Access Statistics for Lutz Kilian

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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 3 20 0 0 10 23
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 2 2 0 0 3 3
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 1 1 547
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 2 27 0 1 5 116
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 1 36 0 1 4 94
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 1 4 53 0 2 12 166
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 1 1 234 0 1 2 1,070
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 1 1 2 595
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 1 864 0 0 8 5,509
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 0 6 8 1,536 4 13 22 3,524
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 14 0 0 2 29
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 0 1 18
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 2 9 0 0 2 30
A broader perspective on the inflationary effects of energy price shocks 0 0 1 14 0 1 4 10
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 1 95 0 0 3 231
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 1 3 21
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 0 480
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 2 45 0 1 9 166
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 47 0 0 2 140
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 22 0 0 1 134
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 0 0 36 0 0 3 153
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 24 0 0 2 113
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 2 62 0 0 5 206
Are There Gains from Pooling Real-Time Oil Price Forecasts? 0 1 2 45 0 1 3 134
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 0 0 1 153
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 1 29 0 0 1 84
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 4 225 1 2 21 844
Bagging Time Series Models 1 1 6 222 4 4 20 653
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 2 140 0 1 3 424
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 2 316
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 2 4 13 1,244
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 0 8 1,164
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 0 0 560
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 222 0 0 2 699
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 1 1 2 19
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 0 1 3 0 0 1 12
Container Trade and the U.S. Recovery 0 0 0 22 1 1 2 33
Container Trade and the U.S. Recovery 0 0 0 1 0 0 1 23
Container Trade and the U.S. Recovery 0 0 0 13 0 1 2 26
Container trade and the U.S. recovery 0 0 0 29 0 1 3 18
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 0 865
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 1 2 3 297 1 3 8 814
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 0 5 58
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 11 0 0 1 52
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 0 47
Did the renewable fuel standard shift market expectations of the price of ethanol? 0 0 0 13 0 0 0 33
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 2 2 3 84 4 4 6 298
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 65 0 0 1 208
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 1 1 106
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 1 3 8 211 1 7 18 648
Do Oil Price Increases Cause Higher Food Prices? 0 1 1 85 1 3 7 176
Do Oil Price Increases Cause Higher Food Prices? 0 0 3 48 0 1 8 153
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 0 0 1 235
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 2 941 2 4 16 2,623
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 1 118 0 1 4 644
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 1 1 1 266 2 2 5 753
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 0 99 0 0 0 250
Do oil price increases cause higher food prices? 1 1 2 141 1 2 7 278
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 0 1 2 178 0 1 3 601
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 2 2 90
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 1 2 50
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 0 0 40
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 0 1 3 28
Does the Fed Respond to Oil Price Shocks? 1 3 7 171 2 5 16 544
Energy Challenges in an Uncertain World 0 0 0 0 0 0 2 32
Estimating Macroeconomic News and Surprise Shocks 0 0 37 37 0 1 19 19
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 1 117 0 0 8 442
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 3 178 2 6 19 507
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? 0 0 0 0 0 0 2 213
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? 1 3 4 661 3 7 13 1,710
Facts and Fiction in Oil Market Modeling 0 0 0 34 0 0 1 107
Facts and Fiction in Oil Market Modeling 0 0 0 31 0 0 2 59
Facts and Fiction in Oil Market Modeling 0 0 1 29 0 1 3 68
Facts and fiction in oil market modeling 0 0 1 71 0 2 5 32
Forecasting the Price of Oil 0 0 5 248 0 1 12 538
Forecasting the Price of Oil 1 2 4 349 1 2 16 725
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 72 1 1 7 168
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 1 6 13 344
Forecasting the price of oil 0 0 1 286 1 7 23 683
Forecasting the real price of oil in a changing world: A forecast combination approach 0 0 1 137 0 1 5 348
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 1 209 0 2 5 294
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 1 2 102 1 5 14 338
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 0 1 114 0 0 4 165
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 0 0 0 229
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 0 0 0 0 1 3 3
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 0 15 0 0 0 12
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 25 27 0 1 19 25
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 1 26 1 4 7 20
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 0 2 3 635
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 1 352 2 3 19 1,107
