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 1 3 0 0 4 9
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 0 20 0 1 3 26
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 0 0 1 548
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 0 0 1 28 0 0 2 118
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 3 56 0 0 8 174
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil 0 0 2 38 0 0 5 99
A Monetary Explanation Of The Great Stagflation Of The 1970s 0 0 1 235 0 1 9 1,079
A Monetary Explanation of the Great Stagflation of the 1970s 0 0 0 1 0 1 6 601
A Monetary Explanation of the Great Stagflation of the 1970s 1 1 3 867 4 6 15 5,525
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions 1 3 7 1,543 1 6 16 3,544
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 2 0 0 5 23
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 1 15 0 0 3 32
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 9 0 0 1 31
A broader perspective on the inflationary effects of energy price shocks 0 0 2 16 0 0 7 17
A general approach to recovering market expectations from futures prices with an application to crude oil 0 0 0 95 1 2 6 237
A quantitative model of the oil tanker market in the Arabian Gulf 0 0 0 8 0 0 1 22
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 1 481
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 23 0 1 5 139
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 47 0 1 4 144
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 46 2 2 7 173
Anticipation, tax avoidance, and the price elasticity of gasoline demand 0 1 1 37 0 1 1 154
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 62 1 1 2 208
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis 0 0 0 24 0 1 2 115
Are There Gains from Pooling Real-Time Oil Price Forecasts? 2 3 3 48 2 4 5 139
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis 0 0 0 49 1 1 2 155
Are there Gains from Pooling Real-Time Oil Price Forecasts? 0 0 0 29 0 1 4 88
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 1 1 390
Bagging Time Series Models 0 0 1 223 0 1 8 662
Bagging Time Series Models 0 0 2 227 0 1 7 851
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 0 3 1,167
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 0 1,245
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 0 2 319
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 0 0 0 424
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 4 703
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' 0 0 0 29 0 0 2 21
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 0 0 0 3 0 0 1 13
Container Trade and the U.S. Recovery 0 0 0 22 0 0 2 35
Container Trade and the U.S. Recovery 0 0 0 13 1 1 3 29
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 29 0 0 3 22
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study 0 0 0 0 0 0 1 866
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? 0 0 6 304 0 1 13 830
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 11 0 0 1 53
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 25 0 0 0 41
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 0 1 59
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? 0 0 0 23 0 1 2 49
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 1 348
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 0 1 85 0 2 8 307
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 0 32 0 0 2 110
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work 0 0 1 66 0 0 2 211
Do Local Projections Solve the Bias Problem in Impulse Response Inference? 0 1 2 213 0 1 5 653
Do Oil Price Increases Cause Higher Food Prices? 0 0 0 48 0 0 0 153
Do Oil Price Increases Cause Higher Food Prices? 0 0 1 86 2 4 8 185
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 0 0 121 0 0 4 239
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative 0 0 0 941 0 0 11 2,635
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 1 119 0 0 4 648
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices 0 0 1 267 0 3 6 759
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 0 0 1 100 0 0 2 252
Do oil price increases cause higher food prices? 0 0 0 141 0 0 3 281
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries 1 2 4 182 1 4 7 608
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 12 0 0 2 42
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 13 0 0 3 53
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? 0 0 0 37 0 0 1 91
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? 0 0 0 7 0 0 2 30
Does the Fed Respond to Oil Price Shocks? 0 0 1 172 1 5 13 557
Energy Challenges in an Uncertain World 0 0 0 0 0 0 1 33
Estimating Macroeconomic News and Surprise Shocks 0 0 1 38 0 0 5 24
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 3 181 0 0 12 519
Estimating the Effect of a Gasoline Tax on Carbon Emissions 0 0 2 120 0 2 9 452
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 5 666 2 2 11 1,722
Facts and Fiction in Oil Market Modeling 0 0 0 31 1 1 1 60
Facts and Fiction in Oil Market Modeling 0 0 0 34 0 2 2 109
Facts and Fiction in Oil Market Modeling 0 0 1 30 0 1 3 71
Facts and fiction in oil market modeling 0 0 2 74 0 0 4 37
Forecasting the Price of Oil 1 1 9 259 3 4 21 563
Forecasting the Price of Oil 1 2 2 352 2 3 25 752
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 74 1 2 3 173
