# Lutz Kilian

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## Personal Details

First Name: | Lutz |

Middle Name: | |

Last Name: | Kilian |

Suffix: | |

RePEc Short-ID: | pki110 |

Email: | |

Homepage: | http://www-personal.umich.edu/~lkilian/ |

Postal Address: | |

Phone: |

Location: Ann Arbor, Michigan (United States)

Homepage: http://www.econ.lsa.umich.edu/

Email:

Phone: (734) 764-2355

Fax: (734) 764-2769

Postal: 611 S. Tappan Street, Ann Arbor, MI 48109-1220

Handle: RePEc:edi:edumius (more details at EDIRC)

Homepage: http://www.econ.lsa.umich.edu/

Email:

Phone: (734) 764-2355

Fax: (734) 764-2769

Postal: 611 S. Tappan Street, Ann Arbor, MI 48109-1220

Handle: RePEc:edi:edumius (more details at EDIRC)

- Christiane Baumeister & Lutz Kilian, 2016.
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**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**," CESifo Working Paper Series 5709, CESifo Group Munich. - Baumeister, Christiane & Kilian, Lutz, 2016.
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**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**," CEPR Discussion Papers 11035, C.E.P.R. Discussion Papers. - Lutz Kilian, 2016.
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**The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices**," CESifo Working Paper Series 5723, CESifo Group Munich. - Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016.
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**Impulse Response Matching Estimators for DSGE Models**," CESifo Working Paper Series 5730, CESifo Group Munich. - Baumeister, Christiane & Kilian, Lutz, 2015.
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**Understanding the decline in the price of oil since June 2014**," CFS Working Paper Series 501, Center for Financial Studies (CFS).- Baumeister, Christiane & Kilian, Lutz, 2015.
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**Understanding the Decline in the Price of Oil since June 2014**," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.

- Baumeister, Christiane & Kilian, Lutz, 2015.
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- John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock, 2015.
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**Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand**," NBER Working Papers 20980, National Bureau of Economic Research, Inc.- Coglianese, John & Davis, Lucas W & Kilian, Lutz & Stock, James H, 2015.
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**Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand**," CEPR Discussion Papers 10430, C.E.P.R. Discussion Papers. - Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H., 2015.
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**Anticipation, tax avoidance, and the price elasticity of gasoline demand**," CFS Working Paper Series 503, Center for Financial Studies (CFS).

- Coglianese, John & Davis, Lucas W & Kilian, Lutz & Stock, James H, 2015.
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- Baumeister, Christiane & Kilian, Lutz, 2015.
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**Forty years of oil price fluctuations: Why the price of oil may still surprise us**," CFS Working Paper Series 525, Center for Financial Studies (CFS). - Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015.
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**Inside the crystal ball: New approaches to predicting the gasoline price at the pump**," CFS Working Paper Series 500, Center for Financial Studies (CFS).- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K, 2015.
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**Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump**," CEPR Discussion Papers 10362, C.E.P.R. Discussion Papers.

- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K, 2015.
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- Kilian, Lutz & Vigfusson, Robert J., 2014.
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**The role of oil price shocks in causing U.S. recessions**," CFS Working Paper Series 460, Center for Financial Studies (CFS).- Kilian, Lutz & Vigfusson, Robert J., 2014.
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**The Role of Oil Price Shocks in Causing U.S. Recessions**," International Finance Discussion Papers 1114, Board of Governors of the Federal Reserve System (U.S.). - Kilian, Lutz & Vigfusson, Robert J., 2014.
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**The Role of Oil Price Shocks in Causing U.S. Recessions**," CEPR Discussion Papers 10040, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Vigfusson, Robert J., 2014.
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- Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014.
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**Impulse response matching estimators for DSGE models**," CFS Working Paper Series 498, Center for Financial Studies (CFS).- Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2014.
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**Impulse Response Matching Estimators for DSGE Models**," CEPR Discussion Papers 10298, C.E.P.R. Discussion Papers. - Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014.
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**Impulse response matching estimators for DSGE models**," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.

- Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2014.
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- Atsushi Inoue & Lutz Kilian, 2014.
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**Joint Confidence Sets for Structural Impulse Responses**," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.- Inoue, Atsushi & Kilian, Lutz, 2014.
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**Joint Confidence Sets for Structural Impulse Responses**," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.

- Inoue, Atsushi & Kilian, Lutz, 2014.
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- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K, 2014.
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**Are there Gains from Pooling Real-Time Oil Price Forecasts?**," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014.
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**Are there gains from pooling real-time oil price forecasts?**," Energy Economics, Elsevier, vol. 46(S1), pages S33-S43.

- Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014.
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**Are There Gains from Pooling Real-Time Oil Price Forecasts?**," Staff Working Papers 14-46, Bank of Canada.

- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014.
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- Baumeister, Christiane & Kilian, Lutz, 2014.
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**A general approach to recovering market expectations from futures prices with an application to crude oil**," CFS Working Paper Series 466, Center for Financial Studies (CFS).- Baumeister, Christiane & Kilian, Lutz, 2014.
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**A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil**," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.

- Baumeister, Christiane & Kilian, Lutz, 2014.
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- Kilian, Lutz, 2014.
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**Oil Price Shocks: Causes and Consequences**," CEPR Discussion Papers 9823, C.E.P.R. Discussion Papers.- Lutz Kilian, 2014.
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**Oil Price Shocks: Causes and Consequences**," Annual Review of Resource Economics, Annual Reviews, vol. 6(1), pages 133-154, October.

- Lutz Kilian, 2014.
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- Kilian, Lutz, 2014.
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**The impact of the shale oil revolution on U.S. oil and gasoline prices**," CFS Working Paper Series 499, Center for Financial Studies (CFS).- Kilian, Lutz, 2014.
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**The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices**," CEPR Discussion Papers 10304, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2014.
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- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013.
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**Do high-frequency financial data help forecast oil prices? The MIDAS touch at work**," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015.
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**Do high-frequency financial data help forecast oil prices? The MIDAS touch at work**," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.

- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013.
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**Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work**," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers. - Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014.
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**Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work**," Staff Working Papers 14-11, Bank of Canada.

- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015.
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- Baumeister, Christiane & Kilian, Lutz, 2013.
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**Do oil price increases cause higher food prices?**," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS).- Christiane Baumeister & Lutz Kilian, 2014.
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**Do oil price increases cause higher food prices?**," Economic Policy, CEPR;CES;MSH, vol. 29(80), pages 691-747, October.

- Baumeister, Christiane & Kilian, Lutz, 2013.
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**Do Oil Price Increases Cause Higher Food Prices?**," CEPR Discussion Papers 9689, C.E.P.R. Discussion Papers. - Christiane Baumeister & Lutz Kilian, 2013.
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**Do Oil Price Increases Cause Higher Food Prices?**," Staff Working Papers 13-52, Bank of Canada.

- Christiane Baumeister & Lutz Kilian, 2014.
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- Christiane Baumeister & Lutz Kilian, 2013.
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**Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach**," Staff Working Papers 13-28, Bank of Canada.- Baumeister, Christiane & Kilian, Lutz, 2013.
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**Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach**," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers. - Baumeister, Christiane & Kilian, Lutz, 2013.
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**Forecasting the real price of oil in a changing world: A forecast combination approach**," CFS Working Paper Series 2013/11, Center for Financial Studies (CFS).