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 36 0 1 2 79
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 160 2 5 5 377
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 19 19 1 2 11 11
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 3 43 0 2 12 84
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 1 6 67
Impulse Response Matching Estimators for DSGE Models 0 0 0 59 4 6 7 91
Impulse Response Matching Estimators for DSGE Models 0 0 1 45 0 1 5 153
Impulse response matching estimators for DSGE models 0 0 0 31 0 0 1 62
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 0 1,141 0 2 6 6,789
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,156 1 3 4 3,861
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 250 0 0 3 479
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 161 0 0 4 374
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 44 0 0 1 125
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 36 0 0 0 106
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 48 0 0 4 176
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 0 1 65 0 2 6 158
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 0 0 2 86
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 1 45 0 0 2 102
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 1 13 0 1 8 66
Is there a trend break in U.S. GNP? A macroeconomic perspective 0 0 0 176 0 0 2 1,450
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 2 40 0 0 2 74
Joint Bayesian inference about impulse responses in VAR models 0 0 2 10 0 0 3 21
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 3 149
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 0 56
Joint Confidence Sets for Structural Impulse Responses 0 1 1 21 0 1 3 99
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 1 1 0 0 3 3
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 1 77 1 2 8 148
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 2 5 93 1 3 16 215
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 1 2 0 0 5 10
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 3 89 1 1 6 24
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 2 2 0 1 9 9
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 0 0 0 1 2 2 2
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 1 1 2 26 2 4 6 123
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 1 55 1 3 12 304
Measuring Predictability: Theory And Macroeconomic Applications 0 0 0 126 1 2 2 565
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 0 3 628
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 0 0 1,174
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 0 376
Measuring predictability: theory and macroeconomic applications 0 0 0 166 2 2 3 736
Modeling Fluctuations in the Global Demand for Commodities 0 2 2 58 0 3 5 124
Modeling Fluctuations in the Global Demand for Commodities 0 4 6 57 0 5 9 152
Monetary policy responses to oil price fluctuations 0 0 0 346 1 1 4 739
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 1 5 340
Nonlinearities in the oil price-output relationship 0 0 0 204 0 1 6 401
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 1 12 1,001 9 14 49 2,680
Oil Price Shocks and Inflation 1 5 26 26 2 6 33 33
Oil Price Shocks, Monetary Policy and Stagflation 0 0 5 333 1 5 17 1,140
Oil Price Shocks: Causes and Consequences 0 1 7 572 3 7 41 1,346
Oil Prices, Exchange Rates and Interest Rates 0 0 1 215 0 0 7 1,807
Oil Prices, Exchange Rates and Interest Rates 1 1 3 204 2 3 11 883
Oil Prices, Exchange Rates and Interest Rates 0 1 4 27 1 2 5 84
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 2 28 1 3 10 80
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 1 15 1 1 3 34
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 0 0 2 36
Oil Shocks and External Balances 0 0 1 214 0 0 7 659
Oil Shocks and External Balances 0 0 1 226 0 1 7 633
Oil and the Macroeconomy Since the 1970s 0 0 0 458 3 3 5 1,044
Oil and the Macroeconomy Since the 1970s 0 0 0 930 0 2 6 2,140
Oil price volatility: Origins and effects 3 7 14 217 6 15 42 703
Oil prices, exchange rates and interest rates 0 0 0 26 0 2 6 43
Oil prices, exchange rates, and interest rates 0 0 3 52 1 3 18 138
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 0 1 6 30
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 1 1 1 701
On the Selection of Forecasting Models 0 0 1 333 0 1 3 1,277
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 1 198 0 0 3 762
On the selection of forecasting models 0 0 1 694 0 1 5 1,669
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 0 3 2,393
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 42 0 0 5 186
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 231 0 0 6 492
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 5 470
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 0 0 1 384
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 1 124 0 0 1 607
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 4 0 0 0 852
Quantifying the Risk of Deflation 0 1 2 28 0 1 9 99
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 2 165 0 0 7 424
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 0 1 985
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 0 103 0 1 2 303
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 1 5 126 0 2 13 270
Real-Time Forecasts of the Real Price of Oil 1 1 1 121 1 3 7 250
Real-Time Forecasts of the Real Price of Oil 1 3 14 163 5 8 32 413
Recent Developments in Bootstrapping Time Series 1 2 3 19 1 3 4 52
Recent developments in bootstrapping time series 0 0 2 1,464 0 1 5 3,238
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 0 2 1,264
Retail Energy Prices and Consumer Expenditures 0 1 6 346 2 9 18 1,079
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 1 4 518
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 1 957
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 1 2 833
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 1 2 173
State-Dependent Local Projections 0 1 82 82 0 4 27 27
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 1 53 0 2 6 196
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 1 2 3 123
Structural Vector Autoregressions 4 9 33 922 7 24 75 1,725