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 0 0 0 163 3 3 5 349
Forecasting the price of oil 0 0 2 288 1 3 8 691
Forecasting the real price of oil in a changing world: A forecast combination approach 1 1 1 138 1 1 3 351
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 0 209 0 1 4 298
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 1 3 10 112 7 19 41 380
Forty years of oil price fluctuations: Why the price of oil may still surprise us 0 1 2 116 0 1 7 172
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 1 129
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 0 1 230
Geopolitical Oil Price Risk and Economic Fluctuations 0 1 7 7 2 6 31 31
Geopolitical Oil Price Risk and Economic Fluctuations 0 2 3 3 1 5 8 8
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline 0 0 3 3 0 0 11 14
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand 0 0 0 27 1 2 6 32
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 2 11 23
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 0 0 1 27 0 1 9 29
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? 0 0 0 2 0 0 1 636
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 2 6 358 2 4 11 1,120
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 0 36 0 1 3 82
How the Tight Oil Boom Has Changed Oil and Gasoline Markets 0 0 2 162 0 0 4 381
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 0 0 0 1 2 2
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises 0 0 2 22 0 2 13 26
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 3 88
Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions 0 26 26 26 1 18 18 18
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 1 1 7 98
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 1 1 5 158
Impulse response matching estimators for DSGE models 1 1 2 33 1 3 4 67
Impulse response matching estimators for DSGE models 0 1 1 95 0 1 1 168
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 0 1 6 6,795
In-sample or out-of-sample tests of predictability: which one should we use? 1 1 1 1,157 3 3 8 3,869
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 1 1 10 135
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 162 0 0 3 377
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 251 0 2 4 483
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 48 0 0 2 178
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 0 36 0 0 0 107
Inside the crystal ball: New approaches to predicting the gasoline price at the pump 0 1 1 66 0 1 1 159
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 13 0 1 1 67
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 45 1 1 4 106
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 26 0 0 1 87
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 1 1 2 76
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 1 57
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 1 1 2 101
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 3 152
Jointly Estimating Macroeconomic News and Surprise Shocks 0 0 1 2 0 1 4 7
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 0 77 0 0 4 153
Lower Oil Prices and the U.S. Economy: Is this Time Different? 0 0 2 95 1 1 12 231
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 3 92 1 1 12 37
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 2 4 0 0 3 13
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings 0 0 0 2 0 0 0 9
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings 0 0 0 0 0 0 0 2
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 0 1 28 0 1 8 132
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? 0 1 2 57 1 9 15 319
Measuring Predictability: Theory And Macroeconomic Applications 0 1 1 127 0 1 3 568
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 197 0 1 1 1,175
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 51 0 0 1 377
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 0 0 4 632
Measuring predictability: theory and macroeconomic applications 0 0 0 166 0 8 8 745
Modeling Fluctuations in the Global Demand for Commodities 0 0 0 57 1 1 4 156
Modeling Fluctuations in the Global Demand for Commodities 0 0 1 59 0 0 3 127
Monetary policy responses to oil price fluctuations 0 0 2 348 1 1 8 747
Nonlinearities in the Oil Price-Output Relationship 0 0 0 129 0 0 0 340
Nonlinearities in the oil price-output relationship 0 0 0 204 0 1 6 408
Nonparametric Local Projections 0 1 33 33 2 6 24 24
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1 4 21 1,024 12 28 74 2,764
Oil Price Shocks and Inflation 0 0 4 4 0 0 6 6
Oil Price Shocks and Inflation 0 1 6 32 1 8 27 60
Oil Price Shocks, Monetary Policy and Stagflation 0 1 4 337 1 3 7 1,148
Oil Price Shocks: Causes and Consequences 1 3 8 580 4 7 23 1,373
Oil Prices, Exchange Rates and Interest Rates 0 0 0 215 0 0 3 1,810
Oil Prices, Exchange Rates and Interest Rates 1 2 4 208 2 6 30 914
Oil Prices, Exchange Rates and Interest Rates 0 0 1 28 1 2 4 89
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 29 4 6 10 92
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 15 0 0 1 35
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts 0 0 0 13 0 1 6 42
Oil Shocks and External Balances 1 1 1 215 1 1 4 663
Oil Shocks and External Balances 0 1 1 227 0 1 2 635
Oil and the Macroeconomy Since the 1970s 0 0 0 458 0 1 3 1,048
Oil and the Macroeconomy Since the 1970s 0 0 2 932 0 0 5 2,145