- Baumeister, Christiane & Kilian, Lutz, 2013.
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- Kilian, Lutz & Lee, Thomas K, 2013.
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**Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories**," CEPR Discussion Papers 9297, C.E.P.R. Discussion Papers.- Kilian, Lutz & Lee, Thomas K., 2014.
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**Quantifying the speculative component in the real price of oil: The role of global oil inventories**," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 71-87.

- Kilian, Lutz & Lee, Thomas K., 2014.
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- Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013.
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**Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis**," Staff Working Papers 13-25, Bank of Canada.- Baumeister, Christiane & Kilian, Lutz, 2013.
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**Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis**," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS). - Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2013.
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**Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis**," CEPR Discussion Papers 9572, C.E.P.R. Discussion Papers.

- Baumeister, Christiane & Kilian, Lutz, 2013.
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- Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz, 2012.
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**Monetary policy responses to oil price fluctuations**," CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.- Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
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**Monetary Policy Responses to Oil Price Fluctuations**," IMF Economic Review, Palgrave Macmillan, vol. 60(4), pages 470-504, December.

- Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
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- Fattouh, Bassam & Kilian, Lutz & Mahadeva, Lavan, 2012.
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**The Role of Speculation in Oil Markets: What Have We Learned So Far?**," CEPR Discussion Papers 8916, C.E.P.R. Discussion Papers.- Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013.
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**The Role of Speculation in Oil Markets: What Have We Learned So Far?**," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).

- Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013.
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- Baumeister, Christiane & Kilian, Lutz, 2012.
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**What Central Bankers Need to Know about Forecasting Oil Prices**," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.- Christiane Baumeister & Lutz Kilian, 2014.
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**What Central Bankers Need To Know About Forecasting Oil Prices**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 869-889, 08.

- Christiane Baumeister & Lutz Kilian, 2013.
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**What Central Bankers Need to Know about Forecasting Oil Prices**," Staff Working Papers 13-15, Bank of Canada.

- Christiane Baumeister & Lutz Kilian, 2014.
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- Kilian, Lutz & Vigfusson, Robert J., 2012.
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**Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries**," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.- Lutz Kilian & Robert J. Vigfusson, 2013.
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**Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.

- Lutz Kilian & Robert J. Vigfusson, 2012.
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**Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries**," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.).

- Lutz Kilian & Robert J. Vigfusson, 2013.
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- Kilian, Lutz, 2011.
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**Structural Vector Autoregressions**," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.- Lutz Kilian, 2013.
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**Structural vector autoregressions**," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554 Edward Elgar.

- Lutz Kilian, 2013.
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- Baumeister, Christiane & Kilian, Lutz, 2011.
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**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers.- Christiane Baumeister & Lutz Kilian, 2014.
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**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," IMF Economic Review, Palgrave Macmillan, vol. 62(1), pages 119-145, April.

- Christiane Baumeister & Lutz Kilian, 2012.
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**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," Staff Working Papers 12-1, Bank of Canada.

- Christiane Baumeister & Lutz Kilian, 2014.
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- Baumeister, Christiane & Kilian, Lutz, 2011.
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**Real-Time Forecasts of the Real Price of Oil**," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.- Christiane Baumeister & Lutz Kilian, 2011.
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**Real-Time Forecasts of the Real Price of Oil**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.

- Christiane Baumeister & Lutz Kilian, 2011.
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**Real-Time Forecasts of the Real Price of Oil**," Staff Working Papers 11-16, Bank of Canada.

- Christiane Baumeister & Lutz Kilian, 2011.
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- Inoue, Atsushi & Kilian, Lutz, 2011.
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**Inference on Impulse Response Functions in Structural VAR Models**," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.- Inoue, Atsushi & Kilian, Lutz, 2013.
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**Inference on impulse response functions in structural VAR models**," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.

- Atsushi Inoue & Lutz Kilian, 2013.
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**Inference on Impulse Response Functions in Structural VAR Models**," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.

- Inoue, Atsushi & Kilian, Lutz, 2013.
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- Kilian, Lutz & Vigfusson, Robert J., 2011.
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**Nonlinearities in the Oil Price-Output Relationship**," CEPR Discussion Papers 8174, C.E.P.R. Discussion Papers.- Kilian, Lutz & Vigfusson, Robert J., 2011.
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**Nonlinearities In The Oil Price–Output Relationship**," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 337-363, November.

- Lutz Kilian & Robert J. Vigfusson, 2011.
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**Nonlinearities in the oil price-output relationship**," International Finance Discussion Papers 1013, Board of Governors of the Federal Reserve System (U.S.).

- Kilian, Lutz & Vigfusson, Robert J., 2011.
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- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011.
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**Forecasting the Price of Oil**," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013.
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**Forecasting the Price of Oil**," Handbook of Economic Forecasting, Elsevier.

- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011.
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**Forecasting the price of oil**," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.). - Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011.
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**Forecasting the Price of Oil**," Staff Working Papers 11-15, Bank of Canada.

- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013.
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- Kilian, Lutz & Murphy, Daniel P, 2010.
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**The Role of Inventories and Speculative Trading in the Global Market for Crude Oil**," CEPR Discussion Papers 7753, C.E.P.R. Discussion Papers.- Lutz Kilian & Daniel P. Murphy, 2014.
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**The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 454-478, 04.

- Lutz Kilian & Daniel P. Murphy, 2014.
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- Kilian, Lutz, 2010.
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**Oil price volatility: Origins and effects**," WTO Staff Working Papers ERSD-2010-02, World Trade Organization (WTO), Economic Research and Statistics Division. - Kilian, Lutz & Vigfusson, Robert J., 2009.
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**Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks**," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers.- Lutz Kilian & Robert J. Vigfusson, 2009.
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**Pitfalls in estimating asymmetric effects of energy price shocks**," International Finance Discussion Papers 970, Board of Governors of the Federal Reserve System (U.S.). - Lutz Kilian, 2009.
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**Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks**," 2009 Meeting Papers 473, Society for Economic Dynamics.

- Lutz Kilian & Robert J. Vigfusson, 2009.
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- Hicks, Bruce & Kilian, Lutz, 2009.
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**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?**," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.- Lutz Kilian & Bruce Hicks, 2013.
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**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 385-394, 08.

- Lutz Kilian & Bruce Hicks, 2013.
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- Lucas W. Davis & Lutz Kilian, 2009.
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**Estimating the Effect of a Gasoline Tax on Carbon Emissions**," NBER Working Papers 14685, National Bureau of Economic Research, Inc.- Lucas W. Davis & Lutz Kilian, 2011.
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**Estimating the effect of a gasoline tax on carbon emissions**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1187-1214, November.

- Davis, Lucas W & Kilian, Lutz, 2009.
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**Estimating the Effect of a Gasoline Tax on Carbon Emissions**," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.

- Lucas W. Davis & Lutz Kilian, 2011.
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- Kilian, Lutz & Murphy, Daniel P, 2009.
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**Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models**," CEPR Discussion Papers 7471, C.E.P.R. Discussion Papers.- Lutz Kilian & Daniel P. Murphy, 2012.
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**Why Agnostic Sign Restrictions Are Not Enough: Understanding The Dynamics Of Oil Market Var Models**," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1166-1188, October.

- Lutz Kilian & Daniel P. Murphy, 2012.
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- Kilian, Lutz & Kim, Yun Jung, 2009.
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**Do Local Projections Solve the Bias Problem in Impulse Response Inference?**," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers. - Kilian, Lutz & Lewis, Logan, 2009.
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**Does the Fed Respond to Oil Price Shocks?**," CEPR Discussion Papers 7594, C.E.P.R. Discussion Papers.- Lutz Kilian & Logan T. Lewis, 2011.
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**Does the Fed Respond to Oil Price Shocks?**," Economic Journal, Royal Economic Society, vol. 121(555), pages 1047-1072, 09.

