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Lutz Kilian

Personal Details

First Name:Lutz
Middle Name:
Last Name:Kilian
Suffix:
RePEc Short-ID:pki110
[This author has chosen not to make the email address public]
https://sites.google.com/site/lkilian2019/home
Terminal Degree:1996 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/
RePEc:edi:frbdaus (more details at EDIRC)

Research output

as
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Working papers

  1. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2024. "Nonparametric Local Projections," Working Papers 2414, Federal Reserve Bank of Dallas.
  2. Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2024. "Geopolitical Oil Price Risk and Economic Fluctuations," CEPR Discussion Papers 19113, C.E.P.R. Discussion Papers.
  3. Kilian, Lutz & Rapson, David & Schipper, Burkhard, 2024. "The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices," CEPR Discussion Papers 18934, C.E.P.R. Discussion Papers.
  4. Inoue, Atsushi & Kilian, Lutz, 2024. "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers 19227, C.E.P.R. Discussion Papers.
  5. Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2023. "Jointly Estimating Macroeconomic News and Surprise Shocks," CEPR Discussion Papers 18201, C.E.P.R. Discussion Papers.
  6. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023. "State-Dependent Local Projections," Working Papers 2302, Federal Reserve Bank of Dallas.
  7. Kilian, Lutz & Zhou, Xiaoqing, 2023. "Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline," CEPR Discussion Papers 17804, C.E.P.R. Discussion Papers.
  8. Lutz Kilian & Xiaoqing Zhou, 2023. "Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand," CESifo Working Paper Series 10350, CESifo.
  9. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2023. "Estimating Macroeconomic News and Surprise Shocks," Working Papers 2304, Federal Reserve Bank of Dallas, revised 22 Mar 2024.
  10. Kilian, Lutz & Zhou, Xiaoqing, 2023. "Oil Price Shocks and Inflation," CEPR Discussion Papers 18416, C.E.P.R. Discussion Papers.
  11. Kilian, Lutz, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers 18348, C.E.P.R. Discussion Papers.
  12. Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022. "When do state-dependent local projections work?," CEPR Discussion Papers 17265, C.E.P.R. Discussion Papers.
  13. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series 10121, CESifo.
  14. Kilian, Lutz & Zhou, Xiaoqing, 2022. "A Broader Perspective on the Inflationary Effects of Energy Price Shocks," CEPR Discussion Papers 17763, C.E.P.R. Discussion Papers.
  15. Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
  16. Lutz Kilian & Xiaoqing Zhou, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," CESifo Working Paper Series 9455, CESifo.
  17. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," CESifo Working Paper Series 9154, CESifo.
  18. Kilian, Lutz, 2021. "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers 16818, C.E.P.R. Discussion Papers.
  19. Kilian, Lutz & Inoue, Atsushi, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
  20. Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
  21. Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," CESifo Working Paper Series 8516, CESifo.
  22. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
  23. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020. "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers 2019, Federal Reserve Bank of Dallas.
  24. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2020. "A Quantitative Model of the Oil Tanker Market in the Arabian Gulf," CESifo Working Paper Series 8332, CESifo.
  25. Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
  26. Lutz Kilian, 2019. "Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?," CESifo Working Paper Series 7461, CESifo.
  27. Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
  28. Atsushi Inoue & Lutz Kilian, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
  29. Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
  30. Lutz Kilian & Xiaoqin Zhou, 2019. "Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?," CESifo Working Paper Series 7753, CESifo.
  31. Lutz Kilian & Xiaoqing Zhou, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Staff Working Papers 18-56, Bank of Canada.
  32. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S," CEPR Discussion Papers 13068, C.E.P.R. Discussion Papers.
  33. Lutz Kilian & Xiaoqing Zhou, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series 7166, CESifo.
  34. Anna Creti & Duc Khuong Nguyen & Lutz Kilian, 2018. "Energy Challenges in an Uncertain World," Post-Print hal-02313954, HAL.
  35. Lutz Kilian, 2017. "How the Tight Oil Boom Has Changed Oil and Gasoline Markets," CESifo Working Paper Series 6380, CESifo.
  36. Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian, 2017. "Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?," Staff Working Papers 17-35, Bank of Canada.
  37. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," Staff Working Papers 17-50, Bank of Canada.
  38. Christiane Baumeister & Lutz Kilian, 2017. "Lower Oil Prices and the U.S. Economy: Is this Time Different?," CESifo Working Paper Series 6322, CESifo.
  39. Lutz Kilian & Xiaoqing Zhou, 2017. "Modeling Fluctuations in the Global Demand for Commodities," CESifo Working Paper Series 6749, CESifo.
  40. Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016. "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series 5730, CESifo.
  41. Lutz Kilian, 2016. "The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices," CESifo Working Paper Series 5723, CESifo.
  42. 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.
  43. Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  44. Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
  45. Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
  46. Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
  47. Lutz Kilian, 2016. "The Impact of the Fracking Boom on Arab Oil Producers," CESifo Working Paper Series 5751, CESifo.
  48. John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock, 2016. "Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand," CESifo Working Paper Series 5764, CESifo.
  49. Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers 16-18, Bank of Canada.