Oil price volatility: Origins and effects 1 1 7 224 4 7 27 735
Oil prices, exchange rates and interest rates 1 2 4 30 1 3 11 54
Oil prices, exchange rates, and interest rates 0 0 1 53 1 2 5 143
Oil prices, gasoline prices and inflation expectations: A new model and new facts 0 0 0 12 0 1 4 34
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series 0 0 0 0 0 1 1 702
On the Selection of Forecasting Models 0 0 1 334 0 0 1 1,278
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series 0 0 0 198 0 0 1 763
On the selection of forecasting models 0 0 1 695 0 0 4 1,673
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics 0 0 0 2 0 0 2 2,395
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 0 42 1 1 2 188
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks 0 0 1 232 0 2 4 496
Pitfalls in estimating asymmetric effects of energy price shocks 0 0 0 209 0 0 1 473
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 0 0 1 2 386
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors 0 0 0 124 0 0 2 609
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 0 1 29 0 0 4 103
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories 0 0 1 166 0 1 6 430
Quantifying the half-life of deviations from PPP: The role of economic priors 0 0 0 278 0 0 2 987
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 0 0 1 104 0 1 2 305
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 1 2 4 131 2 5 16 288
Real-Time Forecasts of the Real Price of Oil 2 4 14 178 4 10 39 457
Real-Time Forecasts of the Real Price of Oil 0 0 2 123 1 1 6 256
Recent Developments in Bootstrapping Time Series 0 0 1 20 0 0 3 55
Recent developments in bootstrapping time series 1 1 2 1,466 2 3 5 3,244
Residual-Based Bootstrap Tests for Normality in Autoregressions 0 0 0 0 0 2 4 1,268
Retail Energy Prices and Consumer Expenditures 0 0 2 348 0 3 11 1,090
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 0 1 519
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 1 958
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 0 0 0 833
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 0 0 173
State-Dependent Local Projections 1 1 5 87 1 3 10 39
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment 0 0 1 54 1 1 7 203
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S 0 0 0 37 0 0 0 123
Structural Vector Autoregressions 1 7 25 950 3 19 58 1,788
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 91 0 0 4 554
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas 0 0 0 97 0 1 2 600
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 1 1 124 0 1 4 399
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks 0 0 0 115 0 1 2 476
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 0 0 0 0 0 0
The Econometrics of Oil Market VAR Models 0 0 3 90 0 0 7 125
The Econometrics of Oil Market VAR Models 1 2 5 60 1 4 16 215
The Econometrics of Oil Market VAR Models 1 1 3 37 2 4 9 73
The Economic Effects of Energy Price Shocks 0 2 10 819 3 6 27 2,233
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries 1 2 4 570 2 5 9 1,688
The Impact of Oil Price Shocks on the U.S. Stock Market 3 6 16 1,457 9 21 78 4,272
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 10 0 0 2 27
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 1 13 0 0 4 32
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 0 0 0 27 0 1 2 70
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 0 2 19 2 5 18 25
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices 0 2 3 3 0 3 5 5
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 67 0 1 4 160
The Impact of the Fracking Boom on Arab Oil Producers 0 0 1 36 0 0 3 131
The Impact of the Fracking Boom on Arab Oil Producers 0 1 4 88 0 1 5 106
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 76 1 1 8 176
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 3 121 0 2 20 406
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 18 0 0 0 59
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 0 29 0 1 2 42
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 1 1 32 1 2 4 52
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener 0 0 0 198 0 0 0 539
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil 1 7 13 554 3 14 49 1,685
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 38 0 2 3 121
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 2 104 1 4 10 243
The Role of Oil Price Shocks in Causing U.S. Recessions 0 0 0 42 0 0 0 96
The Role of Speculation in Oil Markets: What Have We Learned So Far? 1 1 1 376 3 4 10 1,016
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 5 93
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 0 0 6 38
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 0 0 3 25
The central bank as a risk manager: quantifying and forecasting inflation risks 0 0 2 245 0 2 9 724
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 0 0 1 18 0 1 5 33
The impact of the shale oil revolution on U.S. oil and gasoline prices 1 2 4 101 1 2 4 208
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada 0 1 1 42 0 1 3 36
The role of oil price shocks in causing U.S. recessions 0 0 0 146 0 1 2 336
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 0 2 11 46
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 1 67
The uniform validity of impulse response inference in autoregressions 0 0 1 27 0 0 4 65