- Lutz Kilian & Logan T. Lewis, 2011.
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- Kilian, Lutz, 2009.
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**Oil Price Shocks, Monetary Policy and Stagflation**," CEPR Discussion Papers 7324, C.E.P.R. Discussion Papers.- Lutz Kilian, 2010.
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**Oil Price Shocks, Monetary Policy and Stagflation**," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

- Lutz Kilian, 2010.
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- Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2009.
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**Frequentist inference in weakly identified DSGE models**," Working Papers 09-13, Federal Reserve Bank of Philadelphia.- Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2009.
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**Frequentist Inference in Weakly Identified DSGE Models**," CEPR Discussion Papers 7447, C.E.P.R. Discussion Papers.

- Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2009.
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- Lutz Kilian & Clara Vega, 2008.
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**Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices**," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).- Lutz Kilian & Clara Vega, 2011.
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**Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices**," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.

- Kilian, Lutz & Vega, Clara, 2008.
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**Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices**," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers.

- Lutz Kilian & Clara Vega, 2011.
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- Kilian, Lutz, 2008.
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**Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market**," CEPR Discussion Papers 6919, C.E.P.R. Discussion Papers. - Lucas W. Davis & Lutz Kilian, 2008.
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**The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas**," NBER Working Papers 14030, National Bureau of Economic Research, Inc.- Lucas W. Davis & Lutz Kilian, 2011.
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**The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas**," Journal of Political Economy, University of Chicago Press, vol. 119(2), pages 212 - 241.

- Lucas W. Davis & Lutz Kilian, 2011.
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- Edelstein, Paul & Kilian, Lutz, 2007.
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**Retail Energy Prices and Consumer Expenditures**," CEPR Discussion Papers 6255, C.E.P.R. Discussion Papers. - Kilian, Lutz & Park, Cheolbeom, 2007.
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**The Impact of Oil Price Shocks on the U.S. Stock Market**," CEPR Discussion Papers 6166, C.E.P.R. Discussion Papers.- Lutz Kilian & Cheolbeom Park, 2009.
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**The Impact Of Oil Price Shocks On The U.S. Stock Market**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1267-1287, November.

- Lutz Kilian & Cheolbeom Park, 2009.
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- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007.
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**Oil Shocks and External Balances**," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers.- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009.
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**Oil shocks and external balances**," Journal of International Economics, Elsevier, vol. 77(2), pages 181-194, April.

- International Monetary Fund, 2007.
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**Oil Shocks and External Balances**," IMF Working Papers 07/110, International Monetary Fund. - Lutz Kilian & Alessandro Rebucci & Nikola Spatafora, 2007.
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**Oil Shocks and External Balances**," Working Papers 562, Research Seminar in International Economics, University of Michigan.

- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009.
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- Alquist, Ron & Kilian, Lutz, 2007.
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**What Do We Learn from the Price of Crude Oil Futures?**," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.- Ron Alquist & Lutz Kilian, 2010.
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**What do we learn from the price of crude oil futures?**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.

- Ron Alquist & Lutz Kilian, 2010.
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- Kilian, Lutz & Manganelli, Simone, 2007.
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**The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan**," CEPR Discussion Papers 6031, C.E.P.R. Discussion Papers.- Lutz Kilian & Simone Manganelli, 2008.
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**The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1103-1129, 09.

- Lutz Kilian & Simone Manganelli, 2008.
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- Kilian, Lutz, 2007.
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**The Economic Effects of Energy Price Shocks**," CEPR Discussion Papers 6559, C.E.P.R. Discussion Papers.- Lutz Kilian, 2008.
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**The Economic Effects of Energy Price Shocks**," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.

- Lutz Kilian, 2008.
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- Davis, Lucas W & Kilian, Lutz, 2007.
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**The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas**," CEPR Discussion Papers 6142, C.E.P.R. Discussion Papers. - Edelstein, Paul & Kilian, Lutz, 2007.
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**The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks**," CEPR Discussion Papers 6507, C.E.P.R. Discussion Papers.- Edelstein Paul & Kilian Lutz, 2007.
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**The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks**," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-41, November.

- Edelstein Paul & Kilian Lutz, 2007.
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- Kilian, Lutz, 2006.
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**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers.- Lutz Kilian, 2009.
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**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June.

- Lutz Kilian, 2009.
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- Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006.
"
**Time Series Analysis**," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.- Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006.
"
**Time Series Analysis**," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.

- Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006.
"
- Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006.
"
**Do actions speak louder than words? Household expectations of inflation based on micro consumption data**," Discussion Paper Series 1: Economic Studies 2006,26, Deutsche Bundesbank, Research Centre.- Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009.
"
**Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1331-1363, October.

- Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006.
"
**Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data**," CEPR Discussion Papers 5790, C.E.P.R. Discussion Papers.

- Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009.
"
- Kilian, Lutz, 2005.
"
**The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries**," CEPR Discussion Papers 5404, C.E.P.R. Discussion Papers. - Inoue, Atsushi & Kilian, Lutz, 2005.
"
**How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation**," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers. - Kilian, Lutz, 2005.
"
**Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy?**," CEPR Discussion Papers 5131, C.E.P.R. Discussion Papers.- Lutz Kilian, 2008.
"
**Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?**," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 216-240, May.

- Lutz Kilian, 2008.
"
- Robert Barsky & Lutz Kilian, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," NBER Working Papers 10855, National Bureau of Economic Research, Inc.- Robert B. Barsky & Lutz Kilian, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 115-134, Fall.

- Barsky, Robert & Kilian, Lutz, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," CEPR Discussion Papers 4496, C.E.P.R. Discussion Papers.

- Robert B. Barsky & Lutz Kilian, 2004.
"
- Inoue, Atsushi & Kilian, Lutz, 2004.
"
**Bagging Time Series Models**," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.- Lutz Kilian & Atsushi Inoue, 2004.
"
**Bagging Time Series Models**," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.

- Lutz Kilian & Atsushi Inoue, 2004.
"
- Inoue, Atsushi & Kilian, Lutz, 2003.
"
**On the selection of forecasting models**," Working Paper Series 0214, European Central Bank.- Inoue, Atsushi & Kilian, Lutz, 2006.
"
**On the selection of forecasting models**," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.

- Inoue, Atsushi & Kilian, Lutz, 2003.
"
**On the Selection of Forecasting Models**," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.

- Inoue, Atsushi & Kilian, Lutz, 2006.
"
- Sílvia Gonçalves & Lutz Kilian, 2003.
"
**Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity**," CIRANO Working Papers 2003s-28, CIRANO. - GONÇALVES, Silvia & KILIAN, Lutz, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.- Goncalves, Silvia & Kilian, Lutz, 2004.
"
**Bootstrapping autoregressions with conditional heteroskedasticity of unknown form**," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.

- Gonçalves, Sílvia & Kilian, Lutz, 2002.
"
**Bootstrapping autoregressions with conditional heteroskedasticity of unknown form**," Working Paper Series 0196, European Central Bank. - Kilian, Lutz & Gonçalves, Sílvia, 2002.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank, Research Centre. - Gonçalves, Sílvia & KILIAN, Lutz, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Sílvia Gonçalves & Lutz Kilian, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," CIRANO Working Papers 2003s-17, CIRANO.

