Lutz Kilian

41 published titles

A monetary explanation of the great stagflation of the 1970s

(Contributor)

1 edition

Measuring predictability : theory and macroeconomic applications

(Contributor)

1 edition

Do actions speak louder than words? : household expectations of inflation based on micro consumption data

(Contributor)

1 edition

The response of business fixed investment to changes in energy prices : a test of some hypotheses about the transmission of energy price shocks

(Contributor)

1 edition

The economic effects of energy price shocks

1 edition

What do we learn from the price of crude oil futures?

(Contributor)

1 edition

Why does gasoline cost so much? : a joint model of the global crude oil market and the U.S. retail gasoline market

1 edition

Do energy prices respond to U.S. macroeconomic news? : a test of the hypothesis of predetermined energy prices

1 edition

Do local projections solve the bias problem in impulse response inference?

1 edition

Did unexpectedly strong economic growth cause the oil price shock of 2003-2008?

1 edition

Pitfalls in estimating asymmetric effects of energy price shocks

1 edition

Estimating the effect of a gasoline tax on carbon emissions

(Contributor)

1 edition

Oil price shocks, monetary policy and stagflation

1 edition

Frequentist inference in weakly identified DSGE models

(Contributor)

1 edition

Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models

1 edition

Does the Fed respond to oil price shocks?

1 edition

The role of inventories and speculative trading in the global market for crude oil

1 edition

Nonlinearities in the oil price-output relationship

1 edition

Forecasting the price of oil

(Contributor)

1 edition

Real-time forecasts of the real price of oil

(Contributor)

1 edition

Inference on impulse response functions in structural VAR models

(Contributor)

1 edition

Structural vector autoregressions

1 edition

Real-time analysis of oil price risks using forecast scenarios

(Contributor)

1 edition

The role of speculation in oil markets : what have we learned so far?

(Contributor)

2 editions

Do oil prices help forecast U.S. real GDP? : the role of nonlinearities and asymmetries

1 edition

What central bankers need to know about forecasting oil prices

(Contributor)

1 edition

Forecasting the real price of oil in a changing world : a forecast combination approach

(Contributor)

1 edition

Are product spreads useful for forecasting? : an empirical evaluation of the Verleger hypothesis

(Contributor)

1 edition

VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims

(Contributor)

1 edition

Do high frequency financial data help forecast oil prices? : the Midas touch

(Contributor)

1 edition

Do oil price increases cause higher food prices?

(Contributor)

1 edition

Oil price shocks : causes and consequences

1 edition

The role of oil price shocks in causing U.S. recessions

1 edition

Are there gains from pooling real-time oil price forecasts?

(Contributor)

1 edition

A general approach to recovering market expectations from futures prices with an application to crude oil

(Contributor)

1 edition

Understanding the decline in the price of oil since June 2014

(Contributor)

1 edition

Monetary policy responses to oil price fluctuations

(Contributor)

1 edition

Quantifying the speculative component in the real price of oil : the role of global oil inventories

1 edition

Joint confidence sets for structural impulse responses

(Contributor)

1 edition

Anticipation, tax avoidance, and the price elasticity of gasoline demand

(Contributor)

1 edition

The impact of the fracking boom on Arab oil producers

1 edition