# Lutz Kilian

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## Personal Details

First Name: | Lutz |

Middle Name: | |

Last Name: | Kilian |

Suffix: | |

RePEc Short-ID: | pki110 |

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

Ann Arbor, Michigan (United States)

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

: (734) 764-2355

(734) 764-2769

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

RePEc:edi:edumius (more details at EDIRC)

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

: (734) 764-2355

(734) 764-2769

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

RePEc:edi:edumius (more details at EDIRC)

- Kilian, Lutz, 2016.
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**The Impact of the Fracking Boom on Arab Oil Producers**," CEPR Discussion Papers 11107, C.E.P.R. Discussion Papers.- Lutz Kilian, 2016.
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**The Impact of the Fracking Boom on Arab Oil Producers**," CESifo Working Paper Series 5751, CESifo Group Munich.

- Lutz Kilian, 2016.
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- 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.- Christiane Baumeister & Lutz Kilian, 2016.
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**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**," Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-60, Winter.

- 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, 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).

- Christiane Baumeister & Lutz Kilian, 2016.
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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). - John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock, 2016.
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**Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand**," CESifo Working Paper Series 5764, CESifo Group Munich.

- Coglianese, John & Davis, Lucas W & Kilian, Lutz & Stock, James H, 2015.
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- 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).- Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016.
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**Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump**," CESifo Working Paper Series 5759, CESifo Group Munich. - 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.

- Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016.
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- 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).- Christiane Baumeister & Lutz Kilian, 2016.
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**Understanding the Decline in the Price of Oil since June 2014**," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131 - 158.

- Christiane Baumeister & Lutz Kilian, 2016.
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**Understanding the Decline in the Price of Oil since June 2014**," CESifo Working Paper Series 5755, CESifo Group Munich. - 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.

- Christiane Baumeister & Lutz Kilian, 2016.
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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 & INOUE, Atsushi & KILIAN, Lutz, 2016.
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**Impulse Response Matching Estimators for DSGE Models**," Discussion paper series HIAS-E-27, Hitotsubashi Institute for Advanced Study, Hitotsubashi University. - 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. - 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. - 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.

- GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016.
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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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- 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, 2016.
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**Joint confidence sets for structural impulse responses**," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.

- 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. - Atsushi Inoue & Lutz Kilian, 2016.
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**Joint Confidence Sets for Structural Impulse Responses**," CESifo Working Paper Series 5746, CESifo Group Munich.

- Inoue, Atsushi & Kilian, Lutz, 2016.
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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).- Christiane Baumeister & Lutz Kilian, 2016.
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**A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil**," Staff Working Papers 16-18, Bank of Canada. - Christiane Baumeister & Lutz Kilian, 2016.
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**A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil**," CESifo Working Paper Series 5782, CESifo Group Munich. - 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.

- Christiane Baumeister & Lutz Kilian, 2016.
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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).- Lutz Kilian, 2016.
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**The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices**," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 10(2), pages 185-205.

- 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. - 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.

- Lutz Kilian, 2016.
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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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- 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).- Lutz Kilian & Robert J. Vigfusson, 2016.
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**The Role of Oil Price Shocks in Causing U.S. Recessions**," CESifo Working Paper Series 5743, CESifo Group Munich. - 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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**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.).

- Lutz Kilian & Robert J. Vigfusson, 2016.
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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.- Christiane Baumeister & Lutz Kilian, 2015.
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**Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.

- 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).

- Christiane Baumeister & Lutz Kilian, 2015.
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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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- 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.

- 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, 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.

- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015.
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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 & 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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**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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- 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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- 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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- 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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- 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;International Monetary Fund, vol. 60(4), pages 470-504, December.

- Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
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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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- 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 Publishing.

- 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;International Monetary Fund, 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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- 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**," Staff Working Papers 11-15, Bank of Canada. - 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.).

- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013.
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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 & 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, 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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- 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 & 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, 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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**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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- 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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- 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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- 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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- 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 & 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, 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. - 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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- 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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- 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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- 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. - 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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- 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.
"
**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.
"
- Kilian, Lutz, 2007.
"
**The Economic Effects of Energy Price Shocks**," CEPR Discussion Papers 6559, C.E.P.R. Discussion Papers.- Lutz Kilian, 2008.
"
**The Economic Effects of Energy Price Shocks**," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.

- Lutz Kilian, 2008.
"
- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007.
"
**Oil Shocks and External Balances**," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers.- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009.
"
**Oil shocks and external balances**," Journal of International Economics, Elsevier, vol. 77(2), pages 181-194, April.

- 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.
"
**Oil Shocks and External Balances**," IMF Working Papers 07/110, International Monetary Fund.

- Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009.
"
- Edelstein, Paul & Kilian, Lutz, 2007.
"
**Retail Energy Prices and Consumer Expenditures**," CEPR Discussion Papers 6255, C.E.P.R. Discussion Papers. - 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.- 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.

