
2 |
13 |
151 |
0 |
4 |
51 |
326 |
| Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
2 |
30 |
30 |
0 |
7 |
33 |
33 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
1 |
3 |
40 |
3 |
5 |
19 |
127 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
59 |
0 |
0 |
6 |
70 |
| Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
1 |
20 |
0 |
1 |
8 |
52 |
| Impulse response matching estimators for DSGE models |
0 |
0 |
1 |
93 |
0 |
0 |
8 |
154 |
| Impulse response matching estimators for DSGE models |
0 |
1 |
1 |
29 |
0 |
1 |
6 |
52 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
2 |
14 |
1,126 |
3 |
9 |
45 |
6,727 |
| In-sample or out-of-sample tests of predictability: which one should we use? |
0 |
0 |
2 |
1,151 |
1 |
3 |
19 |
3,838 |
| Inference on Impulse Response Functions in Structural VAR Models |
4 |
4 |
10 |
41 |
8 |
11 |
35 |
103 |
| Inference on Impulse Response Functions in Structural VAR Models |
1 |
2 |
6 |
249 |
3 |
7 |
21 |
459 |
| Inference on Impulse Response Functions in Structural VAR Models |
1 |
3 |
10 |
154 |
2 |
8 |
29 |
339 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
0 |
34 |
0 |
0 |
5 |
89 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
2 |
2 |
6 |
33 |
2 |
7 |
14 |
103 |
| Inside the crystal ball: New approaches to predicting the gasoline price at the pump |
0 |
0 |
0 |
63 |
1 |
1 |
4 |
142 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
10 |
1 |
4 |
7 |
40 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
75 |
| Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
38 |
2 |
4 |
18 |
74 |
| Is there a trend break in U.S. GNP? A macroeconomic perspective |
0 |
0 |
0 |
176 |
0 |
2 |
6 |
1,441 |
| Joint Bayesian Inference about Impulse Responses in VAR Models |
1 |
2 |
26 |
26 |
1 |
4 |
14 |
14 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
79 |
1 |
1 |
6 |
134 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
3 |
13 |
1 |
2 |
8 |
64 |
| Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
20 |
1 |
1 |
13 |
53 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
1 |
73 |
0 |
0 |
8 |
120 |
| Lower Oil Prices and the U.S. Economy: Is this Time Different? |
0 |
0 |
5 |
73 |
3 |
9 |
37 |
154 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
4 |
22 |
43 |
4 |
20 |
119 |
226 |
| Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
2 |
6 |
21 |
2 |
5 |
27 |
77 |
| Measuring Predictability: Theory And Macroeconomic Applications |
0 |
0 |
0 |
123 |
0 |
3 |
26 |
549 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
1 |
5 |
372 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
621 |
| Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
196 |
1 |
2 |
7 |
1,165 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
165 |
0 |
3 |
7 |
722 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
2 |
4 |
55 |
0 |
3 |
16 |
110 |
| Modeling Fluctuations in the Global Demand for Commodities |
0 |
1 |
6 |
44 |
0 |
5 |
32 |
109 |
| Monetary policy responses to oil price fluctuations |
0 |
0 |
2 |
340 |
2 |
4 |
16 |
715 |
| Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
1 |
127 |
0 |
3 |
13 |
325 |
| Nonlinearities in the oil price-output relationship |
0 |
1 |
4 |
201 |
0 |
4 |
19 |
374 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
1 |
4 |
19 |
938 |
10 |
28 |
106 |
2,412 |
| Oil Price Shocks, Monetary Policy and Stagflation |
0 |
0 |
5 |
305 |
1 |
2 |
19 |
1,080 |
| Oil Price Shocks: Causes and Consequences |
2 |
7 |
19 |
520 |
6 |
26 |
81 |
1,167 |
| Oil Prices, Exchange Rates and Interest Rates |
0 |
1 |
16 |
19 |
2 |
6 |
49 |
54 |
| Oil Prices, Exchange Rates and Interest Rates |
2 |
12 |
77 |
183 |
55 |
152 |
841 |
1,404 |
| Oil Prices, Exchange Rates and Interest Rates |
1 |
6 |
64 |
164 |
16 |
68 |
415 |
695 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
1 |
4 |
4 |
0 |
1 |
7 |
7 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
1 |
2 |
13 |
13 |
5 |
8 |
15 |
15 |
| Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