- Goncalves, Silvia & Kilian, Lutz, 2004.
"
- Kilian, Lutz & Manganelli, Simone, 2003.
"
**The central bank as a risk manager: quantifying and forecasting inflation risks**," Working Paper Series 0226, European Central Bank.- Kilian, Lutz & Manganelli, Simone, 2003.
"
**The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks**," CEPR Discussion Papers 3918, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Manganelli, Simone, 2003.
"
- Inoue, Atsushi & Kilian, Lutz, 2002.
"
**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers.- Atsushi Inoue & Lutz Kilian, 2005.
"
**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.

- Inoue, Atsushi & Kilian, Lutz, 2002.
"
**In-sample or out-of-sample tests of predictability: which one should we use?**," Working Paper Series 0195, European Central Bank.

- Atsushi Inoue & Lutz Kilian, 2005.
"
- Kilian, Lutz & Taylor, Mark P, 2001.
"
**Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?**," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.- Kilian, Lutz & Taylor, Mark P., 2003.
"
**Why is it so difficult to beat the random walk forecast of exchange rates?**," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.

- Kilian, Lutz & Taylor, Mark P., 2001.
"
**Why is it so difficult to beat the random walk forecast of exchange rates?**," Working Paper Series 0088, European Central Bank. - Lutz Kilian & Mark P. Taylor, 2001.
"
**Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?**," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute. - Lutz Kilian & Mark P. Taylor, 2001.
"
**Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?**," Working Papers 464, Research Seminar in International Economics, University of Michigan.

- Kilian, Lutz & Taylor, Mark P., 2003.
"
- Ivanov, Ventzislav & Kilian, Lutz, 2001.
"
**A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions**," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers. - Robert B. Barsky & Lutz Kilian, 2001.
"
**Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative**," NBER Working Papers 8389, National Bureau of Economic Research, Inc.- Robert B. Barsky & Lutz Kilian, 2002.
"
**Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative**," NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 137-198 National Bureau of Economic Research, Inc.

- Robert B. Barsky & Lutz Kilian, 2002.
"
- Caner, Mehmet & Kilian, Lutz, 2000.
"
**Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate**," CEPR Discussion Papers 2425, C.E.P.R. Discussion Papers.- Caner, M. & Kilian, L., 2001.
"
**Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate**," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.

- Kilian, L. & Caner, M., 1999.
"
**Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate**," Papers 99-05, Michigan - Center for Research on Economic & Social Theory.

- Caner, M. & Kilian, L., 2001.
"
- Diebold, Francis X & Kilian, Lutz, 2000.
"
**Measuring Predictability: Theory And Macroeconomic Applications**," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.- Francis X. Diebold & Lutz Kilian, 2001.
"
**Measuring predictability: theory and macroeconomic applications**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.

- Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc. - Francis X. Diebold & Lutz Kilian, 1998.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics. - Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring predictability: theory and macroeconomic applications**," Working Papers 97-23, Federal Reserve Bank of Philadelphia.

- Francis X. Diebold & Lutz Kilian, 2001.
"
- Barsky, Robert & Kilian, Lutz, 2000.
"
**A Monetary Explanation Of The Great Stagflation Of The 1970s**," CEPR Discussion Papers 2389, C.E.P.R. Discussion Papers.- Barsky, R.B. & Kilian, L., 2000.
"
**A Monetary Explanation of the Great Stagflation of the 1970s**," Working Papers 452, Research Seminar in International Economics, University of Michigan. - Robert Barsky & Lutz Kilian, 2000.
"
**A Monetary Explanation of the Great Stagflation of the 1970s**," NBER Working Papers 7547, National Bureau of Economic Research, Inc.

- Barsky, R.B. & Kilian, L., 2000.
"
- Atsushi Inoue & Lutz Kilian, 2000.
"
**Bootstrapping Autoregressive Processes with Possible Unit Roots**," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.- Atsushi Inoue & Lutz Kilian, 2002.
"
**Bootstrapping Autoregressive Processes with Possible Unit Roots**," Econometrica, Econometric Society, vol. 70(1), pages 377-391, January.

- Atsushi Inoue & Lutz Kilian, 2002.
"
- Mehmet Caner & Lutz Kilian, 1999.
"
**Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work**," Computing in Economics and Finance 1999 511, Society for Computational Economics.- Caner, Mehmet & Kilian, Lutz, 1999.
"
**Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work**," ZEI Working Papers B 12-1999, University of Bonn, ZEI - Center for European Integration Studies.

- Caner, Mehmet & Kilian, Lutz, 1999.
"
- Kilian, L. & Bergean, I., 1999.
"
**Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study**," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.- Ionel Birgean & Lutz Kilian, 2002.
"
**Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study**," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.

- Ionel Birgean & Lutz Kilian, 2002.
"
- Lutz Kilian & Tao Zha, 1999.
"
**Quantifying the half-life of deviations from PPP: The role of economic priors**," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.- Kilian, L. & Zha, T., 1999.
"
**Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors**," Papers 99-08, Michigan - Center for Research on Economic & Social Theory. - Kilian, L. & Zha, T., 1999.
"
**Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors**," Working Papers 450, Research Seminar in International Economics, University of Michigan. - Kilian, Lutz & Zha, Tao, 1999.
"
**Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors**," CEPR Discussion Papers 2334, C.E.P.R. Discussion Papers.

- Kilian, L. & Zha, T., 1999.
"
- Francis X. Diebold & Lutz Kilian, 1999.
"
**Unit Root Tests Are Useful for Selecting Forecasting Models**," NBER Working Papers 6928, National Bureau of Economic Research, Inc.- Diebold, Francis X & Kilian, Lutz, 2000.
"
**Unit-Root Tests Are Useful for Selecting Forecasting Models**," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-73, July.

- Francis X. Diebold & Lutz Kilian, 1999.
"
**Unit Root Tests are Useful for Selecting Forecasting Models**," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.

- Diebold, Francis X & Kilian, Lutz, 2000.
"
- Kilian, L. & Ohanian, L.E., 1999.
"
**Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective**," Papers 99-02, Michigan - Center for Research on Economic & Social Theory.- Kilian, Lutz & Ohanian, Lee E., 2002.
"
**Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective**," Macroeconomic Dynamics, Cambridge University Press, vol. 6(05), pages 614-632, November.

- Kilian, Lutz & Ohanian, Lee E., 2002.
"
- Jeremy Berkowitz & Ionel Biegean & Lutz Kilian, 1999.
"
**On the finite-sample accuracy of nonparametric resampling algorithms for economic time series**," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.).- Berkowitz, J. & Birgean, I. & Kilian, L., 1999.
"
**On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series**," Papers 99-01, Michigan - Center for Research on Economic & Social Theory.

- Berkowitz, J. & Birgean, I. & Kilian, L., 1999.
"
- Kilian, L. & Chang, P.L., 1998.
"
**How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?**," Papers 98-06, Michigan - Center for Research on Economic & Social Theory. - Kilian, L. & Caner, M., 1998.
"
**Analyzing Unit Root Tests in Finite Samples Using Power Profiles**," Papers 98-05, Michigan - Center for Research on Economic & Social Theory. - Mehmet Caner & Lutz Kilian, 1998.
"
**A Direct test of the Emerging Consensus about Long-Run PPP**," Working Papers 9823, Department of Economics, Bilkent University. - Kilian, L., 1998.
"
**Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics**," Papers 98-04, Michigan - Center for Research on Economic & Social Theory. - Lutz Kilian & Lee E. Ohanian, 1998.
"
**Is there a trend break in U.S. GNP? A macroeconomic perspective**," Staff Report 244, Federal Reserve Bank of Minneapolis. - Kilian, L. & Demiroglu, U., 1997.
"
**Residual-Based Bootstrap Tests for Normality in Autoregressions**," Papers 97-14, Michigan - Center for Research on Economic & Social Theory. - Kilian, L., 1997.
"
**Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?**," Working Papers 401, Research Seminar in International Economics, University of Michigan. - Jeremy Berkowitz & Lutz Kilian, 1996.
"
**Recent developments in bootstrapping time series**," Finance and Economics Discussion Series 96-45, Board of Governors of the Federal Reserve System (U.S.).- Jeremy Berkowitz & Lutz Kilian, 2000.
"
**Recent developments in bootstrapping time series**," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.