  50. Kilian, Lutz, 2014. "Oil Price Shocks: Causes and Consequences," CEPR Discussion Papers 9823, C.E.P.R. Discussion Papers.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
  56. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.
  57. Christiane Baumeister & Lutz Kilian, 2013. "Do Oil Price Increases Cause Higher Food Prices?," Staff Working Papers 13-52, Bank of Canada.
  58. Kilian, Lutz & Fattouh, Bassam & 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.
  59. Christiane Baumeister & Lutz Kilian, 2012. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers 12-1, Bank of Canada.
  60. 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.
  61. Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca, 2012. "Monetary policy responses to oil price fluctuations," CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.
  62. Kilian, Lutz & Inoue, Atsushi, 2011. "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.
  63. Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  64. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities in the Oil Price-Output Relationship," CEPR Discussion Papers 8174, C.E.P.R. Discussion Papers.
  65. Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
  66. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
  67. Kilian, Lutz & Murphy, Daniel, 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.
  68. Lutz KILIAN & Simone MANGANELLI, 2010. "Quantifying the Risk of Deflation," EcoMod2004 330600076, EcoMod.
  69. Kilian, Lutz, 2010. "Oil price volatility: Origins and effects," WTO Staff Working Papers ERSD-2010-02, World Trade Organization (WTO), Economic Research and Statistics Division.
  70. Kilian, Lutz, 2009. "Oil Price Shocks, Monetary Policy and Stagflation," CEPR Discussion Papers 7324, C.E.P.R. Discussion Papers.
  71. Kilian, Lutz & Lewis, Logan, 2009. "Does the Fed Respond to Oil Price Shocks?," CEPR Discussion Papers 7594, C.E.P.R. Discussion Papers.
  72. Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009. "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers 7447, C.E.P.R. Discussion Papers.
  73. Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.
  74. Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
  75. Kilian, Lutz & Murphy, Daniel, 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.
  76. Kilian, Lutz & Hicks, Bruce, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.
  77. Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers.
  78. 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.
  79. Kilian, Lutz, 2008. "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.
  80. Kilian, Lutz & Vega, Clara, 2008. "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.
  81. Kilian, Lutz & Alquist, Ron, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.
  82. 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.
  83. Kilian, Lutz, 2007. "The Economic Effects of Energy Price Shocks," CEPR Discussion Papers 6559, C.E.P.R. Discussion Papers.
  84. Kilian, Lutz & Edelstein, Paul, 2007. "The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener," CEPR Discussion Papers 6507, C.E.P.R. Discussion Papers.
  85. Kilian, Lutz & Davis, Lucas W, 2007. "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.
  86. 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.
  87. Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007. "Oil Shocks and External Balances," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers.
  88. Kilian, Lutz & Edelstein, Paul, 2007. "Retail Energy Prices and Consumer Expenditures," CEPR Discussion Papers 6255, C.E.P.R. Discussion Papers.
  89. 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.
  90. Kilian, Lutz & Inoue, Atsushi & ,, 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.
  91. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
  92. 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.
  93. Kilian, Lutz & Inoue, Atsushi, 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.
  94. 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.
  95. Barsky, Robert & Kilian, Lutz, 2004. "Oil and the Macroeconomy Since the 1970s," CEPR Discussion Papers 4496, C.E.P.R. Discussion Papers.
  96. Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
  97. Silvia Gonçalves & Lutz Kilian, 2003. "Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity," CIRANO Working Papers 2003s-28, CIRANO.
  98. 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.
  99. Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
  100. Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
  101. Kilian, Lutz & Inoue, Atsushi, 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.
  102. Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
  103. 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.
  104. Taylor, Mark & Kilian, Lutz, 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.
  105. 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.
  106. Atsushi Inoue & Lutz Kilian, 2000. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.
  107. Kilian, Lutz & Caner, Mehmet, 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.
  108. Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
  109. Jeremy Berkowitz & Ionel Birgean & 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.).
  110. 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.
  111. 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-.
  112. 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.
  113. 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.
  114. 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.
  115. Kilian, L., 1998. "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers 98-04, Michigan - Center for Research on Economic & Social Theory.
  116. 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.
  117. 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.
  118. 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.
  119. Mehmet Caner & Lutz Kilian, 1998. "A Direct test of the Emerging Consensus about Long-Run PPP," Working Papers 9823, Department of Economics, Bilkent University.
  120. Kilian, L. & Demiroglu, U., 1997. "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers 97-14, Michigan - Center for Research on Economic & Social Theory.
  121. 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.
  122. Jeremy Berkowitz & Lutz Kilian, "undated". "Recent Developments in Bootstrapping Time Series," Finance and Economics Discussion Series 1996-45, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.

