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Last month |
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A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
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1 |
20 |
0 |
0 |
2 |
23 |
A Broader Perspective on the Inflationary Effects of Energy Price Shocks |
0 |
0 |
2 |
3 |
0 |
2 |
7 |
8 |
A Direct test of the Emerging Consensus about Long-Run PPP |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
548 |
A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil |
0 |
0 |
1 |
28 |
0 |
1 |
3 |
118 |
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
0 |
1 |
2 |
38 |
0 |
1 |
6 |
98 |
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil |
1 |
2 |
4 |
56 |
1 |
3 |
9 |
172 |
A Monetary Explanation Of The Great Stagflation Of The 1970s |
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0 |
2 |
235 |
2 |
2 |
6 |
1,075 |
A Monetary Explanation of the Great Stagflation of the 1970s |
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0 |
2 |
866 |
1 |
3 |
11 |
5,518 |
A Monetary Explanation of the Great Stagflation of the 1970s |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
595 |
A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions |
0 |
2 |
9 |
1,539 |
2 |
6 |
26 |
3,535 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
30 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
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0 |
0 |
2 |
0 |
0 |
2 |
20 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
30 |
A broader perspective on the inflationary effects of energy price shocks |
0 |
1 |
3 |
16 |
1 |
4 |
8 |
16 |
A general approach to recovering market expectations from futures prices with an application to crude oil |
0 |
0 |
0 |
95 |
0 |
1 |
2 |
233 |
A quantitative model of the oil tanker market in the Arabian Gulf |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
22 |
Analyzing Unit Root Tests in Finite Samples Using Power Profiles |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
481 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
1 |
1 |
1 |
23 |
1 |
2 |
2 |
136 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
1 |
1 |
46 |
0 |
2 |
4 |
169 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
47 |
2 |
2 |
2 |
142 |
Anticipation, tax avoidance, and the price elasticity of gasoline demand |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
153 |
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
114 |
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis |
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0 |
0 |
62 |
0 |
1 |
3 |
207 |
Are There Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
1 |
45 |
0 |
1 |
2 |
135 |
Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
153 |
Are there Gains from Pooling Real-Time Oil Price Forecasts? |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
85 |
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
389 |
Bagging Time Series Models |
0 |
1 |
3 |
223 |
0 |
2 |
12 |
658 |
Bagging Time Series Models |
0 |
1 |
2 |
227 |
0 |
2 |
8 |
848 |
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
303 |
0 |
1 |
4 |
1,166 |
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
320 |
0 |
0 |
7 |
1,245 |
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
1 |
140 |
0 |
0 |
2 |
424 |
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
0 |
0 |
0 |
96 |
0 |
0 |
3 |
318 |
Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
1 |
252 |
0 |
0 |
1 |
561 |
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
0 |
1 |
223 |
0 |
1 |
3 |
702 |
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
19 |
Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
13 |
Container Trade and the U.S. Recovery |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
28 |
Container Trade and the U.S. Recovery |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
34 |
Container Trade and the U.S. Recovery |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
23 |
Container trade and the U.S. recovery |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
19 |
Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
866 |
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? |
2 |
2 |
7 |
302 |
2 |
2 |
13 |
823 |
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
47 |
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
53 |
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
41 |
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
58 |
Did the renewable fuel standard shift market expectations of the price of ethanol? |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