- Jeremy Berkowitz & Lutz Kilian, 2000.
"
- Lutz KILIAN & Simone MANGANELLI, .
"
**Quantifying the Risk of Deflation**," EcoMod2004 330600076, EcoMod.- Lutz Kilian & Simone Manganelli, 2007.
"
**Quantifying the Risk of Deflation**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 561-590, 03.

- Lutz Kilian & Simone Manganelli, 2007.
"

- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015.
"
**Do high-frequency financial data help forecast oil prices? The MIDAS touch at work**," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013.
"
**Do high-frequency financial data help forecast oil prices? The MIDAS touch at work**," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS). - Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014.
"
**Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work**," Staff Working Papers 14-11, Bank of Canada. - Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013.
"
**Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work**," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.

- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013.
"
- Lutz Kilian, 2015.
"
**Comment**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 13-17, January. - Leo Drollas & Vincent Kaminski & Lutz Kilian & Charles F. Mason & Apostolos Serletis & Adonis Yatchew, 2015.
"
**Recent Evolutions of Oil and Commodity Prices**," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, July. - Christiane Baumeister & Lutz Kilian, 2014.
"
**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," IMF Economic Review, Palgrave Macmillan, vol. 62(1), pages 119-145, April.- Baumeister, Christiane & Kilian, Lutz, 2011.
"
**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers. - Christiane Baumeister & Lutz Kilian, 2012.
"
**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," Staff Working Papers 12-1, Bank of Canada.

- Baumeister, Christiane & Kilian, Lutz, 2011.
"
- Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014.
"
**Are there gains from pooling real-time oil price forecasts?**," Energy Economics, Elsevier, vol. 46(S1), pages S33-S43.- Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014.
"
**Are There Gains from Pooling Real-Time Oil Price Forecasts?**," Staff Working Papers 14-46, Bank of Canada. - Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K, 2014.
"
**Are there Gains from Pooling Real-Time Oil Price Forecasts?**," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.

- Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014.
"
- Christiane Baumeister & Lutz Kilian, 2014.
"
**Do oil price increases cause higher food prices?**," Economic Policy, CEPR;CES;MSH, vol. 29(80), pages 691-747, October.- Baumeister, Christiane & Kilian, Lutz, 2013.
"
**Do oil price increases cause higher food prices?**," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS). - Baumeister, Christiane & Kilian, Lutz, 2013.
"
**Do Oil Price Increases Cause Higher Food Prices?**," CEPR Discussion Papers 9689, C.E.P.R. Discussion Papers. - Christiane Baumeister & Lutz Kilian, 2013.
"
**Do Oil Price Increases Cause Higher Food Prices?**," Staff Working Papers 13-52, Bank of Canada.

- Baumeister, Christiane & Kilian, Lutz, 2013.
"
- Kilian, Lutz & Lee, Thomas K., 2014.
"
**Quantifying the speculative component in the real price of oil: The role of global oil inventories**," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 71-87.- Kilian, Lutz & Lee, Thomas K, 2013.
"
**Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories**," CEPR Discussion Papers 9297, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Lee, Thomas K, 2013.
"
- Lutz Kilian, 2014.
"
**Oil Price Shocks: Causes and Consequences**," Annual Review of Resource Economics, Annual Reviews, vol. 6(1), pages 133-154, October.- Kilian, Lutz, 2014.
"
**Oil Price Shocks: Causes and Consequences**," CEPR Discussion Papers 9823, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2014.
"
- Lutz Kilian & Daniel P. Murphy, 2014.
"
**The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 454-478, 04.- Kilian, Lutz & Murphy, Daniel P, 2010.
"
**The Role of Inventories and Speculative Trading in the Global Market for Crude Oil**," CEPR Discussion Papers 7753, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Murphy, Daniel P, 2010.
"
- Christiane Baumeister & Lutz Kilian, 2014.
"
**What Central Bankers Need To Know About Forecasting Oil Prices**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 869-889, 08.- Christiane Baumeister & Lutz Kilian, 2013.
"
**What Central Bankers Need to Know about Forecasting Oil Prices**," Staff Working Papers 13-15, Bank of Canada. - Baumeister, Christiane & Kilian, Lutz, 2012.
"
**What Central Bankers Need to Know about Forecasting Oil Prices**," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.

- Christiane Baumeister & Lutz Kilian, 2013.
"
- Lutz Kilian & Robert J. Vigfusson, 2013.
"
**Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.- Lutz Kilian & Robert J. Vigfusson, 2012.
"
**Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries**," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.). - Kilian, Lutz & Vigfusson, Robert J., 2012.
"
**Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries**," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.

- Lutz Kilian & Robert J. Vigfusson, 2012.
"
- Inoue, Atsushi & Kilian, Lutz, 2013.
"
**Inference on impulse response functions in structural VAR models**," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.- Atsushi Inoue & Lutz Kilian, 2013.
"
**Inference on Impulse Response Functions in Structural VAR Models**," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University. - Inoue, Atsushi & Kilian, Lutz, 2011.
"
**Inference on Impulse Response Functions in Structural VAR Models**," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.

- Atsushi Inoue & Lutz Kilian, 2013.
"
- Lutz Kilian & Bruce Hicks, 2013.
"
**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 385-394, 08.- Hicks, Bruce & Kilian, Lutz, 2009.
"
**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?**," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.

- Hicks, Bruce & Kilian, Lutz, 2009.
"
- Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013.
"
**The Role of Speculation in Oil Markets: What Have We Learned So Far?**," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).- Fattouh, Bassam & Kilian, Lutz & Mahadeva, Lavan, 2012.
"
**The Role of Speculation in Oil Markets: What Have We Learned So Far?**," CEPR Discussion Papers 8916, C.E.P.R. Discussion Papers.

- Fattouh, Bassam & Kilian, Lutz & Mahadeva, Lavan, 2012.
"
- Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian, 2013.
"
**Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes**," Quantitative Economics, Econometric Society, vol. 4(2), pages 197-229, 07. - Thomas F. Helbling & Vincent Kaminski & Lutz Kilian & Robert Levin, 2012.
"
**Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II)**," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January. - Lutz Kilian & Daniel P. Murphy, 2012.
"
**Why Agnostic Sign Restrictions Are Not Enough: Understanding The Dynamics Of Oil Market Var Models**," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1166-1188, October.- Kilian, Lutz & Murphy, Daniel P, 2009.
"
**Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models**," CEPR Discussion Papers 7471, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Murphy, Daniel P, 2009.
"
- Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
"
**Monetary Policy Responses to Oil Price Fluctuations**," IMF Economic Review, Palgrave Macmillan, vol. 60(4), pages 470-504, December.- Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz, 2012.
"
**Monetary policy responses to oil price fluctuations**," CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.

- Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz, 2012.
"
- Christiane Baumeister & Lutz Kilian, 2011.
"
**Real-Time Forecasts of the Real Price of Oil**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.- Christiane Baumeister & Lutz Kilian, 2011.
"
**Real-Time Forecasts of the Real Price of Oil**," Staff Working Papers 11-16, Bank of Canada. - Baumeister, Christiane & Kilian, Lutz, 2011.
"
**Real-Time Forecasts of the Real Price of Oil**," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.

- Christiane Baumeister & Lutz Kilian, 2011.
"
- Kilian, Lutz & Vigfusson, Robert J., 2011.
"
**Nonlinearities In The Oil Price–Output Relationship**," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 337-363, November.- Kilian, Lutz & Vigfusson, Robert J., 2011.
"
**Nonlinearities in the Oil Price-Output Relationship**," CEPR Discussion Papers 8174, C.E.P.R. Discussion Papers. - Lutz Kilian & Robert J. Vigfusson, 2011.
"
**Nonlinearities in the oil price-output relationship**," International Finance Discussion Papers 1013, Board of Governors of the Federal Reserve System (U.S.).

- Kilian, Lutz & Vigfusson, Robert J., 2011.
"
- Lutz Kilian & Logan T. Lewis, 2011.
"
**Does the Fed Respond to Oil Price Shocks?**," Economic Journal, Royal Economic Society, vol. 121(555), pages 1047-1072, 09.- Kilian, Lutz & Lewis, Logan, 2009.
"
**Does the Fed Respond to Oil Price Shocks?**," CEPR Discussion Papers 7594, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Lewis, Logan, 2009.
"
- Lutz Kilian & Clara Vega, 2011.
"
**Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices**," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.- Lutz Kilian & Clara Vega, 2008.
"
**Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices**," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.). - Kilian, Lutz & Vega, Clara, 2008.
"

- Lutz Kilian & Clara Vega, 2008.
"
- Lutz Kilian & Yun Jung Kim, 2011.
"
**How Reliable Are Local Projection Estimators of Impulse Responses?**," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1460-1466, November. - Lucas W. Davis & Lutz Kilian, 2011.
"
**The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas**," Journal of Political Economy, University of Chicago Press, vol. 119(2), pages 212 - 241.- Lucas W. Davis & Lutz Kilian, 2008.
"
**The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas**," NBER Working Papers 14030, National Bureau of Economic Research, Inc.

- Lucas W. Davis & Lutz Kilian, 2008.
"
- Lutz Kilian & Robert J. Vigfusson, 2011.
"
**Are the responses of the U.S. economy asymmetric in energy price increases and decreases?**," Quantitative Economics, Econometric Society, vol. 2(3), pages 419-453, November. - Lucas W. Davis & Lutz Kilian, 2011.
"
**Estimating the effect of a gasoline tax on carbon emissions**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1187-1214, November.- Lucas W. Davis & Lutz Kilian, 2009.
"
**Estimating the Effect of a Gasoline Tax on Carbon Emissions**," NBER Working Papers 14685, National Bureau of Economic Research, Inc. - Davis, Lucas W & Kilian, Lutz, 2009.
"
**Estimating the Effect of a Gasoline Tax on Carbon Emissions**," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.

- Lucas W. Davis & Lutz Kilian, 2009.
"
- Lutz Kilian, 2010.
"
**Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market**," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 87-112. - Ron Alquist & Lutz Kilian, 2010.
"
**What do we learn from the price of crude oil futures?**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.- Alquist, Ron & Kilian, Lutz, 2007.
"
**What Do We Learn from the Price of Crude Oil Futures?**," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.

- Alquist, Ron & Kilian, Lutz, 2007.
"
- Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009.
"
**Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1331-1363, October.- Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006.
"
**Do actions speak louder than words? Household expectations of inflation based on micro consumption data**," Discussion Paper Series 1: Economic Studies 2006,26, Deutsche Bundesbank, Research Centre. - Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006.
"
**Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data**," CEPR Discussion Papers 5790, C.E.P.R. Discussion Papers.

- Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006.
"
- Lutz Kilian, 2009.
"
**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June.- Kilian, Lutz, 2006.
"
**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2006.
"
- Lutz Kilian & Cheolbeom Park, 2009.
"
**The Impact Of Oil Price Shocks On The U.S. Stock Market**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1267-1287, November.- Kilian, Lutz & Park, Cheolbeom, 2007.
"
**The Impact of Oil Price Shocks on the U.S. Stock Market**," CEPR Discussion Papers 6166, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Park, Cheolbeom, 2007.
"
- Edelstein, Paul & Kilian, Lutz, 2009.
"
**How sensitive are consumer expenditures to retail energy prices?**," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 766-779, September. - Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009.
"
**Oil shocks and external balances**," Journal of International Economics, Elsevier, vol. 77(2), pages 181-194, April.- International Monetary Fund, 2007.
"
**Oil Shocks and External Balances**," IMF Working Papers 07/110, International Monetary Fund. - Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007.
"
**Oil Shocks and External Balances**," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers. - Lutz Kilian & Alessandro Rebucci & Nikola Spatafora, 2007.
"
**Oil Shocks and External Balances**," Working Papers 562, Research Seminar in International Economics, University of Michigan.

- International Monetary Fund, 2007.
"
- Inoue, Atsushi & Kilian, Lutz, 2008.
"
**How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation**," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 511-522, June. - Lutz Kilian, 2008.
"
**Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?**," The Review of Economics and Statistics, MIT Press, vol. 90(2), pages 216-240, May.- Kilian, Lutz, 2005.
"
**Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy?**," CEPR Discussion Papers 5131, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2005.
"
- Lutz Kilian & Simone Manganelli, 2008.
"
**The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1103-1129, 09.- Kilian, Lutz & Manganelli, Simone, 2007.
"
**The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan**," CEPR Discussion Papers 6031, C.E.P.R. Discussion Papers.

- Kilian, Lutz & Manganelli, Simone, 2007.
"
- Lutz Kilian, 2008.
"
**A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries**," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 78-121, 03. - Lutz Kilian, 2008.
"
**The Economic Effects of Energy Price Shocks**," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.- Kilian, Lutz, 2007.
"
**The Economic Effects of Energy Price Shocks**," CEPR Discussion Papers 6559, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2007.
"
- Silvia Goncalves & Lutz Kilian, 2007.
"
**Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity**," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 609-641. - Kilian, Lutz, 2007.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 156-159, April. - Lutz Kilian & Simone Manganelli, 2007.
"
**Quantifying the Risk of Deflation**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 561-590, 03.- Lutz KILIAN & Simone MANGANELLI, .
"
**Quantifying the Risk of Deflation**," EcoMod2004 330600076, EcoMod.

- Lutz KILIAN & Simone MANGANELLI, .
"
- Edelstein Paul & Kilian Lutz, 2007.
"
**The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks**," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-41, November.- Edelstein, Paul & Kilian, Lutz, 2007.
"
**The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks**," CEPR Discussion Papers 6507, C.E.P.R. Discussion Papers.

- Edelstein, Paul & Kilian, Lutz, 2007.
"
- Kilian, Lutz, 2006.
"
**NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 961-967, October. - Lutz Kilian, 2006.
"
**Understanding the effects of exogenous oil supply shocks**," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 7(2), pages 21-27, 07. - Inoue, Atsushi & Kilian, Lutz, 2006.
"
**On the selection of forecasting models**," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.- Inoue, Atsushi & Kilian, Lutz, 2003.
"
**On the Selection of Forecasting Models**," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers. - Inoue, Atsushi & Kilian, Lutz, 2003.
"
**On the selection of forecasting models**," Working Paper Series 0214, European Central Bank.