- Lutz Kilian & Simone Manganelli, 2008.
"
- 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, 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.- 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.

- Lutz Kilian, 2009.
"
- 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.
"
- 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. - 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.
"
- 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, 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. - 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.
"
- 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.

- 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. - 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.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," CIRANO Working Papers 2003s-17, CIRANO.

- Goncalves, Silvia & Kilian, Lutz, 2004.
"
- 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.
"
- 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.
"
- 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. - 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.

- 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?**," 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.

- Kilian, Lutz & Taylor, Mark P., 2003.
"
- 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, .
"
**Measuring Predictability: Theory and Macroeconomic Applications**," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. - 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, 1997.
"
**Measuring predictability: theory and macroeconomic applications**," Working Papers 97-23, Federal Reserve Bank of Philadelphia. - 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, 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.- 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.
"
**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.
"
- 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.
"
- 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.
"
- 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. & 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.
"
- 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.
"
- 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.
"
- 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., 1998.
"
**Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics**," Papers 98-04, Michigan - Center for Research on Economic & Social Theory. - 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. - 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. - 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. & Caner, M., 1998.
"
**Analyzing Unit Root Tests in Finite Samples Using Power Profiles**," Papers 98-05, Michigan - Center for Research on Economic & Social Theory. - 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.
"
- Jeremy Berkowitz & Lutz Kilian, .
"
**Recent Developments in Bootstrapping Time Series**," Finance and Economics Discussion Series 1996-45, Board of Governors of the Federal Reserve System (U.S.). - 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.
"

- Lutz Kilian, 2016.
"
**The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices**," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 10(2), pages 185-205.- Lutz Kilian, 2016.
"
**The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices**," CESifo Working Paper Series 5723, CESifo Group Munich. - Kilian, Lutz, 2014.
"
**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.
"
**The impact of the shale oil revolution on U.S. oil and gasoline prices**," CFS Working Paper Series 499, Center for Financial Studies (CFS).

- Lutz Kilian, 2016.
"
- Christiane Baumeister & Lutz Kilian, 2016.
"
**Understanding the Decline in the Price of Oil since June 2014**," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131 - 158.- Christiane Baumeister & Lutz Kilian, 2016.
"
**Understanding the Decline in the Price of Oil since June 2014**," CESifo Working Paper Series 5755, CESifo Group Munich. - Baumeister, Christiane & Kilian, Lutz, 2015.
"
**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.
"
**Understanding the Decline in the Price of Oil since June 2014**," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.

- Christiane Baumeister & Lutz Kilian, 2016.
"
- Inoue, Atsushi & Kilian, Lutz, 2016.
"
**Joint confidence sets for structural impulse responses**," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.- Inoue, Atsushi & Kilian, Lutz, 2014.
"
**Joint Confidence Sets for Structural Impulse Responses**," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers. - Atsushi Inoue & Lutz Kilian, 2016.
"
**Joint Confidence Sets for Structural Impulse Responses**," CESifo Working Paper Series 5746, CESifo Group Munich. - Atsushi Inoue & Lutz Kilian, 2014.
"
**Joint Confidence Sets for Structural Impulse Responses**," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.

- Inoue, Atsushi & Kilian, Lutz, 2014.
"
- Christiane Baumeister & Lutz Kilian, 2016.
"
**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**," Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-60, Winter.- Baumeister, Christiane & Kilian, Lutz, 2015.
"
**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). - Christiane Baumeister & Lutz Kilian, 2016.
"
**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.
"
**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.

- Baumeister, Christiane & Kilian, Lutz, 2015.
"
- 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.- 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**," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS). - 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.

- Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014.
"
- 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, 2015.
"
**Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.- Baumeister, Christiane & Kilian, Lutz, 2013.
"
**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). - Christiane Baumeister & Lutz Kilian, 2013.
"
**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.
"
**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.
"
- Lutz Kilian, 2015.
"
**Comment**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 13-17, January. - Christiane Baumeister & Lutz Kilian, 2014.
"
**Real-Time Analysis of Oil Price Risks Using Forecast Scenarios**," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 119-145, April.- 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.
"
**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.
"
- 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.
"
- 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 & 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.
"
- 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.
"
**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.- 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.
"
**What Central Bankers Need to Know about Forecasting Oil Prices**," Staff Working Papers 13-15, Bank of Canada.

- Baumeister, Christiane & Kilian, Lutz, 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. - 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 & 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.- 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.
"
**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.
"
- 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.
"
- 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.
"
- 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. - Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
"
**Monetary Policy Responses to Oil Price Fluctuations**," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, 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.
"
- 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.
"
- 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.- 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.
"
**Nonlinearities in the Oil Price-Output Relationship**," CEPR Discussion Papers 8174, C.E.P.R. Discussion Papers.

