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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. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2026. "What the closure of the Strait of Hormuz means for the global economy," Dallas Fed Economics 102957, Federal Reserve Bank of Dallas.
  2. Lutz Kilian & Michael D. Plante & Alexander W. Richter & Xiaoqing Zhou, 2026. "Implications of the Iran war for U.S. inflation," Dallas Fed Economics 103086, Federal Reserve Bank of Dallas.
  3. Kilian, Lutz & Plante, Michael D. & Richter, Alexander W. & Zhou, Xiaoqing, 2026. "The Impact of the 2026 Iran War on U.S. Inflation: A Scenario Analysis," CEPR Discussion Papers 21373, Centre for Economic Policy Research.
  4. Chudik, Alexander & Kilian, Lutz, 2026. "Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks," CEPR Discussion Papers 21162, Centre for Economic Policy Research.
  5. Lutz Kilian, 2026. "Lessons from the destabilization of inflation in the 1970s," Dallas Fed Economics 102856, Federal Reserve Bank of Dallas.
  6. Owen Kay & Lutz Kilian & Reid Taylor, 2026. "Data center boom expected to raise electricity component of PCE inflation," Dallas Fed Economics 102868, Federal Reserve Bank of Dallas.
  7. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025. "Geopolitical oil price risk not a major driver of global macroeconomic fluctuations," Dallas Fed Economics 99566, Federal Reserve Bank of Dallas.
  8. Inoue, Atsushi & Kilian, Lutz, 2025. "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," CEPR Discussion Papers 20159, Centre for Economic Policy Research.
  9. Lutz Kilian, 2025. "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers 2507, Federal Reserve Bank of Dallas.
  10. Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2024. "Geopolitical Oil Price Risk and Economic Fluctuations," CEPR Discussion Papers 19113, Centre for Economic Policy Research.
  11. 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, Centre for Economic Policy Research.
  12. Lutz Kilian & David Rapson, 2024. "How global oil sanctions lowered Russian oil export prices," Dallas Fed Economics 98240, Federal Reserve Bank of Dallas.
  13. Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2024. "Nonparametric Local Projections," CEPR Discussion Papers 19684, Centre for Economic Policy Research.
  14. Inoue, Atsushi & Kilian, Lutz, 2024. "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers 19227, Centre for Economic Policy Research.
  15. Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2023. "Jointly Estimating Macroeconomic News and Surprise Shocks," CEPR Discussion Papers 18201, Centre for Economic Policy Research.
  16. Kilian, Lutz, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers 18348, Centre for Economic Policy Research.
  17. 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, Centre for Economic Policy Research.
  18. 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.
  19. 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.
  20. Kilian, Lutz & Zhou, Xiaoqing, 2023. "Oil Price Shocks and Inflation," CEPR Discussion Papers 18416, Centre for Economic Policy Research.
  21. Lutz Kilian & Kunal Patel, 2023. "Trade diversion has helped ease the impact of the embargo on Russian oil," Dallas Fed Economics 95713, Federal Reserve Bank of Dallas.
  22. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023. "State-Dependent Local Projections," Working Papers 2302, Federal Reserve Bank of Dallas.
  23. Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022. "When do state-dependent local projections work?," CEPR Discussion Papers 17265, Centre for Economic Policy Research.
  24. Garrett Golding & Lutz Kilian, 2022. "Don’t Look to Oil Companies to Lower High Retail Gasoline Prices," Dallas Fed Economics 94177, Federal Reserve Bank of Dallas.
  25. Garrett Golding & Lutz Kilian, 2022. "A Ban on U.S. Crude Oil Exports Would Not Lower Gasoline Prices at the Pump," Dallas Fed Economics 93654, Federal Reserve Bank of Dallas.
  26. Lutz Kilian & Michael D. Plante, 2022. "The Russian Oil Supply Shock of 2022," Dallas Fed Economics 93885, Federal Reserve Bank of Dallas.
  27. Lutz Kilian & Kunal Patel & Michael D. Plante, 2022. "Capacity Constraints Drive the OPEC+ Supply Gap," Dallas Fed Economics 94098, Federal Reserve Bank of Dallas.