- Inoue, Atsushi & Kilian, Lutz, 2003.
"
- Atsushi Inoue & Lutz Kilian, 2005.
"
**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.- Inoue, Atsushi & Kilian, Lutz, 2002.
"
**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. - Inoue, Atsushi & Kilian, Lutz, 2002.
"
**In-sample or out-of-sample tests of predictability: which one should we use?**," Working Paper Series 0195, European Central Bank.

- Inoue, Atsushi & Kilian, Lutz, 2002.
"
- Ivanov Ventzislav & Kilian Lutz, 2005.
"
**A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-36, March. - Robert B. Barsky & Lutz Kilian, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 115-134, Fall.- Barsky, Robert & Kilian, Lutz, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," CEPR Discussion Papers 4496, C.E.P.R. Discussion Papers. - Robert Barsky & Lutz Kilian, 2004.
"
**Oil and the Macroeconomy Since the 1970s**," NBER Working Papers 10855, National Bureau of Economic Research, Inc.

- Barsky, Robert & Kilian, Lutz, 2004.
"
- Goncalves, Silvia & Kilian, Lutz, 2004.
"
**Bootstrapping autoregressions with conditional heteroskedasticity of unknown form**," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.- Sílvia Gonçalves & Lutz Kilian, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," CIRANO Working Papers 2003s-17, CIRANO. - Gonçalves, Sílvia & KILIAN, Lutz, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - GONÇALVES, Silvia & KILIAN, Lutz, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques. - Kilian, Lutz & Gonçalves, Sílvia, 2002.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank, Research Centre. - Gonçalves, Sílvia & Kilian, Lutz, 2002.
"
**Bootstrapping autoregressions with conditional heteroskedasticity of unknown form**," Working Paper Series 0196, European Central Bank.

- Sílvia Gonçalves & Lutz Kilian, 2003.
"
- Inoue, Atsushi & Kilian, Lutz, 2003.
"
**The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap**," Econometric Theory, Cambridge University Press, vol. 19(06), pages 944-961, December. - Kilian, Lutz & Taylor, Mark P., 2003.
"
**Why is it so difficult to beat the random walk forecast of exchange rates?**," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.- Lutz Kilian & Mark P. Taylor, 2001.
"
**Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?**," Working Papers 464, Research Seminar in International Economics, University of Michigan. - Kilian, Lutz & Taylor, Mark P, 2001.
"
**Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?**," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers. - Lutz Kilian & Mark P. Taylor, 2001.
"
**Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?**," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute. - Kilian, Lutz & Taylor, Mark P., 2001.
"
**Why is it so difficult to beat the random walk forecast of exchange rates?**," Working Paper Series 0088, European Central Bank.

- Lutz Kilian & Mark P. Taylor, 2001.
"
- Lutz Kilian & Tao Zha, 2002.
"
**Quantifying the uncertainty about the half-life of deviations from PPP**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 107-125. - Kilian, Lutz & Ohanian, Lee E., 2002.
"
**Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective**," Macroeconomic Dynamics, Cambridge University Press, vol. 6(05), pages 614-632, November.- Kilian, L. & Ohanian, L.E., 1999.
"
**Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective**," Papers 99-02, Michigan - Center for Research on Economic & Social Theory.

- Kilian, L. & Ohanian, L.E., 1999.
"
- Atsushi Inoue & Lutz Kilian, 2002.
"
**Bootstrapping Autoregressive Processes with Possible Unit Roots**," Econometrica, Econometric Society, vol. 70(1), pages 377-391, January.- Atsushi Inoue & Lutz Kilian, 2000.
"
**Bootstrapping Autoregressive Processes with Possible Unit Roots**," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.

- Atsushi Inoue & Lutz Kilian, 2000.
"
- Ionel Birgean & Lutz Kilian, 2002.
"
**Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study**," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.- Kilian, L. & Bergean, I., 1999.
"
**Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study**," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.

- Kilian, L. & Bergean, I., 1999.
"
- Atsushi Inoue & Lutz Kilian, 2002.
"
**Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 309-332, May. - Francis X. Diebold & Lutz Kilian, 2001.
"
**Measuring predictability: theory and macroeconomic applications**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.- Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc. - Francis X. Diebold & Lutz Kilian, 1998.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics. - Francis X. Diebold & Lutz Kilian, 1997.
"
**Measuring predictability: theory and macroeconomic applications**," Working Papers 97-23, Federal Reserve Bank of Philadelphia. - Diebold, Francis X & Kilian, Lutz, 2000.
"
**Measuring Predictability: Theory And Macroeconomic Applications**," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.

- Francis X. Diebold & Lutz Kilian, 1997.
"
- Kilian, Lutz, 2001.
"
**Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 161-79, April. - Caner, M. & Kilian, L., 2001.
"
**Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate**," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.- Caner, Mehmet & Kilian, Lutz, 2000.
"
**Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate**," CEPR Discussion Papers 2425, C.E.P.R. Discussion Papers. - Kilian, L. & Caner, M., 1999.
"
**Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate**," Papers 99-05, Michigan - Center for Research on Economic & Social Theory.

- Caner, Mehmet & Kilian, Lutz, 2000.
"
- Kilian, Lutz & Demiroglu, Ufuk, 2000.
"
**Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence**," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 40-50, January. - Diebold, Francis X & Kilian, Lutz, 2000.
"
**Unit-Root Tests Are Useful for Selecting Forecasting Models**," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-73, July.- Francis X. Diebold & Lutz Kilian, 1999.
"
**Unit Root Tests Are Useful for Selecting Forecasting Models**," NBER Working Papers 6928, National Bureau of Economic Research, Inc. - Francis X. Diebold & Lutz Kilian, 1999.
"
**Unit Root Tests are Useful for Selecting Forecasting Models**," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.

- Francis X. Diebold & Lutz Kilian, 1999.
"
- Jeremy Berkowitz & Lutz Kilian, 2000.
"
**Recent developments in bootstrapping time series**," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.- Jeremy Berkowitz & Lutz Kilian, 1996.
"
**Recent developments in bootstrapping time series**," Finance and Economics Discussion Series 96-45, Board of Governors of the Federal Reserve System (U.S.).

- Jeremy Berkowitz & Lutz Kilian, 1996.
"
- Kilian, Lutz & Chang, Pao-Li, 2000.
"
**How accurate are confidence intervals for impulse responses in large VAR models?**," Economics Letters, Elsevier, vol. 69(3), pages 299-307, December. - Kilian, Lutz, 1999.
"
**Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 491-510, Sept.-Oct. - Lutz Kilian, 1999.
"
**Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses**," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 652-660, November. - Lutz Kilian, 1998.
"
**Small-Sample Confidence Intervals For Impulse Response Functions**," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 218-230, May. - Lutz Kilian, 1998.
"
**Confidence intervals for impulse responses under departures from normality**," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 1-29. - Lee E. Ohanian & Alan C. Stockman & Lutz Kilian, 1994.
"
**The effects of real and monetary shocks in a business cycle model with some sticky prices**," Proceedings, Federal Reserve Bank of Cleveland, pages 1209-1240.- Ohanian, Lee E & Stockman, Alan C & Kilian, Lutz, 1995.
"
**The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1209-34, November.