2 |
6 |
8 |
8 |
2 |
7 |
8 |
8 |
| Oil Shocks and External Balances |
0 |
0 |
4 |
213 |
0 |
5 |
14 |
641 |
| Oil Shocks and External Balances |
0 |
0 |
1 |
127 |
1 |
4 |
19 |
330 |
| Oil Shocks and External Balances |
0 |
0 |
0 |
221 |
1 |
1 |
8 |
607 |
| Oil and the Macroeconomy Since the 1970s |
0 |
1 |
7 |
928 |
1 |
3 |
32 |
2,111 |
| Oil and the Macroeconomy Since the 1970s |
0 |
1 |
2 |
456 |
0 |
1 |
26 |
1,018 |
| Oil price volatility: Origins and effects |
4 |
11 |
28 |
155 |
10 |
29 |
107 |
521 |
| Oil prices, exchange rates, and interest rates |
0 |
0 |
6 |
36 |
2 |
6 |
28 |
45 |
| On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
693 |
| On the Selection of Forecasting Models |
0 |
1 |
1 |
330 |
0 |
8 |
12 |
1,262 |
| On the finite-sample accuracy of nonparametric resampling algorithms for economic time series |
0 |
0 |
0 |
195 |
1 |
2 |
8 |
750 |
| On the selection of forecasting models |
0 |
2 |
4 |
687 |
1 |
7 |
19 |
1,639 |
| Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
0 |
0 |
0 |
2 |
2 |
5 |
19 |
2,369 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
1 |
229 |
0 |
1 |
8 |
478 |
| Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
39 |
0 |
2 |
8 |
169 |
| Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
9 |
196 |
0 |
4 |
22 |
425 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
374 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
4 |
0 |
2 |
7 |
843 |
| Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
1 |
123 |
0 |
0 |
9 |
596 |
| Quantifying the Risk of Deflation |
0 |
1 |
3 |
16 |
0 |
4 |
13 |
48 |
| Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
1 |
1 |
9 |
157 |
4 |
7 |
45 |
369 |
| Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
1 |
5 |
274 |
4 |
12 |
36 |
966 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
1 |
2 |
103 |
0 |
1 |
18 |
284 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
1 |
110 |
0 |
0 |
6 |
218 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
2 |
2 |
135 |
2 |
6 |
23 |
319 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
1 |
2 |
120 |
0 |
2 |
9 |
224 |
| Recent Developments in Bootstrapping Time Series |
1 |
2 |
5 |
7 |
1 |
3 |
13 |
28 |
| Recent developments in bootstrapping time series |
1 |
2 |
3 |
1,453 |
4 |
7 |
18 |
3,195 |
| Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
1,250 |
| Retail Energy Prices and Consumer Expenditures |
0 |
2 |
3 |
317 |
1 |
7 |
21 |
1,005 |
| Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate |
0 |
0 |
2 |
87 |
0 |
1 |
10 |
509 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work |
0 |
0 |
0 |
151 |
1 |
3 |
8 |
952 |
| Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
820 |
| Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work |
0 |
1 |
2 |
15 |
0 |
1 |
5 |
160 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
1 |
5 |
47 |
2 |
5 |
33 |
166 |
| Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
1 |
6 |
37 |
1 |
5 |
23 |
106 |
| Structural Vector Autoregressions |
3 |
12 |
56 |
812 |
10 |
30 |
116 |
1,462 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
0 |
86 |
0 |
2 |
9 |
528 |
| The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas |
0 |
0 |
0 |
97 |
2 |
2 |
10 |
589 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
3 |
122 |
1 |
1 |
14 |
349 |
| The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
0 |
113 |
0 |
1 |
8 |
447 |
| The Econometrics of Oil Market VAR Models |
0 |
0 |
24 |
24 |
1 |
3 |
24 |
24 |
| The Econometrics of Oil Market VAR Models |
0 |
3 |
31 |
31 |
4 |
17 |
73 |
73 |
| The Econometrics of Oil Market VAR Models |
0 |
0 |
67 |
67 |
1 |
3 |
36 |
36 |
| The Economic Effects of Energy Price Shocks |
0 |
1 |
11 |
772 |
1 |
15 |
66 |
2,069 |
| The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
0 |
1 |
2 |
552 |
0 |
5 |
18 |
1,642 |
| The Impact of Oil Price Shocks on the U.S. Stock Market |
7 |
15 |
33 |
1,364 |
13 |
34 |
149 |
3,946 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