35 |
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
347 |
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
1 |
4 |
85 |
1 |
3 |
11 |
303 |
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
109 |
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work |
0 |
0 |
2 |
66 |
0 |
0 |
3 |
210 |
Do Local Projections Solve the Bias Problem in Impulse Response Inference? |
0 |
0 |
5 |
212 |
0 |
1 |
12 |
652 |
Do Oil Price Increases Cause Higher Food Prices? |
1 |
1 |
2 |
86 |
1 |
1 |
8 |
179 |
Do Oil Price Increases Cause Higher Food Prices? |
0 |
0 |
1 |
48 |
0 |
0 |
3 |
153 |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
0 |
121 |
0 |
1 |
3 |
237 |
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative |
0 |
0 |
0 |
941 |
0 |
1 |
12 |
2,629 |
Do actions speak louder than words? Household expectations of inflation based on micro consumption data |
0 |
0 |
1 |
118 |
0 |
1 |
3 |
645 |
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
1 |
2 |
267 |
0 |
2 |
5 |
755 |
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
250 |
Do oil price increases cause higher food prices? |
0 |
0 |
1 |
141 |
1 |
1 |
5 |
280 |
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
0 |
2 |
179 |
0 |
1 |
3 |
603 |
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
41 |
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
90 |
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
52 |
Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices? |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
29 |
Does the Fed Respond to Oil Price Shocks? |
0 |
0 |
4 |
172 |
0 |
1 |
11 |
550 |
Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
Estimating Macroeconomic News and Surprise Shocks |
0 |
0 |
1 |
38 |
0 |
0 |
6 |
22 |
Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
1 |
2 |
119 |
0 |
2 |
7 |
447 |
Estimating the Effect of a Gasoline Tax on Carbon Emissions |
0 |
1 |
2 |
180 |
2 |
4 |
18 |
515 |
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
214 |
Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? |
0 |
2 |
6 |
664 |
1 |
4 |
17 |
1,718 |
Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
107 |
Facts and Fiction in Oil Market Modeling |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
59 |
Facts and Fiction in Oil Market Modeling |
0 |
1 |
1 |
30 |
0 |
1 |
3 |
69 |
Facts and fiction in oil market modeling |
0 |
0 |
2 |
73 |
0 |
1 |
6 |
36 |
Forecasting the Price of Oil |
0 |
2 |
8 |
255 |
3 |
8 |
17 |
553 |
Forecasting the Price of Oil |
0 |
0 |
3 |
350 |
2 |
10 |
20 |
743 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
2 |
74 |
0 |
0 |
7 |
170 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
0 |
163 |
0 |
0 |
7 |
344 |
Forecasting the price of oil |
0 |
0 |
2 |
288 |
0 |
2 |
15 |
687 |
Forecasting the real price of oil in a changing world: A forecast combination approach |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
348 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
0 |
0 |
209 |
0 |
2 |
4 |
296 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
2 |
3 |
4 |
105 |
6 |
11 |
21 |
353 |
Forty years of oil price fluctuations: Why the price of oil may still surprise us |
0 |
0 |
1 |
114 |
0 |
4 |
7 |
170 |
Frequentist Inference in Weakly Identified DSGE Models |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
128 |
Frequentist inference in weakly identified DSGE models |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
229 |
Geopolitical Oil Price Risk and Economic Fluctuations |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
Geopolitical Oil Price Risk and Economic Fluctuations |
0 |
2 |
6 |
6 |
4 |
10 |
21 |
21 |
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline |
0 |
1 |
2 |
2 |
1 |
3 |
8 |
10 |
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
0 |
2 |
3 |
18 |
0 |
2 |
7 |
19 |
Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
27 |
0 |
0 |
4 |
27 |
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
0 |
0 |
0 |
26 |
0 |
2 |
9 |
25 |
How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
635 |
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation |
0 |
2 |
5 |
356 |
0 |
2 |
14 |
1,115 |
How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
80 |
How the Tight Oil Boom Has Changed Oil and Gasoline Markets |
0 |
0 |
1 |
161 |
0 |
0 |
7 |
379 |
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises |
0 |
0 |
3 |
22 |
0 |
2 |
11 |
19 |
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors |
0 |
0 |
1 |
43 |
0 |
0 |
8 |
