Lutz Kilian
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Lutz Kilianeconomics Degrees
Economics
#2387
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#2729
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Energy Economics
#8
World Rank
#8
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Macroeconomics
#177
World Rank
#187
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Economics
Lutz Kilian's Degrees
- PhD Economics University of Pennsylvania
- Masters Economics University of Pennsylvania
- Bachelors Economics University of Bonn
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(Suggest an Edit or Addition)Lutz Kilian's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2006) (3364)
- The Impact of Oil Price Shocks on the U.S. Stock Market (2007) (1322)
- The Role of Inventories and Speculative Trading in the Global Market for Crude Oil (2010) (1087)
- The Economic Effects of Energy Price Shocks (2007) (1073)
- Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? (2001) (921)
- Small-sample Confidence Intervals for Impulse Response Functions (1998) (909)
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2005) (874)
- Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001) (683)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2002) (679)
- What Do We Learn from the Price of Crude Oil Futures? (2007) (637)
- Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (2002) (569)
- Structural Vector Autoregressive Analysis (2017) (537)
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases (2011) (503)
- How sensitive are consumer expenditures to retail energy prices (2009) (462)
- Why Agnostic Sign Restrictions are not Enough: Understanding the Dynamics of Oil Market VAR Models (2009) (450)
- Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? (1999) (446)
- Forecasting the Price of Oil (2010) (430)
- The Role of Speculation in Oil Markets: What Have We Learned so Far? (2012) (428)
- Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? (2009) (378)
- A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008) (366)
- Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016) (364)
- Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (2008) (363)
- Recent developments in bootstrapping time series (1996) (344)
- Oil Shocks and External Balances (2007) (329)
- Does the Fed Respond to Oil Price Shocks? (2009) (311)
- A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (2005) (309)
- Real-Time Forecasts of the Real Price of Oil (2011) (262)
- NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (2010) (260)
- Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories (2013) (258)
- Oil Price Shocks: Causes and Consequences (2014) (241)
- Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate (2001) (232)
- Estimating the Effect of a Gasoline Tax on Carbon Emissions (2009) (222)
- On the Selection of Forecasting Models (2003) (210)
- The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (2014) (209)
- Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (2013) (204)
- Inference on Impulse Response Functions in Structural VAR Models (2011) (200)
- Do Oil Price Increases Cause Higher Food Prices? (2013) (192)
- Unit-Root Tests Are Useful for Selecting Forecasting Models (1999) (184)
- The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks (2007) (172)
- Monetary Policy Responses to Oil Price Fluctuations (2012) (171)
- NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005 (2006) (169)
- Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market (2010) (164)
- Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (2012) (160)
- IMPULSE RESPONSE ANALYSIS IN VECTOR AUTOREGRESSIONS WITH UNKNOWN LAG ORDER (2001) (155)
- Modeling Fluctuations in the Global Demand for Commodities (2017) (153)
- How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (2008) (146)
- Lower Oil Prices and the U.S. Economy: Is This Time Different? (2017) (139)
- Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (2015) (136)
- What Central Bankers Need to Know About Forecasting Oil Prices (2012) (133)
- Measuring Predictability: Theory and Macroeconomic Applications (1997) (131)
- The Role of Oil Price Shocks in Causing U.S. Recessions (2014) (114)
- Do High-Frequency Financial Data Help Forecast Oil Prices? The Midas Touch at Work (2013) (114)
- The Central Bank as a Risk Manager: Quantifying and Forecasting Inflation Risks (2003) (108)
- Bootstrapping autoregressive processes with possible unit roots (2000) (107)
- Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses (1999) (104)
- Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? (2019) (103)
- The Impact of the Fracking Boom on Arab Oil Producers (2016) (102)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (2007) (101)
- How Useful is Bagging in Forecasting Economic Time Series? A Case Study of Us CPI Inflation (2005) (101)
- How Reliable Are Local Projection Estimators of Impulse Responses? (2011) (98)
- Quantifying the uncertainty about the half-life of deviations from PPP (2002) (98)
- Structural Vector Autoregressions (2011) (95)
- The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas (2008) (90)
- Confidence intervals for impulse responses under departures from normality (1998) (89)
- Understanding the Decline in the Price of Oil since June 2014 (2015) (86)
- Retail Energy Prices and Consumer Expenditures (2007) (83)
- Oil price volatility: Origins and effects (2010) (81)
- Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (2009) (80)
- Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (2011) (79)
- The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan (2007) (76)
- Oil Price Shocks, Monetary Policy and Stagflation (2009) (71)
- The effects of real and monetary shocks in a business cycle model with some sticky prices (1995) (69)
- Disentangling the Channels of the 2007-2009 Recession April 27 (2012) (68)
- Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm (1998) (68)
- Are There Gains from Pooling Real-Time Oil Price Forecasts? (2014) (66)
- Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(∞) Models (2002) (64)
- Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence (2000) (63)
- A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (2014) (61)
- A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions (2001) (53)