Articles

  1. Kilian, Lutz & Zhou, Xiaoqing, 2024. "Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand," Journal of Public Economics, Elsevier, vol. 232(C).
  2. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2023. "A Quantitative Model of the Oil Tanker Market in the Arabian Gulf," The Energy Journal, , vol. 44(5), pages 95-114, September.
  3. Kilian, Lutz & Zhou, Xiaoqing, 2023. "A broader perspective on the inflationary effects of energy price shocks," Energy Economics, Elsevier, vol. 125(C).
  4. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2023. "Container Trade and the U.S. Recovery," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 417-450, March.
  5. Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
  6. Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
  7. Lutz Kilian & Xiaoqing Zhou, 2022. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 953-987, June.
  8. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  9. Lutz Kilian, 2022. "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1429-1433, October.
  10. Lutz Kilian & Xiaoqing Zhou, 2022. "Oil prices, gasoline prices, and inflation expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 867-881, August.
  11. Kilian, Lutz & Zhou, Xiaoqing, 2022. "The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23," Energy Economics, Elsevier, vol. 113(C).
  12. Kilian, Lutz & Zhou, Xiaoqing, 2022. "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 126(C).
  13. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021. "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
  14. Lutz Kilian & Xiaoqing Zhou, 2020. "Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 673-691, September.
  15. Inoue, Atsushi & Kilian, Lutz, 2020. "The uniform validity of impulse response inference in autoregressions," Journal of Econometrics, Elsevier, vol. 215(2), pages 450-472.
  16. Kilian, Lutz, 2019. "Measuring global real economic activity: Do recent critiques hold up to scrutiny?," Economics Letters, Elsevier, vol. 178(C), pages 106-110.
  17. Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2018. "Are Product Spreads Useful For Forecasting Oil Prices? An Empirical Evaluation Of The Verleger Hypothesis," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 562-580, April.
  18. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2018. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," The Energy Journal, , vol. 39(2_suppl), pages 117-137, December.
  19. Anna Creti & Duc Khuong Nguyen & Lutz Kilian, 2018. "Special Issue "Energy Challenges in an Uncertain World" Editorial," The Energy Journal, , vol. 39(2_suppl), pages 1-2, December.
  20. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Modeling fluctuations in the global demand for commodities," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 54-78.
  21. John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock, 2017. "Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 1-15, January.
  22. Lutz Kilian & Robert J. Vigfusson, 2017. "The Role of Oil Price Shocks in Causing U.S. Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
  23. Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017. "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 144-155.
  24. Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2017. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 275-295, March.
  25. Lutz Kilian, 2017. "The Impact of the Fracking Boom on Arab Oil Producers," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
  26. Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  27. Christiane Baumeister & Lutz Kilian, 2016. "Lower Oil Prices and the U.S. Economy: Is This Time Different?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(2 (Fall)), pages 287-357.
  28. 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.
  29. 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.
  30. 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 139-160, Winter.
  31. 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.
  32. 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.
  33. 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.
  34. Lutz Kilian, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 13-17, January.
  35. 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 33-43.
  36. 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.
  37. 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.
  38. Christiane Baumeister & Lutz Kilian, 2014. "Do oil price increases cause higher food prices? [Biofuels, binding constraints, and agricultural commodity price volatility]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 691-747.
  39. Lutz Kilian, 2014. "Oil Price Shocks: Causes and Consequences," Annual Review of Resource Economics, Annual Reviews, vol. 6(1), pages 133-154, October.
  40. 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(3), pages 869-889, August.
  41. 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, April.
  42. 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, August.
  43. Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
  44. 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, July.
  45. 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.
  46. 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).
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. 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, September.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009. "Oil shocks and external balances," Journal of International Economics, Elsevier, vol. 77(2), pages 181-194, April.
  62. 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.
  63. 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.
  64. 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 1053-1069, June.
  65. 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, March.
  66. 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.
  67. Lutz Kilian, 2008. "The Economic Effects of Energy Price Shocks," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.
  68. 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.
  69. 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, September.
  70. 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.
  71. 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, March.
  72. 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.
  73. Kilian, Lutz, 2007. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 156-159, April.
  74. Kilian, Lutz, 2006. "NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005," Econometric Theory, Cambridge University Press, vol. 22(5), pages 961-967, October.
  75. 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(02), pages 21-27, July.
  76. Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
  77. 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.
  78. 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.
  79. 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.
  80. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
  81. 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(6), pages 944-961, December.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. Kilian, Lutz & Ohanian, Lee E., 2002. "Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 6(5), pages 614-632, November.
  87. Atsushi Inoue & Lutz Kilian, 2002. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometrica, Econometric Society, vol. 70(1), pages 377-391, January.
  88. 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.
  89. 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.
  90. Kilian, Lutz, 2001. "Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 161-179, April.
  91. 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.
  92. 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 265-273, July.
  93. Jeremy Berkowitz & Lutz Kilian, 2000. "Recent developments in bootstrapping time series," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
  94. 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.
  95. 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.
  96. 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.
  97. 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.
  98. Lutz Kilian, 1998. "Confidence intervals for impulse responses under departures from normality," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 1-29.
  99. Lutz Kilian, 1998. "Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(5), pages 531-548, September.
  100. Lutz Kilian & Lee E. Ohanian & Alan C. Stockman, 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.

    RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747 is not listed on IDEAS

Chapters

  1. Lutz Kilian & Xiaoqing Zhou, 2023. "The Econometrics of Oil Market VAR Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 65-95, Emerald Group Publishing Limited.
  2. Lutz Kilian, 2013. "Structural vector autoregressions," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554, Edward Elgar Publishing.
  3. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  4. Lutz Kilian, 2010. "Oil Price Shocks, Monetary Policy and Stagflation," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
  5. 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.

Books

  1. Kilian,Lutz & Lütkepohl,Helmut, 2018. "Structural Vector Autoregressive Analysis," Cambridge Books, Cambridge University Press, number 9781107196575, September.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 185 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.
  1. NEP-ENE: Energy Economics (125) 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 2007-09-02 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 2017-01-15 2017-01-29 2017-01-29 2017-03-12 2017-03-12 2017-06-18 2017-09-10 2017-09-17 2017-11-05 2017-11-05 2017-11-12 2017-11-19 2017-12-11 2018-04-30 2018-06-11 2018-09-10 2018-11-19 2018-12-03 2019-02-18 2019-02-25 2019-08-19 2019-08-26 2019-09-23 2019-10-21 2019-11-11 2019-11-11 2019-11-11 2020-01-20 2020-03-30 2020-04-06 2020-06-22 2020-07-13 2020-07-27 2020-08-31 2020-09-21 2020-09-28 2020-10-12 2021-01-04 2021-01-04 2021-01-04 2021-03-15 2021-03-15 2021-05-24 2021-05-31 2021-06-28 2021-12-13 2021-12-13 2022-01-17 2022-01-24 2023-02-06 2023-02-20 2023-04-03 2023-04-03 2023-05-08 2023-08-28 2023-09-18 2024-04-22 2024-06-24. Author is listed
  2. NEP-MAC: Macroeconomics (54) 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 2017-01-29 2017-11-05 2018-09-10 2018-09-10 2019-08-19 2019-08-26 2020-01-20 2020-07-13 2020-08-31 2020-09-28 2020-12-21 2021-01-04 2021-01-04 2021-01-04 2021-05-17 2021-05-31 2021-07-12 2021-07-19 2021-12-13 2021-12-13 2021-12-13 2022-01-17 2022-01-24. Author is listed
  3. NEP-ETS: Econometric Time Series (39) 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 2019-04-08 2020-03-30 2020-07-27 2020-08-24 2020-10-12 2020-12-21 2021-12-13 2022-06-20 2022-12-12 2023-05-29 2023-05-29 2023-08-28 2024-08-12. Author is listed
  4. NEP-ECM: Econometrics (36) 1999-02-22 1999-07-12 2003-02-10 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 2019-04-08 2019-04-08 2019-10-21 2020-03-30 2020-07-13 2020-07-27 2020-08-24 2020-09-21 2020-12-21 2022-01-03 2022-06-20 2022-12-12 2023-05-29 2023-05-29 2023-08-28 2024-08-12. Author is listed
  5. NEP-CBA: Central Banking (23) 2006-09-23 2006-10-28 2007-01-28 2007-05-26 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
  6. 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
  7. NEP-MON: Monetary Economics (19) 2000-02-21 2003-06-16 2003-07-13 2007-01-28 2009-12-19 2012-04-10 2019-02-25 2019-09-23 2020-08-31 2020-09-28 2021-01-04 2021-01-04 2021-05-31 2021-12-13 2022-01-17 2022-01-24 2023-02-06 2023-04-03 2023-09-18. Author is listed