86 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
59 |
0 |
0 |
10 |
94 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
67 |
Impulse Response Matching Estimators for DSGE Models |
0 |
0 |
1 |
45 |
0 |
0 |
4 |
155 |
Impulse response matching estimators for DSGE models |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
64 |
Impulse response matching estimators for DSGE models |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
167 |
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
2 |
2 |
1,143 |
0 |
2 |
5 |
6,792 |
In-sample or out-of-sample tests of predictability: which one should we use? |
0 |
0 |
0 |
1,156 |
1 |
3 |
7 |
3,865 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
162 |
0 |
1 |
3 |
376 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
1 |
1 |
45 |
0 |
5 |
7 |
132 |
Inference on Impulse Response Functions in Structural VAR Models |
0 |
0 |
1 |
251 |
0 |
0 |
3 |
481 |
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
107 |
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
176 |
Inside the crystal ball: New approaches to predicting the gasoline price at the pump |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
158 |
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
86 |
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
104 |
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
66 |
Is there a trend break in U.S. GNP? A macroeconomic perspective |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
1,450 |
Joint Bayesian Inference about Impulse Responses in VAR Models |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
74 |
Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
22 |
Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
80 |
0 |
1 |
2 |
150 |
Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
99 |
Joint Confidence Sets for Structural Impulse Responses |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
56 |
Jointly Estimating Macroeconomic News and Surprise Shocks |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
6 |
Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
0 |
0 |
77 |
1 |
2 |
6 |
152 |
Lower Oil Prices and the U.S. Economy: Is this Time Different? |
0 |
1 |
4 |
95 |
0 |
5 |
15 |
227 |
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
9 |
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
1 |
1 |
2 |
4 |
2 |
2 |
5 |
13 |
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings |
0 |
0 |
1 |
90 |
0 |
1 |
6 |
28 |
Macroeconomic responses to uncertainty shocks: The perils of recursive orderings |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
3 |
28 |
0 |
0 |
9 |
128 |
Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? |
0 |
0 |
0 |
55 |
1 |
1 |
7 |
308 |
Measuring Predictability: Theory And Macroeconomic Applications |
0 |
0 |
0 |
126 |
1 |
1 |
3 |
566 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
377 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
630 |
Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
0 |
0 |
0 |
1,174 |
Measuring predictability: theory and macroeconomic applications |
0 |
0 |
0 |
166 |
0 |
0 |
3 |
737 |
Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
4 |
57 |
0 |
1 |
8 |
154 |
Modeling Fluctuations in the Global Demand for Commodities |
0 |
0 |
3 |
59 |
0 |
1 |
6 |
126 |
Monetary policy responses to oil price fluctuations |
0 |
1 |
1 |
347 |
1 |
3 |
6 |
744 |
Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
340 |
Nonlinearities in the oil price-output relationship |
0 |
0 |
0 |
204 |
0 |
1 |
4 |
404 |
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
3 |
6 |
16 |
1,011 |
4 |
16 |
66 |
2,719 |
Oil Price Shocks and Inflation |
2 |
3 |
3 |
3 |
2 |
3 |
3 |
3 |
Oil Price Shocks and Inflation |
0 |
1 |
10 |
29 |
2 |
7 |
20 |
44 |
Oil Price Shocks, Monetary Policy and Stagflation |
0 |
1 |
2 |
334 |
1 |
2 |
11 |
1,143 |
Oil Price Shocks: Causes and Consequences |
1 |
1 |
2 |
573 |
2 |
7 |
21 |
1,358 |
Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
0 |
215 |
0 |
0 |
1 |
1,808 |
Oil Prices, Exchange Rates and Interest Rates |
0 |
0 |
2 |
205 |
2 |
7 |
20 |
898 |
Oil Prices, Exchange Rates and Interest Rates |
1 |
1 |
2 |
28 |
1 |
1 |
4 |
86 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
34 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
0 |
13 |
1 |
2 |
5 |
40 |
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts |
0 |
0 |
2 |
29 |
0 |
0 |
7 |
82 |
Oil Shocks and External Balances |
0 |
0 |
0 |
214 |
0 |
0 |
1 |
660 |
Oil Shocks and External Balances |
0 |
0 |
0 |
226 |
0 |
1 |
3 |
634 |