6 |
79 |
0 |
2 |
19 |
70 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
2 |
66 |
0 |
0 |
14 |
146 |
| The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
4 |
32 |
0 |
2 |
16 |
114 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
2 |
4 |
21 |
94 |
5 |
22 |
64 |
290 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
0 |
11 |
66 |
0 |
4 |
28 |
141 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
2 |
4 |
25 |
0 |
3 |
14 |
16 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
1 |
5 |
41 |
0 |
1 |
13 |
93 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
2 |
17 |
0 |
0 |
10 |
43 |
| The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
3 |
29 |
0 |
2 |
15 |
34 |
| The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks |
1 |
4 |
7 |
187 |
2 |
8 |
19 |
508 |
| The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
1 |
3 |
17 |
491 |
2 |
6 |
68 |
1,504 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
1 |
41 |
0 |
0 |
8 |
83 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
2 |
97 |
2 |
4 |
13 |
208 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
2 |
4 |
35 |
0 |
3 |
10 |
102 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
1 |
11 |
360 |
1 |
10 |
38 |
944 |
| The Role of the Prior in Estimating VAR Models with Sign Restrictions |
45 |
45 |
45 |
45 |
35 |
35 |
35 |
35 |
| The Uniform Validity of Impulse Response Inference in Autoregressions |
0 |
0 |
5 |
7 |
0 |
0 |
11 |
14 |
| The central bank as a risk manager: quantifying and forecasting inflation risks |
0 |
0 |
2 |
232 |
1 |
4 |
11 |
677 |
| The impact of the shale oil revolution on U.S. oil and gasoline prices |
0 |
0 |
3 |
93 |
1 |
4 |
19 |
170 |
| The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
0 |
2 |
41 |
1 |
1 |
11 |
24 |
| The role of oil price shocks in causing U.S. recessions |
0 |
1 |
3 |
141 |
0 |
3 |
30 |
303 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
3 |
51 |
1 |
3 |
22 |
53 |
| The uniform validity of impulse response inference in autoregressions |
0 |
0 |
7 |
24 |
0 |
2 |
23 |
48 |
| Time Series Analysis |
0 |
2 |
5 |
1,094 |
1 |
7 |
19 |
1,709 |
| Time Series Analysis |
1 |
1 |
3 |
139 |
2 |
6 |
15 |
341 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
1 |
9 |
106 |
2 |
7 |
29 |
235 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
0 |
6 |
217 |
4 |
11 |
37 |
408 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
2 |
19 |
19 |
19 |
5 |
15 |
17 |
17 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
1 |
49 |
54 |
54 |
4 |
21 |
29 |
29 |
| Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
1 |
1 |
1 |
1 |
11 |
14 |
14 |
| Understanding the decline in the price of oil since June 2014 |
0 |
0 |
8 |
307 |
1 |
4 |
24 |
517 |
| Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
406 |
1 |
5 |
12 |
1,421 |
| Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
312 |
1 |
2 |
3 |
680 |
| Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective |
0 |
0 |
0 |
1 |
2 |
3 |
7 |
746 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
5 |
154 |
1 |
3 |
25 |
337 |
| What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
2 |
101 |
1 |
1 |
10 |
168 |
| What Do We Learn from the Price of Crude Oil Futures? |
1 |
1 |
8 |
549 |
2 |
9 |
52 |
1,735 |
| Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
2 |
3 |
14 |
270 |
3 |
6 |
48 |
772 |
| Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
0 |
106 |
1 |
2 |
10 |
361 |
| Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
5 |
431 |
2 |
13 |
69 |
1,694 |
| Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
3 |
610 |
2 |
3 |
29 |
1,614 |
| Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
3 |
572 |
2 |
2 |
28 |
1,242 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
1 |
2 |
721 |
1 |
6 |
31 |
1,612 |
| Total Working Papers |
105 |
311 |
1,314 |
37,881 |
406 |
1,226 |
5,820 |
121,515 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries |
1 |
3 |
7 |