  28. 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.
  29. Kilian, Lutz & Zhou, Xiaoqing, 2022. "A Broader Perspective on the Inflationary Effects of Energy Price Shocks," CEPR Discussion Papers 17763, Centre for Economic Policy Research.
  30. Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
  31. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," CESifo Working Paper Series 9154, CESifo.
  32. 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.
  33. Lutz Kilian & Xiaoqing Zhou, 2021. "Limited Impact of Rising Energy Prices on U.S. Inflation, Inflation Expectations in 2020–23," Dallas Fed Economics 93433, Federal Reserve Bank of Dallas.
  34. Lutz Kilian, 2021. "What Can Be Learned from the Persistent Electric Power Outages in Texas?," Dallas Fed Economics 90558, Federal Reserve Bank of Dallas.
  35. Kilian, Lutz, 2021. "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers 16818, Centre for Economic Policy Research.
  36. Lutz Kilian & Michael D. Plante, 2021. "Oil Market’s Tightening in February Seemingly Defies Fundamentals," Dallas Fed Economics 90853, Federal Reserve Bank of Dallas.
  37. 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.
  38. Kilian, Lutz & Inoue, Atsushi, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, Centre for Economic Policy Research.
  39. Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
  40. Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
  41. Lutz Kilian, 2020. "What Is the U.S. Oil Industry Doing About Greenhouse Gas Emissions?," Dallas Fed Economics 89266, Federal Reserve Bank of Dallas.
  42. Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," CESifo Working Paper Series 8516, CESifo.
  43. Lutz Kilian, 2020. "How the Saudi Decision to Launch a Price War Is Reshaping the Global Oil Market," Dallas Fed Economics 87781, Federal Reserve Bank of Dallas.
  44. Lutz Kilian & Xiaoqing Zhou, 2020. "A New View of the Relationship Between Oil Prices, Gasoline Prices and Inflation Expectations," Dallas Fed Economics 88778, Federal Reserve Bank of Dallas.
  45. Lutz Kilian & Michael D. Plante & Xiaoqing Zhou, 2020. "How Falling Oil Prices in Early 2020 Weakened the U.S. Economy," Dallas Fed Economics 88010, Federal Reserve Bank of Dallas.
  46. Lutz Kilian & Xiaoqing Zhou, 2020. "Gasoline Demand More Responsive to Price Changes than Economists Once Thought," Dallas Fed Economics 88265, Federal Reserve Bank of Dallas.
  47. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
  48. 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.
  49. Lutz Kilian, 2019. "Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?," CESifo Working Paper Series 7461, CESifo.
  50. Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
  51. Lutz Kilian & Xiaoqin Zhou, 2019. "Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?," CESifo Working Paper Series 7753, CESifo.
  52. Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
  53. Atsushi Inoue & Lutz Kilian, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
  54. 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.
  55. 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, Centre for Economic Policy Research.
  56. Anna Creti & Duc Khuong Nguyen & Lutz Kilian, 2018. "Energy Challenges in an Uncertain World," Post-Print hal-02313954, HAL.
  57. Lutz Kilian & Xiaoqing Zhou, 2018. "Modeling Fluctuations in the Global Demand for Commodities," Staff Working Papers 18-4, Bank of Canada.
  58. 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.
  59. Christiane Baumeister & Lutz Kilian, 2017. "Lower Oil Prices and the U.S. Economy: Is this Time Different?," CESifo Working Paper Series 6322, CESifo.
  60. Lutz Kilian, 2017. "How the Tight Oil Boom Has Changed Oil and Gasoline Markets," CESifo Working Paper Series 6380, CESifo.
  61. 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.
  62. 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.
  63. Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
  64. 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.
  65. 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.
  66. Lutz Kilian, 2016. "The Impact of the Fracking Boom on Arab Oil Producers," CESifo Working Paper Series 5751, CESifo.
  67. Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016. "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series 5730, CESifo.
  68. Lutz Kilian, 2016. "The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices," CESifo Working Paper Series 5723, CESifo.
  69. 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.
  70. 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.