Oil and the Macroeconomy Since the 1970s |
0 |
0 |
0 |
458 |
0 |
0 |
5 |
1,046 |
Oil and the Macroeconomy Since the 1970s |
0 |
0 |
2 |
932 |
1 |
1 |
9 |
2,145 |
Oil price volatility: Origins and effects |
1 |
2 |
15 |
223 |
1 |
2 |
41 |
724 |
Oil prices, exchange rates and interest rates |
0 |
1 |
2 |
28 |
1 |
4 |
8 |
48 |
Oil prices, exchange rates, and interest rates |
0 |
1 |
1 |
53 |
0 |
1 |
4 |
139 |
Oil prices, gasoline prices and inflation expectations: A new model and new facts |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
32 |
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
701 |
On the Selection of Forecasting Models |
0 |
0 |
1 |
334 |
0 |
0 |
2 |
1,278 |
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
762 |
On the selection of forecasting models |
1 |
1 |
1 |
695 |
1 |
1 |
4 |
1,672 |
Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
2,394 |
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
1 |
231 |
0 |
1 |
2 |
493 |
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
187 |
Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
0 |
209 |
0 |
0 |
3 |
473 |
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
124 |
1 |
1 |
1 |
608 |
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
852 |
Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
385 |
Quantifying the Risk of Deflation |
0 |
1 |
2 |
29 |
0 |
2 |
5 |
103 |
Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories |
1 |
1 |
1 |
166 |
2 |
3 |
5 |
428 |
Quantifying the half-life of deviations from PPP: The role of economic priors |
0 |
0 |
0 |
278 |
0 |
0 |
2 |
986 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
0 |
0 |
4 |
129 |
1 |
1 |
8 |
275 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
1 |
1 |
1 |
104 |
1 |
1 |
2 |
304 |
Real-Time Forecasts of the Real Price of Oil |
2 |
3 |
13 |
171 |
3 |
11 |
37 |
437 |
Real-Time Forecasts of the Real Price of Oil |
0 |
1 |
2 |
122 |
0 |
2 |
7 |
252 |
Recent Developments in Bootstrapping Time Series |
0 |
0 |
3 |
19 |
0 |
0 |
6 |
54 |
Recent developments in bootstrapping time series |
1 |
1 |
2 |
1,465 |
1 |
1 |
5 |
3,241 |
Residual-Based Bootstrap Tests for Normality in Autoregressions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,265 |
Retail Energy Prices and Consumer Expenditures |
0 |
1 |
2 |
347 |
0 |
1 |
16 |
1,085 |
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate |
0 |
0 |
0 |
87 |
1 |
1 |
4 |
519 |
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
957 |
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
833 |
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
173 |
State-Dependent Local Projections |
0 |
0 |
5 |
85 |
0 |
2 |
13 |
34 |
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment |
0 |
0 |
0 |
53 |
1 |
3 |
9 |
200 |
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
123 |
Structural Vector Autoregressions |
2 |
8 |
32 |
940 |
4 |
13 |
66 |
1,757 |
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
1 |
91 |
1 |
3 |
4 |
553 |
The Allocative Cost of Price Ceilings: Lessons to be Learned from the US Residential Market for Natural Gas |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
599 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
1 |
123 |
1 |
3 |
5 |
398 |
The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks |
0 |
0 |
1 |
115 |
0 |
0 |
1 |
474 |
The Econometrics of Oil Market VAR Models |
0 |
1 |
7 |
36 |
0 |
3 |
13 |
68 |
The Econometrics of Oil Market VAR Models |
0 |
2 |
4 |
89 |
0 |
2 |
9 |
122 |
The Econometrics of Oil Market VAR Models |
1 |
3 |
6 |
58 |
3 |
7 |
14 |
208 |
The Economic Effects of Energy Price Shocks |
2 |
3 |
16 |
816 |
3 |
6 |
47 |
2,222 |
The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries |
0 |
0 |
4 |
566 |
0 |
0 |
8 |
1,680 |
The Impact of Oil Price Shocks on the U.S. Stock Market |
1 |
5 |
14 |
1,449 |
7 |
19 |
48 |
4,222 |
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
26 |
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
2 |
13 |
0 |
1 |
5 |
30 |
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 |
0 |
0 |
1 |
27 |
0 |
0 |
2 |
68 |
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
0 |
1 |
18 |
18 |
0 |
3 |
18 |
18 |
The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
128 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
156 |
The Impact of the Fracking Boom on Arab Oil Producers |
1 |
1 |
1 |
85 |
1 |
2 |
7 |
103 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
1 |
1 |
2 |
76 |
3 |
4 |
9 |
173 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
1 |
1 |
3 |
119 |
4 |