Time Series Analysis 0 2 2 144 1 4 8 388
Time Series Analysis 0 1 2 1,105 0 2 10 1,787
Understanding the Decline in the Price of Oil since June 2014 1 2 10 135 1 5 23 324
Understanding the Decline in the Price of Oil since June 2014 1 1 6 234 1 6 28 482
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 1 28 1 1 4 61
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 3 63 0 0 6 85
Understanding the Estimation of Oil Demand and Oil Supply Elasticities 0 0 0 4 0 0 2 40
Understanding the decline in the price of oil since June 2014 0 1 3 316 1 3 5 555
Understanding the estimation of oil demand and oil supply elasticities 0 1 2 14 0 2 4 43
Unit Root Tests Are Useful for Selecting Forecasting Models 0 0 0 409 0 1 2 1,450
Unit Root Tests are Useful for Selecting Forecasting Models 0 0 0 313 0 0 1 693
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective 0 0 0 1 0 0 0 756
What Central Bankers Need to Know about Forecasting Oil Prices 0 0 0 169 1 3 12 416
What Central Bankers Need to Know about Forecasting Oil Prices 0 1 3 110 0 1 4 191
What Do We Learn from the Price of Crude Oil Futures? 0 3 5 572 1 9 18 1,853
When Do State-Dependent Local Projections Work? 0 1 2 72 0 1 4 61
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 1 4 4
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 23 23 0 3 63 63
When do state-dependent local projections work? 0 0 2 5 0 0 9 29
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models 0 1 7 304 1 4 14 856
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 1 376
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 2 439 1 1 5 1,746
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 0 0 0 615 0 2 6 1,641
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 0 0 575 0 1 18 1,332
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 0 724 0 1 6 1,714
Total Working Papers 35 132 496 40,799 148 469 1,817 132,313


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries 0 0 11 419 2 2 25 979
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis 3 8 23 1,302 10 26 94 3,445
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf 0 0 0 0 0 0 2 3
A broader perspective on the inflationary effects of energy price shocks 2 3 7 16 2 9 30 49
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS 0 0 0 16 0 1 2 57
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm 0 1 2 3 1 2 7 18
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 1 1 2 23 2 3 12 114
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? 0 1 3 153 0 3 16 399
Are there gains from pooling real-time oil price forecasts? 0 4 11 54 1 10 20 151
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 5 63 1 1 9 154
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 0 486
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 0 2 377
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 4 14 525 2 9 34 1,185
Comment 0 0 0 8 0 0 1 40
Comment 0 0 0 7 0 0 2 63
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 5 101 0 2 9 283
Container Trade and the U.S. Recovery 0 0 0 4 2 4 10 32
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY 0 0 1 79 0 2 6 290
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? 0 0 0 0 1 1 23 366
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 1 2 9 0 3 6 32
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 5 345
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 0 1 3 275 1 8 24 771
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries 0 1 2 136 0 3 8 365
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work 1 1 3 65 1 3 10 283
Do oil price increases cause higher food prices? 0 1 5 114 1 2 19 404
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? 1 1 2 8 2 2 3 41
Does the Fed Respond to Oil Price Shocks? 2 6 19 201 8 24 50 524
Estimating the effect of a gasoline tax on carbon emissions 0 0 0 0 0 2 14 447
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? 0 0 0 514 0 1 5 1,154
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? 4 11 36 1,003 9 24 86 2,173
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 1 2 7 7
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market 0 2 12 119 0 5 21 495
Facts and fiction in oil market modeling 0 1 1 15 0 2 6 41
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses 0 1 4 295 0 2 7 1,023
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach 1 5 5 33 2 12 14 134
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us 0 0 3 111 0 1 8 341
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 2 3 69
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand 2 3 12 13 4 10 52 55
How Reliable Are Local Projection Estimators of Impulse Responses? 2 6 20 281 4 13 40 689
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 1 5 111 2 3 13 251
How accurate are confidence intervals for impulse responses in large VAR models? 0 0 5 118 0 0 8 294
How sensitive are consumer expenditures to retail energy prices? 1 7 21 594 4 22 72 1,480
How to construct monthly VAR proxies based on daily surprises in futures markets 0 0 0 0 1 2 4 4
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order 0 0 0 0 1 2 6 454
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 33 1 4 19 78
Impulse response matching estimators for DSGE models 0 0 1 35 1 1 4 147
