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Access Statistics for Lutz Kilian

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Broader Perspective on the Inflationary Effects of Energy Price Shocks 0 0 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 0 0 2 235 2 2 6 1,075
A Monetary Explanation of the Great Stagflation of the 1970s 0 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 0 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 0 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


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Vector Autoregressive Analysis 0 0 0 0 17 46 201 1,387
Structural Vector Autoregressive Analysis 0 0 0 0 15 40 144 707
Total Books 0 0 0 0 32 86 345 2,094


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative 0 1 8 334 4 13 48 1,085
Forecasting the Price of Oil 2 8 41 388 6 24 117 1,106
Oil Price Shocks, Monetary Policy and Stagflation 1 2 6 322 6 9 29 971
Structural vector autoregressions 1 4 21 279 3 12 42 553
The Econometrics of Oil Market VAR Models 1 7 17 26 2 14 39 62
Total Chapters 5 22 93 1,349 21 72 275 3,777


Statistics updated 2024-12-04