11 |
29 |
401 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
103 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
50 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
40 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
59 |
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Ener |
0 |
0 |
0 |
198 |
0 |
0 |
0 |
539 |
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil |
1 |
3 |
13 |
546 |
3 |
13 |
43 |
1,664 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
96 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
1 |
2 |
104 |
0 |
1 |
4 |
236 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
1 |
38 |
0 |
1 |
2 |
119 |
The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
1 |
375 |
0 |
3 |
10 |
1,011 |
The Role of the Prior in Estimating VAR Models with Sign Restrictions |
1 |
1 |
1 |
63 |
1 |
1 |
4 |
92 |
The Role of the Prior in Estimating VAR Models with Sign Restrictions |
1 |
2 |
3 |
7 |
1 |
3 |
6 |
36 |
The Uniform Validity of Impulse Response Inference in Autoregressions |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
23 |
The central bank as a risk manager: quantifying and forecasting inflation risks |
1 |
1 |
1 |
244 |
1 |
2 |
4 |
718 |
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23 |
0 |
0 |
1 |
18 |
0 |
3 |
4 |
32 |
The impact of the shale oil revolution on U.S. oil and gasoline prices |
1 |
2 |
2 |
99 |
1 |
2 |
7 |
206 |
The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
35 |
The role of oil price shocks in causing U.S. recessions |
0 |
0 |
0 |
146 |
0 |
0 |
3 |
335 |
The role of the prior in estimating VAR models with sign restrictions |
1 |
3 |
3 |
20 |
3 |
7 |
11 |
43 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
66 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
62 |
Time Series Analysis |
0 |
0 |
1 |
1,103 |
2 |
4 |
9 |
1,782 |
Time Series Analysis |
0 |
0 |
0 |
142 |
0 |
1 |
2 |
381 |
Understanding the Decline in the Price of Oil since June 2014 |
1 |
1 |
9 |
131 |
4 |
5 |
22 |
317 |
Understanding the Decline in the Price of Oil since June 2014 |
0 |
1 |
3 |
231 |
6 |
10 |
21 |
470 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
2 |
27 |
0 |
0 |
3 |
58 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
38 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities |
0 |
0 |
1 |
61 |
0 |
1 |
6 |
83 |
Understanding the decline in the price of oil since June 2014 |
0 |
1 |
1 |
314 |
0 |
1 |
3 |
551 |
Understanding the estimation of oil demand and oil supply elasticities |
0 |
0 |
1 |
13 |
0 |
1 |
4 |
41 |
Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
409 |
0 |
0 |
2 |
1,449 |
Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
0 |
0 |
3 |
692 |
Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
756 |
What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
2 |
108 |
0 |
0 |
3 |
189 |
What Central Bankers Need to Know about Forecasting Oil Prices |
0 |
0 |
2 |
169 |
0 |
4 |
12 |
408 |
What Do We Learn from the Price of Crude Oil Futures? |
0 |
1 |
3 |
568 |
0 |
3 |
21 |
1,840 |
When Do State-Dependent Local Projections Work? |
0 |
0 |
4 |
71 |
0 |
1 |
11 |
60 |
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? |
0 |
1 |
23 |
23 |
2 |
3 |
60 |
60 |
When do state-dependent local projections work? |
0 |
1 |
2 |
4 |
0 |
2 |
6 |
23 |
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
0 |
3 |
8 |
302 |
1 |
4 |
19 |
851 |
Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
0 |
109 |
0 |
0 |
3 |
375 |
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
2 |
439 |
0 |
1 |
4 |
1,744 |
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
615 |
1 |
1 |
2 |
1,636 |
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
575 |
0 |
8 |
26 |
1,323 |
Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
0 |
724 |
0 |
1 |
5 |
1,711 |
Total Working Papers |
40 |
115 |
458 |
40,545 |
134 |
427 |
1,701 |
131,353 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries |
0 |
2 |
17 |
417 |
0 |
6 |
31 |
971 |
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
2 |
8 |
27 |
1,292 |
7 |
22 |
88 |
3,394 |
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
A broader perspective on the inflationary effects of energy price shocks |
0 |
1 |
8 |
12 |
1 |
5 |
23 |
30 |
ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
55 |
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
14 |
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
2 |
22 |
3 |
4 |
11 |
109 |
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? |
0 |
0 |
6 |
151 |
0 |
3 |
22 |
391 |