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 2 91 0 0 3 550
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 0 0 0 598
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 1 1 1 123 1 2 11 395
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 1 1 115 0 1 4 474
The Econometrics of Oil Market VAR Models 0 0 8 86 0 2 22 117
The Econometrics of Oil Market VAR Models 0 1 2 53 0 1 13 197
The Econometrics of Oil Market VAR Models 3 4 6 33 3 5 8 61
The Economic Effects of Energy Price Shocks 1 3 15 806 3 8 49 2,195
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 3 3 4 565 5 5 8 1,677
The Impact of Oil Price Shocks on the U.S. Stock Market 2 3 21 1,440 5 8 65 4,190
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 1 4 27 0 2 9 68
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 12 0 1 6 28
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 2 10 0 2 7 25
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 4 4 4 4 2 2 2 2
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 35 0 0 1 127
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 84 0 4 5 100
The Impact of the Fracking Boom on Arab Oil Producers 0 0 0 66 0 0 0 154
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 3 75 0 1 6 167
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 2 4 118 2 10 22 384
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 31 0 1 3 48
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 42 0 0 0 102
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 18 0 0 1 59
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 1 29 0 0 2 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 2 539
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 3 4 14 539 4 7 26 1,631
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 2 96
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 38 0 0 4 118
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 102 0 0 7 233
The Role of Speculation in Oil Markets: What Have We Learned So Far? 1 1 4 375 3 4 18 1,006
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 3 62 0 0 6 88
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 5 0 0 3 32
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 9 0 1 2 22
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 243 0 1 4 715
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 1 17 0 0 4 28
The impact of the shale oil revolution on U.S. oil and gasoline prices 0 0 0 97 0 1 4 203
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 0 0 41 0 0 1 33
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 0 2 334
The role of the prior in estimating VAR models with sign restrictions 0 0 3 17 0 1 9 34
The uniform validity of impulse response inference in autoregressions 0 0 0 26 0 0 1 61
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 1 2 66
Time Series Analysis 0 0 1 142 1 1 5 380
Time Series Analysis 0 1 5 1,103 1 2 17 1,776
Understanding the Decline in the Price of Oil since June 2014 0 0 2 228 1 2 8 452
Understanding the Decline in the Price of Oil since June 2014 0 0 3 123 1 2 15 298
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 60 0 0 3 78
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 1 4 38
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 26 0 0 5 56
Understanding the decline in the price of oil since June 2014 0 0 0 313 0 0 3 548
Understanding the estimation of oil demand and oil supply elasticities 0 0 2 12 0 2 7 39
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 2 409 0 0 5 1,448
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 1 1 2 690
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 0 0 2 756
What Central Bankers Need to Know about Forecasting Oil Prices 0 1 2 107 0 1 3 187
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 5 168 1 3 17 403
What Do We Learn from the Price of Crude Oil Futures? 0 0 6 567 2 9 32 1,832
When Do State-Dependent Local Projections Work? 0 1 6 70 2 4 23 57
When do state-dependent local projections work? 0 0 1 3 0 0 6 19
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 1 2 7 297 4 5 19 840
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 3 375
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 2 437 0 1 4 1,741
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 1 1 615 0 1 5 1,635
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 1 1 575 3 7 35 1,314
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 0 1 16 1,707
Total Working Papers 43 112 626 40,257 154 438 1,846 130,342


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 3 5 5 405 5 8 14 950
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 1 8 21 1,278 5 24 71 3,344
A broader perspective on the inflationary effects of energy price shocks 0 3 8 8 1 6 15 15
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 2 16 0 0 4 55
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 0 0 1 0 0 1 11
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 1 1 1 21 1 2 8 101
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 2 9 148 0 5 24 378
Are there gains from pooling real-time oil price forecasts? 2 2 14 43 4 4 25 130
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 3 57 0 1 11 144
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 2 485
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 87 0 0 0 375
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 6 33 508 2 13 76 1,147
Comment 0 0 1 7 0 0 2 61
Comment 0 0 0 8 0 0 1 39
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” 0 0 3 3 0 0 8 15
Confidence intervals for impulse responses under departures from normality 0 0 0 94 1 1 2 272
Container Trade and the U.S. Recovery 0 2 4 4 4 7 19 20
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 0 78 0 2 2 284
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 2 4 21 339
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 7 0 0 1 25
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 1 2 339
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 2 3 6 271 5 8 24 744
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 134 0 0 2 357
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 1 2 5 60 2 4 16 271
Do oil price increases cause higher food prices? 1 1 4 109 3 5 16 384