- Ohanian, Lee E & Stockman, Alan C & Kilian, Lutz, 1995.
"

- Lutz Kilian, 2013.
"
**Structural vector autoregressions**," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554 Edward Elgar.- Kilian, Lutz, 2011.
"
**Structural Vector Autoregressions**," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2011.
"
- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013.
"
**Forecasting the Price of Oil**," Handbook of Economic Forecasting, Elsevier.- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011.
"
**Forecasting the price of oil**," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.). - Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011.
"
**Forecasting the Price of Oil**," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers. - Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011.
"
**Forecasting the Price of Oil**," Staff Working Papers 11-15, Bank of Canada.

- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011.
"
- Lutz Kilian, 2010.
"
**Oil Price Shocks, Monetary Policy and Stagflation**," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.- Kilian, Lutz, 2009.
"
**Oil Price Shocks, Monetary Policy and Stagflation**," CEPR Discussion Papers 7324, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2009.
"
- Robert B. Barsky & Lutz Kilian, 2002.
"
**Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative**," NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 137-198 National Bureau of Economic Research, Inc.- Robert B. Barsky & Lutz Kilian, 2001.
"
**Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative**," NBER Working Papers 8389, National Bureau of Economic Research, Inc.

- Robert B. Barsky & Lutz Kilian, 2001.
"

92 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-AGR: Agricultural Economics (3) 2013-11-22 2014-01-10 2014-06-02
- NEP-BEC: Business Economics (5) 2005-08-13 2007-10-13 2011-08-02 2012-05-29 2012-07-23. Author is listed
- NEP-CBA: Central Banking (24) 2006-09-23 2006-10-28 2007-01-28 2007-05-26 2007-06-23 2007-09-02 2007-11-17 2008-12-07 2009-04-25 2009-05-02 2009-07-28 2009-12-19 2011-06-11 2011-06-11 2011-06-11 2011-08-02 2011-08-15 2011-10-15 2011-10-15 2011-12-19 2012-02-20 2012-04-10 2012-09-09 2013-06-16. Author is listed
- NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-16 2003-07-13
- NEP-CWA: Central & Western Asia (10) 2011-06-11 2011-06-11 2011-08-02 2011-10-15 2011-10-15 2011-12-19 2012-02-20 2012-04-03 2012-04-10 2012-09-09. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2009-08-22 2009-11-27 2015-01-03 2015-02-11
- NEP-ECM: Econometrics (19) 1999-02-22 1999-07-12 2003-02-10 2003-03-17 2003-05-12 2003-06-09 2003-06-19 2003-07-16 2004-06-13 2005-12-09 2006-06-24 2008-12-07 2009-04-25 2009-08-22 2009-11-27 2011-06-11 2011-08-15 2014-03-08 2015-01-03. Author is listed
- NEP-ENE: Energy Economics (64) 2001-07-23 2005-02-13 2005-08-13 2006-01-24 2007-01-02 2007-03-03 2007-03-17 2007-04-21 2007-05-26 2007-06-23 2007-09-02 2007-10-13 2007-11-10 2007-11-17 2008-12-07 2009-01-31 2009-02-28 2009-02-28 2009-02-28 2009-04-25 2009-05-02 2009-07-28 2009-11-27 2009-12-19 2011-03-05 2011-06-11 2011-06-11 2011-08-02 2011-10-15 2011-10-15 2011-12-19 2012-02-20 2012-04-03 2012-04-10 2012-05-29 2012-07-23 2012-09-09 2013-04-13 2013-06-16 2013-08-31 2013-09-24 2013-11-22 2013-11-22 2013-11-22 2013-11-29 2014-01-10 2014-05-09 2014-06-02 2014-06-02 2014-06-02 2014-06-28 2014-10-03 2014-12-13 2014-12-24 2014-12-24 2014-12-29 2015-01-19 2015-02-11 2015-02-11 2015-02-16 2015-02-28 2015-02-28 2015-03-05 2015-03-22. Author is listed
- NEP-ENV: Environmental Economics (2) 2009-01-31 2009-02-28
- NEP-ETS: Econometric Time Series (24) 1999-02-15 1999-07-12 2003-02-03 2003-02-03 2003-03-14 2003-04-27 2003-05-08 2003-06-04 2003-06-16 2003-07-13 2003-10-20 2004-06-13 2004-10-30 2005-12-09 2006-06-24 2009-04-25 2009-05-02 2009-08-22 2009-11-27 2011-06-11 2011-08-15 2013-11-22 2014-06-02 2015-01-03. Author is listed
- NEP-FDG: Financial Development & Growth (1) 2009-04-25
- NEP-FIN: Finance (1) 2003-07-13
- NEP-FMK: Financial Markets (4) 2001-12-14 2006-06-24 2007-03-17 2007-11-10
- NEP-FOR: Forecasting (23) 2005-12-09 2011-06-11 2011-06-11 2011-08-02 2011-10-15 2011-10-15 2011-12-19 2012-02-20 2012-05-29 2012-07-23 2012-09-09 2013-06-16 2013-08-23 2013-08-31 2013-09-24 2013-11-22 2013-11-22 2013-11-29 2014-05-09 2014-06-02 2014-12-13 2014-12-29 2015-02-11. Author is listed
- NEP-HIS: Business, Economic & Financial History (5) 2000-02-21 2005-02-13 2005-08-13 2007-03-03 2012-04-03. Author is listed
- NEP-IFN: International Finance (1) 2001-12-14
- NEP-INT: International Trade (3) 2007-05-26 2007-06-23 2007-09-02
- NEP-MAC: Macroeconomics (30) 2001-12-04 2004-11-22 2005-02-13 2005-08-13 2006-01-24 2006-09-23 2006-10-28 2007-01-02 2007-01-28 2007-04-21 2007-10-13 2007-11-17 2008-12-07 2009-02-28 2009-04-25 2009-05-02 2009-08-22 2009-12-19 2011-03-05 2012-04-10 2013-11-22 2013-11-22 2013-11-22 2014-01-10 2014-06-02 2014-06-28 2014-10-03 2014-12-24 2015-01-03 2015-02-11. Author is listed
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIC: Microeconomics (1) 2008-06-07
- NEP-MON: Monetary Economics (6) 2000-02-21 2003-06-16 2003-07-13 2007-01-28 2009-12-19 2012-04-10. Author is listed
- NEP-MST: Market Microstructure (3) 2013-11-29 2014-05-09 2014-06-02
- NEP-OPM: Open Economy Macroeconomics (2) 2014-10-03 2014-12-24
- NEP-ORE: Operations Research (4) 2013-08-31 2013-09-24 2015-01-03 2015-02-11
- NEP-PBE: Public Economics (1) 2015-03-05
- NEP-PKE: Post Keynesian Economics (1) 2001-07-23
- NEP-REG: Regulation (2) 2007-03-03 2008-06-07
- NEP-RMG: Risk Management (7) 2003-02-03 2003-03-14 2003-04-27 2003-07-13 2003-10-20 2007-03-17 2014-11-28. Author is listed
- NEP-TRE: Transport Economics (1) 2015-02-28
- NEP-URE: Urban & Real Estate Economics (1) 2008-06-07

This author is among the top 5% authors according to these criteria:

- Average Rank Score
- Number of Works
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- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
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- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
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- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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- Closeness measure in co-authorship network
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- Breadth of citations across fields
- Wu-Index

#### Most cited item

- Kilian, Lutz, 2006.
"
**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers.

#### Most downloaded item (past 12 months)

- Lutz Kilian, 2009.
"
**Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market**," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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