Are there gains from pooling real-time oil price forecasts? |
2 |
2 |
8 |
47 |
2 |
3 |
14 |
136 |
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity |
0 |
3 |
7 |
63 |
2 |
5 |
13 |
152 |
Bootstrapping Autoregressive Processes with Possible Unit Roots |
0 |
0 |
0 |
99 |
0 |
0 |
2 |
486 |
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models |
0 |
1 |
1 |
88 |
0 |
1 |
1 |
376 |
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
0 |
2 |
20 |
519 |
0 |
6 |
51 |
1,170 |
Comment |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
61 |
Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
40 |
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
Confidence intervals for impulse responses under departures from normality |
1 |
1 |
6 |
100 |
1 |
2 |
10 |
281 |
Container Trade and the U.S. Recovery |
0 |
0 |
3 |
4 |
1 |
1 |
15 |
25 |
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
0 |
0 |
1 |
79 |
0 |
1 |
4 |
286 |
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? |
0 |
0 |
0 |
0 |
4 |
9 |
25 |
357 |
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
0 |
0 |
79 |
0 |
1 |
5 |
342 |
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data |
0 |
1 |
1 |
8 |
0 |
2 |
4 |
28 |
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
1 |
6 |
273 |
0 |
3 |
18 |
750 |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
1 |
1 |
135 |
0 |
3 |
3 |
360 |
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work |
1 |
2 |
6 |
64 |
1 |
4 |
11 |
277 |
Do oil price increases cause higher food prices? |
0 |
1 |
4 |
112 |
2 |
9 |
24 |
401 |
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices? |
0 |
1 |
2 |
7 |
0 |
1 |
4 |
39 |
Does the Fed Respond to Oil Price Shocks? |
0 |
4 |
17 |
193 |
0 |
9 |
39 |
493 |
Estimating the effect of a gasoline tax on carbon emissions |
0 |
0 |
0 |
0 |
1 |
4 |
15 |
439 |
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? |
0 |
0 |
0 |
514 |
1 |
2 |
4 |
1,151 |
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? |
0 |
7 |
37 |
989 |
5 |
20 |
81 |
2,132 |
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
2 |
3 |
11 |
114 |
2 |
4 |
18 |
484 |
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Facts and fiction in oil market modeling |
0 |
0 |
1 |
14 |
0 |
1 |
6 |
37 |
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses |
1 |
1 |
2 |
293 |
2 |
2 |
4 |
1,019 |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach |
0 |
0 |
3 |
28 |
0 |
0 |
10 |
121 |
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us |
0 |
2 |
4 |
111 |
2 |
5 |
10 |
339 |
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
67 |
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand |
0 |
6 |
9 |
9 |
4 |
21 |
30 |
30 |
How Reliable Are Local Projection Estimators of Impulse Responses? |
2 |
5 |
26 |
272 |
2 |
9 |
55 |
669 |
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation |
0 |
2 |
3 |
108 |
2 |
8 |
12 |
246 |
How accurate are confidence intervals for impulse responses in large VAR models? |
2 |
2 |
3 |
115 |
2 |
3 |
6 |
290 |
How sensitive are consumer expenditures to retail energy prices? |
0 |
4 |
36 |
581 |
1 |
18 |
94 |
1,443 |
Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
450 |
Impulse response analysis for structural dynamic models with nonlinear regressors |
0 |
1 |
12 |
28 |
1 |
3 |
29 |
67 |
Impulse response matching estimators for DSGE models |
0 |
0 |
2 |
35 |
0 |
0 |
6 |
145 |
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? |
0 |
0 |
2 |
442 |
0 |
5 |
17 |
1,422 |
Inference on impulse response functions in structural VAR models |
1 |
1 |
14 |
428 |
2 |
9 |
41 |
1,189 |
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump |
0 |
0 |
4 |
35 |
0 |
1 |
13 |
99 |
Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
130 |
Is the Discretionary Income Effect of Oil Price Shocks a Hoax? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Joint Bayesian inference about impulse responses in VAR models |
0 |
0 |
1 |
7 |
1 |
1 |
8 |
24 |
Joint confidence sets for structural impulse responses |
0 |
1 |
3 |
38 |
0 |
2 |
11 |
160 |
Lower Oil Prices and the U.S. Economy: Is This Time Different? |
0 |
2 |
4 |
41 |
1 |
7 |
14 |
159 |
Measuring global real economic activity: Do recent critiques hold up to scrutiny? |
0 |
0 |
1 |
46 |
0 |
2 |
6 |
151 |
Measuring predictability: theory and macroeconomic applications |
0 |
0 |
2 |
221 |
0 |
0 |
6 |
833 |
Modeling fluctuations in the global demand for commodities |
0 |
2 |
15 |
103 |
0 |
6 |
46 |
374 |
Monetary Policy Responses to Oil Price Fluctuations |
1 |
5 |
10 |
225 |
4 |
12 |
38 |
547 |