- Lutz Kilian & Robert J. Vigfusson, 2011.
"
- 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 & 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.- Kilian, Lutz & Vega, Clara, 2008.
"
- 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.
"
- 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.- 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.
"
**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.
"
- 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. - 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 & 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. - 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.
"
- 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.
"
- 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.
"
- 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. - Lutz Kilian & Alessandro Rebucci & Nikola Spatafora, 2007.
"
**Oil Shocks and External Balances**," Working Papers 562, Research Seminar in International Economics, University of Michigan. - Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007.
"
**Oil Shocks and External Balances**," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers.

- International Monetary Fund, 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**," CEPR Discussion Papers 5790, C.E.P.R. Discussion Papers. - 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.
"
- 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. - 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.
"
- 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.
"
**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.
"
- 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.
"
**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.
"
**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.
"
- 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. - 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, .
"
- Kilian, Lutz, 2007.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 156-159, April. - 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.
"
- Lutz Kilian, 2006.
"
**Understanding the effects of exogenous oil supply shocks**," CESifo Forum, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 7(2), pages 21-27, 07. - 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. - 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**," Working Paper Series 0214, European Central Bank. - 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.
"
- 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. - 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.
"
- 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.- 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.
"
**Oil and the Macroeconomy Since the 1970s**," CEPR Discussion Papers 4496, C.E.P.R. Discussion Papers.

- Robert Barsky & Lutz Kilian, 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.- 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, Silvia & KILIAN, Lutz, 2003.
"
**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques. - 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.
"
**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.

- Kilian, Lutz & Gonçalves, Sílvia, 2002.
"
- 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. - 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.
"
- 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 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.
"
- 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.
"
- 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. - 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, .
"
**Measuring Predictability: Theory and Macroeconomic Applications**," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. - 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, 1997.
"
**Measuring Predictability: Theory and Macroeconomic Applications**," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc. - 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, .
"
- 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, 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. - 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. - 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 & 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. - 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.
"

- 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**," Staff Working Papers 11-15, Bank of Canada. - 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. - 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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- Lutz Kilian, 2013.
"
**Structural vector autoregressions**," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554 Edward Elgar Publishing.- Kilian, Lutz, 2011.
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**Structural Vector Autoregressions**," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2011.
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- 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.- Kilian, Lutz, 2009.
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**Oil Price Shocks, Monetary Policy and Stagflation**," CEPR Discussion Papers 7324, C.E.P.R. Discussion Papers.

- Kilian, Lutz, 2009.
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- Robert B. Barsky & Lutz Kilian, 2002.
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**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.
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**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.
"

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 98 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-ENE:
**Energy Economics**(68) 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 2016-02-12 2016-02-17 2016-02-29 2016-04-30. Author is listed - NEP-MAC:
**Macroeconomics**(31) 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 2016-07-02. Author is listed - NEP-ETS:
**Econometric Time Series**(26) 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 2016-02-29 2016-07-02. 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-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-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-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-HIS:
**Business, Economic & Financial History**(7) 2000-02-21 2005-02-13 2005-08-13 2007-03-03 2012-04-03 2016-02-12 2016-02-17. Author is listed - 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-DGE:
**Dynamic General Equilibrium**(6) 2009-08-22 2009-11-27 2015-01-03 2015-02-11 2016-02-29 2016-07-02. Author is listed - 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-BEC:
**Business Economics**(5) 2005-08-13 2007-10-13 2011-08-02 2012-05-29 2012-07-23. Author is listed - NEP-ORE: Operations Research (4) 2013-08-31 2013-09-24 2015-01-03 2015-02-11
- NEP-AGR: Agricultural Economics (3) 2013-11-22 2014-01-10 2014-06-02
- NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-16 2003-07-13
- NEP-FMK: Financial Markets (3) 2006-06-24 2007-03-17 2007-11-10
- NEP-INT: International Trade (3) 2007-05-26 2007-06-23 2007-09-02
- NEP-MST: Market Microstructure (3) 2013-11-29 2014-05-09 2014-06-02
- NEP-ENV: Environmental Economics (2) 2009-01-31 2009-02-28
- NEP-MKT: Marketing (2) 2016-02-12 2016-02-17
- NEP-OPM: Open Economy Macroeconomics (2) 2014-10-03 2014-12-24
- NEP-REG: Regulation (2) 2007-03-03 2008-06-07
- NEP-ARA: MENA - Middle East & North Africa (1) 2016-02-29
- NEP-FDG: Financial Development & Growth (1) 2009-04-25
- NEP-FIN: Finance (1) 2003-07-13
- NEP-IFN: International Finance (1) 2001-12-14
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIC: Microeconomics (1) 2008-06-07
- NEP-PBE: Public Economics (1) 2015-03-05
- NEP-PKE: Post Keynesian Economics (1) 2001-07-23
- 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
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- 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
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- 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)

- Baumeister, Christiane & Kilian, Lutz, 2016.
"
**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.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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