  71. Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  72. Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
  73. Kilian, Lutz, 2014. "Oil Price Shocks: Causes and Consequences," CEPR Discussion Papers 9823, Centre for Economic Policy Research.
  74. 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.
  75. 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.
  76. 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, Centre for Economic Policy Research.
  77. 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.
  78. 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.
  79. Christiane Baumeister & Lutz Kilian, 2013. "Do Oil Price Increases Cause Higher Food Prices?," Staff Working Papers 13-52, Bank of Canada.
  80. Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
  81. Kilian, Lutz & Fattouh, Bassam & Mahadeva, Lavan, 2012. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," CEPR Discussion Papers 8916, Centre for Economic Policy Research.
  82. 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, Centre for Economic Policy Research.
  83. Christiane Baumeister & Lutz Kilian, 2012. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers 12-1, Bank of Canada.
  84. Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca, 2012. "Monetary policy responses to oil price fluctuations," CEPR Discussion Papers 8928, Centre for Economic Policy Research.
  85. Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, Centre for Economic Policy Research.
  86. Kilian, Lutz & Inoue, Atsushi, 2011. "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers 8419, Centre for Economic Policy Research.
  87. Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  88. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities in the Oil Price-Output Relationship," CEPR Discussion Papers 8174, Centre for Economic Policy Research.
  89. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
  90. Kilian, Lutz & Murphy, Daniel, 2010. "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil," CEPR Discussion Papers 7753, Centre for Economic Policy Research.
  91. Lutz KILIAN & Simone MANGANELLI, 2010. "Quantifying the Risk of Deflation," EcoMod2004 330600076, EcoMod.
  92. 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.
  93. Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, Centre for Economic Policy Research.
  94. Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, Centre for Economic Policy Research.
  95. Kilian, Lutz, 2009. "Oil Price Shocks, Monetary Policy and Stagflation," CEPR Discussion Papers 7324, Centre for Economic Policy Research.
  96. Kilian, Lutz & Murphy, Daniel, 2009. "Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models," CEPR Discussion Papers 7471, Centre for Economic Policy Research.
  97. Kilian, Lutz & Hicks, Bruce, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, Centre for Economic Policy Research.
  98. Kilian, Lutz & Lewis, Logan, 2009. "Does the Fed Respond to Oil Price Shocks?," CEPR Discussion Papers 7594, Centre for Economic Policy Research.
  99. Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009. "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers 7447, Centre for Economic Policy Research.
  100. Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, Centre for Economic Policy Research.
  101. 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, Centre for Economic Policy Research.
  102. 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, Centre for Economic Policy Research.
  103. 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.
  104. Kilian, Lutz & Manganelli, Simone, 2007. "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," CEPR Discussion Papers 6031, Centre for Economic Policy Research.
  105. 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, Centre for Economic Policy Research.
  106. Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007. "Oil Shocks and External Balances," CEPR Discussion Papers 6303, Centre for Economic Policy Research.
  107. Kilian, Lutz & Alquist, Ron, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, Centre for Economic Policy Research.
  108. Kilian, Lutz & Park, Cheolbeom, 2007. "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers 6166, Centre for Economic Policy Research.
  109. 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, Centre for Economic Policy Research.
  110. Kilian, Lutz, 2007. "The Economic Effects of Energy Price Shocks," CEPR Discussion Papers 6559, Centre for Economic Policy Research.
  111. Kilian, Lutz & Edelstein, Paul, 2007. "Retail Energy Prices and Consumer Expenditures," CEPR Discussion Papers 6255, Centre for Economic Policy Research.
  112. Kilian, Lutz & Inoue, Atsushi & ,, 2006. "Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data," CEPR Discussion Papers 5790, Centre for Economic Policy Research.
  113. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
  114. Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers 5994, Centre for Economic Policy Research.
  115. 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, Centre for Economic Policy Research.
  116. 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, Centre for Economic Policy Research.
  117. Kilian, Lutz, 2005. "The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries," CEPR Discussion Papers 5404, Centre for Economic Policy Research.
  118. Barsky, Robert & Kilian, Lutz, 2004. "Oil and the Macroeconomy Since the 1970s," CEPR Discussion Papers 4496, Centre for Economic Policy Research.