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 |
0 |
0 |
2 |
93 |
0 |
0 |
3 |
238 |
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP |
0 |
1 |
4 |
137 |
0 |
4 |
14 |
337 |
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market |
5 |
25 |
66 |
1,769 |
24 |
83 |
220 |
4,815 |
Oil Price Shocks: Causes and Consequences |
1 |
10 |
33 |
292 |
4 |
23 |
90 |
764 |
Oil and the Macroeconomy Since the 1970s |
0 |
6 |
12 |
736 |
3 |
15 |
52 |
2,091 |
Oil prices, exchange rates and interest rates |
0 |
2 |
12 |
36 |
2 |
6 |
42 |
118 |
Oil prices, gasoline prices, and inflation expectations |
0 |
1 |
11 |
32 |
1 |
5 |
28 |
77 |
Oil shocks and external balances |
1 |
1 |
4 |
286 |
3 |
4 |
20 |
864 |
On the selection of forecasting models |
1 |
1 |
7 |
267 |
1 |
1 |
12 |
564 |
Quantifying the Risk of Deflation |
0 |
0 |
0 |
84 |
0 |
4 |
8 |
272 |
Quantifying the Risk of Deflation |
0 |
0 |
3 |
8 |
0 |
0 |
3 |
22 |
Quantifying the speculative component in the real price of oil: The role of global oil inventories |
0 |
0 |
10 |
305 |
3 |
10 |
43 |
856 |
Quantifying the uncertainty about the half-life of deviations from PPP |
0 |
0 |
0 |
188 |
0 |
1 |
4 |
735 |
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios |
2 |
4 |
26 |
171 |
4 |
9 |
53 |
396 |
Real-Time Forecasts of the Real Price of Oil |
0 |
0 |
1 |
127 |
0 |
2 |
7 |
327 |
Recent Evolutions of Oil and Commodity Prices |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
152 |
Recent developments in bootstrapping time series |
0 |
0 |
7 |
237 |
14 |
26 |
65 |
508 |
Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
987 |
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate |
1 |
1 |
5 |
99 |
1 |
4 |
18 |
420 |
Small-Sample Confidence Intervals For Impulse Response Functions |
2 |
5 |
30 |
1,185 |
4 |
15 |
67 |
3,081 |
Special Issue "Energy Challenges in an Uncertain World" Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
156 |
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET |
0 |
0 |
0 |
820 |
9 |
19 |
54 |
2,282 |
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL |
1 |
5 |
17 |
247 |
10 |
21 |
63 |
646 |
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas |
0 |
0 |
1 |
112 |
0 |
0 |
7 |
828 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
15 |
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan |
0 |
0 |
0 |
67 |
0 |
0 |
3 |
248 |
The Economic Effects of Energy Price Shocks |
6 |
13 |
38 |
330 |
11 |
22 |
82 |
1,495 |
The Effects of Real and Monetary Shocks in a Business Cycle Model with Some Sticky Prices |
0 |
1 |
3 |
148 |
0 |
1 |
6 |
466 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
1 |
7 |
119 |
1 |
3 |
22 |
412 |
The Impact of the Fracking Boom on Arab Oil Producers |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices |
1 |
1 |
4 |
70 |
4 |
5 |
16 |
223 |
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada |
0 |
0 |
2 |
6 |
1 |
2 |
9 |
27 |
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks |
0 |
2 |
8 |
224 |
1 |
5 |
20 |
673 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
3 |
56 |
1 |
1 |
15 |
183 |
The Role of Speculation in Oil Markets: What Have We Learned So Far? |
1 |
1 |
1 |
1 |
1 |
2 |
5 |
5 |
The Role of Speculation in Oil Markets: What Have We Learned So Far? |
0 |
0 |
1 |
200 |
2 |
3 |
10 |
587 |
The effects of real and monetary shocks in a business cycle model with some sticky prices |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
474 |
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 |
0 |
5 |
21 |
42 |
9 |
27 |
74 |
144 |
The uniform validity of impulse response inference in autoregressions |
0 |
0 |
3 |
32 |
2 |
2 |
20 |
124 |
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE |
0 |
0 |
1 |
41 |
0 |
0 |
2 |
141 |
Understanding the Decline in the Price of Oil since June 2014 |
2 |
2 |
8 |
131 |
2 |
6 |
28 |
396 |
Understanding the effects of exogenous oil supply shocks |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
22 |
Understanding the estimation of oil demand and oil supply elasticities |
1 |
1 |
3 |
22 |
2 |
2 |
9 |
63 |
Unit-Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
666 |
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
15 |
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS |
2 |
7 |
34 |
377 |
4 |
22 |
87 |
965 |
What do we learn from the price of crude oil futures? |
0 |
2 |
8 |
677 |
1 |
13 |
39 |
1,839 |
Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
1 |
6 |
612 |
1 |
3 |
16 |
1,551 |
Total Journal Articles |
42 |
174 |
757 |
19,144 |
185 |
622 |
2,377 |
57,531 |