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 0 3 14 1,426
Inference on impulse response functions in structural VAR models 1 1 10 431 1 4 30 1,199
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump 0 0 1 36 1 2 7 105
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) 1 1 1 39 1 1 1 131
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? 0 0 0 0 0 1 1 1
Joint Bayesian inference about impulse responses in VAR models 0 0 0 7 0 0 4 25
Joint confidence sets for structural impulse responses 0 0 2 38 0 0 6 161
Lower Oil Prices and the U.S. Economy: Is This Time Different? 0 0 3 41 2 4 14 165
Measuring global real economic activity: Do recent critiques hold up to scrutiny? 0 0 2 48 1 2 10 157
Measuring predictability: theory and macroeconomic applications 0 0 1 222 0 2 4 836
Modeling fluctuations in the global demand for commodities 2 4 13 109 5 12 42 397
Monetary Policy Responses to Oil Price Fluctuations 1 1 11 229 5 10 39 563
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 0 0 0 93 0 0 0 238
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP 0 0 3 137 1 2 16 341
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 8 33 97 1,823 26 83 280 4,965
Oil Price Shocks: Causes and Consequences 5 13 41 317 9 30 97 813
Oil and the Macroeconomy Since the 1970s 0 0 9 737 3 5 42 2,104
Oil prices, exchange rates and interest rates 1 3 14 45 12 20 54 154
Oil prices, gasoline prices, and inflation expectations 2 6 13 41 6 10 24 92
Oil shocks and external balances 0 0 7 289 2 6 23 878
On the selection of forecasting models 2 2 5 269 2 2 8 567
Quantifying the Risk of Deflation 0 0 0 84 0 0 9 275
Quantifying the Risk of Deflation 0 0 2 8 0 0 3 23
Quantifying the speculative component in the real price of oil: The role of global oil inventories 3 3 9 310 9 15 51 879
Quantifying the uncertainty about the half-life of deviations from PPP 0 0 0 188 0 1 4 737
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 3 4 19 179 6 22 54 427
Real-Time Forecasts of the Real Price of Oil 0 1 3 129 1 3 10 332
Recent Evolutions of Oil and Commodity Prices 0 0 1 78 0 0 1 153
Recent developments in bootstrapping time series 0 0 6 240 0 0 67 534
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence 0 0 0 0 0 1 3 988
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 1 5 101 2 5 14 426
Small-Sample Confidence Intervals For Impulse Response Functions 4 9 29 1,199 7 20 69 3,113
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 2 2 2 2
State-dependent local projections 2 3 3 3 4 7 13 13
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 1 2 157
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET 0 0 0 820 3 12 67 2,316
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 4 8 18 258 10 22 72 686
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas 0 0 0 112 0 2 8 833
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 1 4 0 1 3 17
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan 0 0 0 67 0 1 1 249
The Economic Effects of Energy Price Shocks 1 6 38 342 6 20 88 1,536
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices 0 0 2 148 0 1 4 468
The Impact of the Fracking Boom on Arab Oil Producers 0 1 3 3 0 2 6 6
The Impact of the Fracking Boom on Arab Oil Producers 1 2 9 125 3 5 19 425
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices 0 0 1 70 1 4 9 227
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada 0 0 2 7 0 2 9 33
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 10 228 2 7 24 683
The Role of Oil Price Shocks in Causing U.S. Recessions 0 4 7 62 0 7 21 200
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 0 200 4 5 12 593
The Role of Speculation in Oil Markets: What Have We Learned So Far? 0 0 1 1 0 0 5 5
The effects of real and monetary shocks in a business cycle model with some sticky prices 0 0 0 0 0 0 1 474
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 2 7 21 54 18 47 115 218
The uniform validity of impulse response inference in autoregressions 0 0 2 33 0 0 7 127
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE 0 0 0 41 0 0 0 141
Understanding the Decline in the Price of Oil since June 2014 1 2 11 136 3 12 36 414
Understanding the effects of exogenous oil supply shocks 0 0 1 2 0 0 3 23
Understanding the estimation of oil demand and oil supply elasticities 0 0 3 24 0 5 12 72
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 0 0 2 668
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES 0 0 0 1 1 4 4 19
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 2 8 30 393 6 15 76 996
What do we learn from the price of crude oil futures? 0 3 8 680 6 15 41 1,862
Why is it so difficult to beat the random walk forecast of exchange rates? 0 0 4 614 1 2 14 1,558
Total Journal Articles 68 204 738 19,501 239 699 2,495 58,833


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 9 24 133 763
Structural Vector Autoregressive Analysis 0 0 0 0 20 48 199 1,491
Total Books 0 0 0 0 29 72 332 2,254


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 3 334 2 7 39 1,102
Forecasting the Price of Oil 5 5 24 395 10 13 86 1,142
Oil Price Shocks, Monetary Policy and Stagflation 2 4 10 328 3 9 26 984
Structural vector autoregressions 5 11 20 292 9 21 45 578
The Econometrics of Oil Market VAR Models 2 3 14 31 2 14 44 87
Total Chapters 14 23 71 1,380 26 64 240 3,893


Statistics updated 2025-06-06