  8. NEP-ORE: Operations Research (19) 2013-08-31 2013-09-24 2015-01-03 2015-02-11 2019-11-11 2019-11-11 2019-11-11 2020-04-06 2020-07-13 2020-07-27 2020-08-24 2020-10-12 2020-12-21 2021-03-15 2021-05-17 2021-05-24 2021-07-12 2021-12-13 2022-01-03. Author is listed
  9. NEP-CWA: Central and Western Asia (13) 2003-05-08 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 2022-01-17 2022-01-24. Author is listed
  10. NEP-INT: International Trade (10) 2007-05-26 2007-09-02 2017-10-29 2018-01-08 2019-02-25 2021-03-15 2021-07-12 2021-07-19 2021-12-13 2024-04-22. Author is listed
  11. NEP-RMG: Risk Management (10) 2003-02-03 2003-03-14 2003-04-27 2003-05-08 2003-07-13 2003-10-20 2007-03-17 2014-11-28 2021-03-15 2024-06-24. Author is listed
  12. NEP-HIS: Business, Economic and Financial History (9) 2000-02-21 2005-02-13 2005-08-13 2007-03-03 2012-04-03 2016-02-12 2016-02-17 2021-07-12 2021-12-13. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (7) 2014-10-03 2014-12-24 2018-12-03 2019-02-18 2019-02-25 2019-09-23 2021-01-04. Author is listed
  14. 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
  15. NEP-REG: Regulation (6) 2007-03-03 2008-06-07 2017-01-29 2017-09-10 2017-09-17 2017-11-19. Author is listed
  16. NEP-URE: Urban and Real Estate Economics (6) 2008-06-07 2018-04-30 2018-06-11 2018-11-19 2018-12-03 2019-11-11. Author is listed
  17. NEP-AGR: Agricultural Economics (5) 2013-11-22 2014-01-10 2014-06-02 2017-10-29 2018-01-08. Author is listed
  18. NEP-BEC: Business Economics (5) 2005-08-13 2007-10-13 2011-08-02 2012-05-29 2012-07-23. Author is listed
  19. NEP-FMK: Financial Markets (4) 2001-12-14 2006-06-24 2007-03-17 2007-11-10
  20. NEP-ARA: MENA - Middle East and North Africa (3) 2016-02-29 2017-06-18 2021-06-28
  21. NEP-CIS: Confederation of Independent States (3) 2023-02-20 2023-05-08 2024-04-22
  22. NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-16 2003-07-13
  23. NEP-ENV: Environmental Economics (3) 2009-01-31 2009-02-28 2017-09-10
  24. NEP-ISF: Islamic Finance (3) 2020-10-12 2021-03-15 2021-03-15
  25. NEP-MST: Market Microstructure (3) 2013-11-29 2014-05-09 2014-06-02
  26. NEP-DES: Economic Design (2) 2023-05-29 2023-05-29
  27. NEP-FDG: Financial Development and Growth (2) 2009-04-25 2017-01-29
  28. NEP-IND: Industrial Organization (2) 2023-04-03 2023-05-08
  29. NEP-MKT: Marketing (2) 2016-02-12 2016-02-17
  30. NEP-PKE: Post Keynesian Economics (2) 2001-07-23 2021-12-13
  31. NEP-FIN: Finance (1) 2003-07-13
  32. NEP-GEO: Economic Geography (1) 2019-11-11
  33. NEP-IFN: International Finance (1) 2001-12-14
  34. NEP-MFD: Microfinance (1) 2015-03-05
  35. NEP-MIC: Microeconomics (1) 2008-06-07
  36. NEP-PBE: Public Economics (1) 2015-03-05
  37. NEP-TRA: Transition Economics (1) 2024-04-22
  38. NEP-TRE: Transport Economics (1) 2015-02-28
  39. NEP-UPT: Utility Models and Prospect Theory (1) 2020-07-27

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