389 |
4 |
13 |
29 |
904 |
| A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
1 |
4 |
26 |
1,170 |
5 |
26 |
127 |
2,899 |
| ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS |
0 |
0 |
0 |
8 |
0 |
1 |
8 |
36 |
| Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
1 |
12 |
2 |
3 |
15 |
57 |
| Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
0 |
2 |
11 |
133 |
2 |
10 |
30 |
314 |
| Are there gains from pooling real-time oil price forecasts? |
0 |
0 |
2 |
22 |
1 |
3 |
12 |
73 |
| Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
122 |
| Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
99 |
0 |
3 |
10 |
470 |
| Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models |
0 |
0 |
1 |
85 |
2 |
3 |
9 |
368 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
3 |
10 |
45 |
382 |
7 |
24 |
105 |
846 |
| Comment |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
54 |
| Comment |
0 |
0 |
0 |
8 |
3 |
3 |
7 |
33 |
| Confidence intervals for impulse responses under departures from normality |
0 |
0 |
3 |
87 |
0 |
2 |
11 |
247 |
| DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
1 |
78 |
0 |
0 |
3 |
280 |
| Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
2 |
7 |
24 |
264 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
| Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
1 |
1 |
9 |
317 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
3 |
8 |
19 |
234 |
3 |
17 |
59 |
624 |
| Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
2 |
134 |
0 |
1 |
11 |
348 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
2 |
10 |
41 |
4 |
12 |
31 |
215 |
| Do oil price increases cause higher food prices? |
0 |
2 |
10 |
96 |
0 |
3 |
46 |
326 |
| Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Does the Fed Respond to Oil Price Shocks? |
0 |
0 |
12 |
144 |
2 |
14 |
41 |
369 |
| Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
376 |
| Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
1 |
1 |
5 |
509 |
4 |
7 |
25 |
1,125 |
| Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
3 |
8 |
37 |
839 |
8 |
24 |
94 |
1,811 |
| Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
10 |
70 |
1 |
4 |
27 |
383 |
| Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
1 |
2 |
12 |
282 |
1 |
6 |
26 |
970 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
22 |
0 |
0 |
8 |
80 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
3 |
97 |
1 |
6 |
30 |
278 |
| Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
60 |
| How Reliable Are Local Projection Estimators of Impulse Responses? |
2 |
8 |
39 |
164 |
5 |
24 |
92 |
411 |
| How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
1 |
1 |
6 |
79 |
1 |
2 |
19 |
177 |
| How accurate are confidence intervals for impulse responses in large VAR models? |
0 |
1 |
2 |
108 |
0 |
2 |
4 |
277 |
| How sensitive are consumer expenditures to retail energy prices? |
2 |
4 |
35 |
364 |
6 |
21 |
91 |
864 |
| Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
435 |
| Impulse response matching estimators for DSGE models |
1 |
1 |
3 |
23 |
2 |
8 |
26 |
106 |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
9 |
427 |
2 |
5 |
33 |
1,343 |
| Inference on impulse response functions in structural VAR models |
2 |
7 |
34 |
333 |
8 |
25 |
107 |
896 |
| Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
1 |
5 |
0 |
2 |
9 |
38 |
| Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
0 |
0 |
2 |
35 |
0 |
0 |
4 |
115 |
| Joint confidence sets for structural impulse responses |
0 |
0 |
1 |
20 |
0 |
3 |
13 |
104 |
| Lower Oil Prices and the U.S. Economy: Is This Time Different? |
1 |
2 |
6 |
33 |
3 |
7 |
25 |
104 |
| Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
3 |
16 |
27 |
3 |
18 |
59 |
85 |
| Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
218 |
0 |
1 |
4 |
819 |
| Modeling fluctuations in the global demand for commodities |
3 |
6 |
31 |
48 |
9 |
29 |
100 |
169 |
| Monetary Policy Responses to Oil Price Fluctuations |
0 |
1 |
12 |