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 0 0 0 5 0 2 6 37
Does the Fed Respond to Oil Price Shocks? 0 4 17 181 2 11 46 471
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 1 4 21 430
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 1 514 0 0 4 1,149
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 4 5 29 964 6 13 62 2,079
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 1 3 8 107 1 5 19 473
Facts and fiction in oil market modeling 0 0 5 13 0 2 11 33
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 0 0 291 0 0 4 1,015
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 1 1 26 2 3 9 118
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 2 108 0 1 8 332
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 66
How Reliable Are Local Projection Estimators of Impulse Responses? 2 8 33 257 5 17 71 643
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 7 105 1 1 17 236
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 2 113 0 0 2 285
How sensitive are consumer expenditures to retail energy prices? 2 11 48 566 7 25 125 1,394
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 0 1 2 448
Impulse response analysis for structural dynamic models with nonlinear regressors 3 6 15 24 4 13 31 55
Impulse response matching estimators for DSGE models 0 0 1 34 0 2 3 142
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 1 2 441 2 5 17 1,410
Inference on impulse response functions in structural VAR models 3 5 16 419 6 12 60 1,166
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 1 6 35 0 3 13 96
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 0 0 1 38 0 0 4 130
Joint Bayesian inference about impulse responses in VAR models 1 1 1 7 1 3 10 20
Joint confidence sets for structural impulse responses 1 1 5 36 2 4 12 155
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 1 1 38 1 2 14 149
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 0 3 45 0 1 6 146
Measuring predictability: theory and macroeconomic applications 1 2 3 221 1 3 6 831
Modeling fluctuations in the global demand for commodities 1 6 19 96 4 19 64 355
Monetary Policy Responses to Oil Price Fluctuations 0 0 9 217 4 7 31 521
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 1 5 92 0 1 11 237
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 1 1 134 0 1 15 325
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2 11 35 1,719 12 40 154 4,662
Oil Price Shocks: Causes and Consequences 6 7 22 269 9 17 85 702
Oil and the Macroeconomy Since the 1970s 0 2 5 728 3 12 37 2,059
Oil prices, exchange rates and interest rates 2 6 17 30 4 16 55 97
Oil prices, gasoline prices, and inflation expectations 0 2 14 25 2 8 37 63
Oil shocks and external balances 0 0 4 282 3 5 25 853
On the selection of forecasting models 1 3 6 264 2 4 15 559
Quantifying the Risk of Deflation 0 0 0 84 0 1 4 266
Quantifying the Risk of Deflation 0 0 0 5 0 0 2 19
Quantifying the speculative component in the real price of oil: The role of global oil inventories 1 3 21 298 4 8 53 824
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 2 188 0 0 3 731
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 3 8 24 156 4 14 51 365
Real-Time Forecasts of the Real Price of Oil 0 0 1 126 0 2 5 322
Recent Evolutions of Oil and Commodity Prices 0 0 1 77 0 0 3 152
Recent developments in bootstrapping time series 3 3 7 234 3 9 28 464
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 1 5 985
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 2 5 96 1 5 16 412
Small-Sample Confidence Intervals For Impulse Response Functions 3 7 26 1,165 5 18 72 3,038
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 0 0 155
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 8 12 47 2,247
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 2 5 13 238 7 17 39 607
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 1 112 0 3 4 825
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 1 1 8 247
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 2 0 1 3 12
The Economic Effects of Energy Price Shocks 2 4 17 301 3 12 53 1,435
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 1 1 1 146 1 4 6 464
The Impact of the Fracking Boom on Arab Oil Producers 0 3 7 116 0 12 25 405
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 1 4 68 0 4 17 215
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 3 5 1 2 12 23
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks 1 2 8 218 1 2 17 659
The Role of Oil Price Shocks in Causing U.S. Recessions 2 2 6 55 4 7 19 177
The Role of Speculation in Oil Markets: What Have We Learned So Far? 1 1 2 200 2 3 14 581
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 1 3 472
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 0 6 15 31 5 12 56 96
The uniform validity of impulse response inference in autoregressions 0 1 3 30 0 9 20 118
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 1 1 41 0 1 4 141
Understanding the Decline in the Price of Oil since June 2014 0 0 5 125 0 1 16 374
Understanding the effects of exogenous oil supply shocks 0 0 0 1 1 1 1 20
Understanding the estimation of oil demand and oil supply elasticities 0 0 5 19 1 1 18 57
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 1 3 9 665
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 0 0 1 3 14
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 3 10 35 358 6 18 65 907
What do we learn from the price of crude oil futures? 1 2 7 671 3 10 34 1,816
Why is it so difficult to beat the random walk forecast of exchange rates? 2 3 4 609 2 4 23 1,543
Total Journal Articles 68 190 687 18,668 184 559 2,238 56,080


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 16 43 108 615
Structural Vector Autoregressive Analysis 0 0 0 0 28 58 242 1,275
Total Books 0 0 0 0 44 101 350 1,890


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 1 11 329 7 15 65 1,058
Forecasting the Price of Oil 6 13 36 366 18 33 109 1,035
Oil Price Shocks, Monetary Policy and Stagflation 1 1 5 318 3 8 40 954
Structural vector autoregressions 3 7 19 268 4 10 44 528
The Econometrics of Oil Market VAR Models 1 3 16 16 1 6 37 38
Total Chapters 11 25 87 1,297 33 72 295 3,613


Statistics updated 2024-05-04