  119. Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, Centre for Economic Policy Research.
  120. Silvia Gonçalves & Lutz Kilian, 2003. "Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity," CIRANO Working Papers 2003s-28, CIRANO.
  121. Kilian, Lutz & Manganelli, Simone, 2003. "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers 3918, Centre for Economic Policy Research.
  122. Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
  123. Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, Centre for Economic Policy Research.
  124. Kilian, Lutz & Inoue, Atsushi, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, Centre for Economic Policy Research.
  125. Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, Centre for Economic Policy Research.
  126. Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, Centre for Economic Policy Research.
  127. 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.
  128. 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, Centre for Economic Policy Research.
  129. Barsky, Robert & Kilian, Lutz, 2000. "A Monetary Explanation Of The Great Stagflation Of The 1970s," CEPR Discussion Papers 2389, Centre for Economic Policy Research.
  130. Atsushi Inoue & Lutz Kilian, 2000. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.
  131. Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, Centre for Economic Policy Research.
  132. 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-.
  133. 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.
  134. 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.).
  135. 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.
  136. Kilian, Lutz & Zha, Tao, 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers 2334, Centre for Economic Policy Research.
  137. 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.
  138. 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.
  139. Kilian, L., 1998. "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers 98-04, Michigan - Center for Research on Economic & Social Theory.
  140. 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.
  141. 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.
  142. Mehmet Caner & Lutz Kilian, 1998. "A Direct test of the Emerging Consensus about Long-Run PPP," Working Papers 9823, Department of Economics, Bilkent University.
  143. 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.
  144. Kilian, L. & Demiroglu, U., 1997. "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers 97-14, Michigan - Center for Research on Economic & Social Theory.
  145. 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. Atsushi Inoue & Lutz Kilian, 2026. "The Conventional Impulse Response Prior in VAR Models With Sign Restrictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 41(3), pages 310-322, April.
  2. Atsushi Inoue & Lutz Kilian, 2026. "When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?," Journal of Political Economy, University of Chicago Press, vol. 134(2), pages 773-794.
  3. Lutz Kilian & David Rapson & Burkhard Schipper, 2026. "The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices," The Energy Journal, , vol. 47(3), pages 1-39, May.
  4. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 395-410, June.
  5. Kilian, Lutz, 2025. "Impulse response diagnostics for priors on parameters in structural vector autoregressions," Economics Letters, Elsevier, vol. 253(C).
  6. 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).
  7. Kilian, Lutz, 2024. "How to construct monthly VAR proxies based on daily surprises in futures markets," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  8. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024. "State-dependent local projections," Journal of Econometrics, Elsevier, vol. 244(2).
  9. 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.
  10. Kilian, Lutz & Zhou, Xiaoqing, 2023. "A broader perspective on the inflationary effects of energy price shocks," Energy Economics, Elsevier, vol. 125(C).
  11. 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.
  12. 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).
  13. Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
  14. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  15. Kilian, Lutz & Zhou, Xiaoqing, 2022. "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 126(C).
  16. 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.
  17. Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Inoue, Atsushi & Kilian, Lutz, 2020. "The uniform validity of impulse response inference in autoregressions," Journal of Econometrics, Elsevier, vol. 215(2), pages 450-472.
  23. Kilian, Lutz, 2019. "Measuring global real economic activity: Do recent critiques hold up to scrutiny?," Economics Letters, Elsevier, vol. 178(C), pages 106-110.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Lutz Kilian, 2017. "The Impact of the Fracking Boom on Arab Oil Producers," The Energy Journal, , vol. 38(6), pages 137-160, November.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. Lutz Kilian, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 13-17, January.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. Lutz Kilian, 2014. "Oil Price Shocks: Causes and Consequences," Annual Review of Resource Economics, Annual Reviews, vol. 6(1), pages 133-154, October.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. Bassam Fattouh & Lutz Kilian & Lavan Mahadeva, 2013. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, , vol. 34(3), pages 7-33, July.
  54. Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
  55. 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.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. 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.
  62. 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.
  63. 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.
  64. 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.
  65. 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.