189 |
1 |
7 |
43 |
430 |
| NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 |
0 |
1 |
2 |
84 |
0 |
3 |
8 |
206 |
| NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP |
1 |
1 |
2 |
127 |
2 |
7 |
17 |
271 |
| Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
6 |
15 |
54 |
1,566 |
36 |
77 |
289 |
3,967 |
| Oil Price Shocks: Causes and Consequences |
1 |
4 |
18 |
202 |
2 |
13 |
47 |
434 |
| Oil and the Macroeconomy Since the 1970s |
0 |
0 |
7 |
709 |
3 |
11 |
68 |
1,915 |
| Oil shocks and external balances |
2 |
5 |
13 |
258 |
3 |
11 |
43 |
756 |
| On the selection of forecasting models |
0 |
0 |
1 |
245 |
1 |
4 |
12 |
510 |
| Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
1 |
3 |
8 |
248 |
| Quantifying the Risk of Deflation |
0 |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
| Quantifying the speculative component in the real price of oil: The role of global oil inventories |
1 |
2 |
34 |
224 |
4 |
10 |
98 |
603 |
| Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
186 |
0 |
0 |
4 |
722 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
8 |
104 |
0 |
1 |
18 |
239 |
| Real-Time Forecasts of the Real Price of Oil |
0 |
1 |
2 |
121 |
0 |
4 |
11 |
287 |
| Recent Evolutions of Oil and Commodity Prices |
0 |
0 |
4 |
72 |
2 |
4 |
12 |
134 |
| Recent developments in bootstrapping time series |
1 |
2 |
11 |
210 |
3 |
6 |
25 |
388 |
| Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
968 |
| Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
2 |
3 |
7 |
84 |
2 |
6 |
28 |
349 |
| Small-Sample Confidence Intervals For Impulse Response Functions |
2 |
8 |
46 |
1,053 |
10 |
24 |
131 |
2,742 |
| THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP |
0 |
0 |
0 |
11 |
0 |
1 |
8 |
151 |
| THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET |
5 |
16 |
53 |
804 |
13 |
39 |
151 |
2,072 |
| THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
1 |
2 |
18 |
198 |
2 |
8 |
66 |
468 |
| The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
1 |
106 |
2 |
6 |
31 |
789 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
1 |
1 |
1 |
0 |
2 |
2 |
2 |
| The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
4 |
18 |
204 |
| The Economic Effects of Energy Price Shocks |
1 |
6 |
25 |
229 |
5 |
29 |
102 |
1,181 |
| The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices |
1 |
2 |
3 |
140 |
2 |
3 |
9 |
442 |
| The Impact of the Fracking Boom on Arab Oil Producers |
2 |
11 |
40 |
86 |
8 |
31 |
114 |
286 |
| The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
0 |
3 |
7 |
43 |
0 |
8 |
30 |
131 |
| The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks |
1 |
4 |
12 |
179 |
5 |
12 |
44 |
535 |
| The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
1 |
4 |
40 |
0 |
4 |
13 |
118 |
| The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
3 |
25 |
184 |
1 |
9 |
65 |
500 |
| The effects of real and monetary shocks in a business cycle model with some sticky prices |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
460 |
| The uniform validity of impulse response inference in autoregressions |
0 |
1 |
9 |
9 |
3 |
9 |
36 |
36 |
| UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE |
0 |
0 |
0 |
38 |
2 |
4 |
9 |
130 |
| Understanding the Decline in the Price of Oil since June 2014 |
0 |
2 |
13 |
106 |
3 |
21 |
66 |
301 |
| Understanding the effects of exogenous oil supply shocks |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
0 |
5 |
19 |
641 |
| WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
3 |
78 |
2 |
3 |
14 |
170 |
| WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
2 |
8 |
59 |
263 |
12 |
27 |
150 |
671 |
| What do we learn from the price of crude oil futures? |
2 |
5 |
23 |
644 |
4 |
15 |
107 |
1,660 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
3 |
32 |
576 |
5 |
11 |
91 |
1,402 |
| Total Journal Articles |
56 |
188 |
954 |
16,310 |
234 |
797 |
3,463 |
47,732 |
LogEc is hosted by the
Örebro University School of Business.