  66. 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, , vol. 31(2), pages 87-112, April.
  67. 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.
  68. 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.
  69. 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.
  70. Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2009. "Oil shocks and external balances," Journal of International Economics, Elsevier, vol. 77(2), pages 181-194, April.
  71. 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.
  72. 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.
  73. Lutz Kilian, 2008. "The Economic Effects of Energy Price Shocks," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.
  74. 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.
  75. 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.
  76. 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.
  77. 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.
  78. Kilian, Lutz, 2007. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 156-159, April.
  79. 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.
  80. 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.
  81. 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.
  82. Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. 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.
  88. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
  89. 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.
  90. 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.
  91. 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.
  92. 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.
  93. Atsushi Inoue & Lutz Kilian, 2002. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometrica, Econometric Society, vol. 70(1), pages 377-391, January.
  94. 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.
  95. 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.
  96. 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.
  97. 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.
  98. 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.
  99. 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.
  100. Jeremy Berkowitz & Lutz Kilian, 2000. "Recent developments in bootstrapping time series," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
  101. 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.
  102. 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.
  103. 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.
  104. 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.
  105. 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.
  106. Lutz Kilian, 1998. "Confidence intervals for impulse responses under departures from normality," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 1-29.
  107. 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.
  108. 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:aen:journl:ej34-3-01 is not listed on IDEAS
    RePEc:aen:journl:2010v31-02-a04 is not listed on IDEAS
    RePEc:aen:journl:ej38-6-kilian 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, August.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 191 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 (131) 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 2026-04-13 2026-05-18 2026-05-18 2026-05-18 2026-05-18 2026-05-18. Author is listed
  2. NEP-MAC: Macroeconomics (53) 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 (40) 1999-02-15 1999-07-12 2003-03-14 2003-04-27 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 2025-01-13 2025-04-14 2025-06-16 2026-03-16. Author is listed
  4. NEP-ECM: Econometrics (38) 1999-02-22 1999-07-12 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 2025-01-13 2025-04-14 2025-06-16 2026-03-16. 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 (22) 2000-02-21 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 2026-04-13 2026-05-18 2026-05-18 2026-05-18. 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 (12) 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 (11) 2007-05-26 2007-09-02 2017-10-29 2018-01-08 2018-01-29 2019-02-25 2021-03-15 2021-07-12 2021-07-19 2021-12-13 2024-04-22. Author is listed
  11. NEP-HIS: Business, Economic and Financial History (10) 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 2026-05-18. Author is listed
  12. NEP-RMG: Risk Management (9) 2003-03-14 2003-04-27 2003-07-13 2003-10-20 2007-03-17 2014-11-28 2021-03-15 2024-06-24 2026-05-18. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (8) 2014-10-03 2014-12-24 2018-12-03 2019-02-18 2019-02-25 2019-09-23 2021-01-04 2026-05-18. Author is listed
  14. NEP-DGE: Dynamic General Equilibrium (7) 2009-08-22 2009-11-27 2015-01-03 2015-02-11 2016-02-29 2016-07-02 2026-04-13. Author is listed
  15. NEP-AGR: Agricultural Economics (6) 2013-11-22 2014-01-10 2014-06-02 2017-10-29 2018-01-08 2018-01-29. Author is listed
  16. 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
  17. 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
  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-ARA: MENA - Middle East and North Africa (4) 2016-02-29 2017-06-18 2021-06-28 2026-05-18
  20. NEP-CIS: Confederation of Independent States (3) 2023-02-20 2023-05-08 2024-04-22
  21. NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-16 2003-07-13
  22. NEP-ENV: Environmental Economics (3) 2009-01-31 2009-02-28 2017-09-10
  23. NEP-FMK: Financial Markets (3) 2006-06-24 2007-03-17 2007-11-10
  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-GEO: Economic Geography (1) 2019-11-11
  32. NEP-IFN: International Finance (1) 2026-05-18
  33. NEP-MFD: Microfinance (1) 2015-03-05
  34. NEP-MIC: Microeconomics (1) 2008-06-07
  35. NEP-MIN: Mining (1) 2026-05-18
  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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