- How accurate are confidence intervals for impulse responses in large VAR models (2000) (48)
- Quantifying the Risk of Deflation (2007) (47)
- ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS (2017) (45)
- The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries (2005) (40)
- Oil Prices, Exchange Rates and Interest Rates (2019) (39)
- Joint Confidence Sets for Structural Impulse Responses (2014) (39)
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models (2013) (37)
- The Effects of Real Gasoline Prices on Automobile Demand : A Structural Analysis Using Micro Data ∗ (2006) (35)
- Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis (2013) (34)
- Frequentist Inference in Weakly Identified DSGE Models (2009) (33)
- A Monetary Explanation of the Great Stagflation of the 1970s (2000) (32)
- Joint Bayesian Inference about Impulse Responses in VAR Models (2020) (30)
- Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data (2006) (30)
- Impulse Response Matching Estimators for DSGE Models (2014) (29)
- Bagging Time Series Models (2004) (29)
- The Econometrics of Oil Market VAR Models (2020) (29)
- Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (2017) (28)
- On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series (1999) (27)
- UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE (2002) (27)
- Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (2015) (26)
- Understanding the Estimation of Oil Demand and Oil Supply Elasticities (2020) (23)
- Facts and Fiction in Oil Market Modeling (2019) (22)
- VAR Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims (2013) (22)
- The Role of the Prior in Estimating VAR Models with Sign Restrictions (2020) (21)
- The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 (2021) (20)
- The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada (2018) (20)
- How the Tight Oil Boom Has Changed Oil and Gasoline Markets (2017) (19)
- Corrigendum to “Inference on impulse response functions in structural VAR models” [J. Econometrics 177 (2013) 1–13] (2019) (19)
- Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? (2019) (18)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (2003) (18)
- Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity (2003) (18)
- Testing for common cycles in non-stationary VARs with varied frequency data (2013) (15)
- The Uniform Validity of Impulse Response Inference in Autoregressions (2019) (15)
- Do Local Projections Solve the Bias Problem in Impulse Response Inference? (2009) (14)
- Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment (2018) (13)
- Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors (1999) (13)
- How Sensitive are Consumer Expenditures to (2009) (11)
- Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? (1997) (10)
- Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (2016) (10)
- Asynchronicity and Learning in Cost Sharing Mechanisms I Am Indebted to Scott Shenker for His Many Helpful Comments and Suggestions. I Thank (1997) (9)
- Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market (2008) (9)
- Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work (1999) (9)
- A Quantitative Model of the Oil Tanker Market in the Arabian Gulf (2020) (8)
- Do Oil Prices Help Forecast U.S. Real GDP? : The Role of Nonlinearities and Asymmetries (2012) (8)
- Comment (2015) (8)
- Is There a Trend Break in U.S. GNP? A Macroeconomic Perspective (1998) (8)
- Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics (1998) (7)
- What Do We Learn from the Price of Oil Futures (2007) (7)
- Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors (2020) (6)
- Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts (2020) (6)
- Oil Prices, Gasoline Prices and Inflation Expectations (2022) (6)
- Residual-Based Bootstrap Tests for Normality in Autoregressions (1997) (6)
- The Allocative Cost of Price Ceilings: Lessons from the U.S. Residential Market for Natural Gas (2007) (5)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (2002) (4)
- Baumeister , Christiane ; Guérin , Pierre ; Kilian , Lutz Working Paper Do high-frequency financial data help forecast oil prices ? (2013) (4)
- Fiscal policy and CO2 emissions of new passenger cars in the EU (2015) (4)
- Gasoline Demand More Responsive to Price Changes than Economists Once Thought (2020) (4)
- When Do State-Dependent Local Projections Work? (2022) (4)
- Inference in Weakly Identified DSGE Models ∗ (2009) (4)
- How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks (1998) (3)
- Recent Oil Price Fluctuations Linked to World Economy (2011) (3)
- Oil Price Shocks , Monetary Policy and (2010) (3)
- Container Trade and the U.S. Recovery (2021) (3)
- We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated (2003) (3)
- Unemployment, Hysteresis and Transition E U R O P E a N C E N T R a L B a N K Contents (3)
- Structural VAR Analysis in a Data-Rich Environment (2017) (2)
- Identification by Heteroskedasticity or Non-Gaussianity (2017) (2)
- Monetary Policy Responses to Oil Price Fluctuations ∗ Martin Bodenstein Luca Guerrieri (2012) (2)
- Unit Root Tests are Useful for Selecting Forecasting Models (1999) (1)
- The Econometrics of Oil Market VAR Models – Research Dept. Working Paper No. 2006 – Dallas Fed (2020) (1)
- Special Issue "Energy Challenges in an Uncertain World" Editorial (2018) (1)
- Identification by Sign Restrictions (2017) (1)
- The Relationship between VAR Models and Other Macroeconometric Models (2017) (1)
- Structural VAR Tools (2017) (1)
- Monetary Policy Responses to Oil Price Fluctuations (2012) (1)
- Identification by Short-Run Restrictions (2017) (1)
- Macroeconomic Response to Uncertainty Shocks: The Perils of Recursive Orderings (2022) (1)
- The Allocative Cost of Price Ceilings: Lessons to Be Learned from the US Residential Market for Natural Gas (2007) (1)
- Recent Evolutions of Oil and Commodity Prices (2015) (1)
- Comment (2007) (1)
- We about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample (2003) (1)
- Analyzing Unit Root Tests in Finite Samples Using Power Profiles (1998) (1)
- Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (Infinity) Models (2002) (1)
- Nonlinear Structural VAR Models (2017) (1)
- 0 Anticipation , Tax Avoidance , and the Price Elasticity of Gasoline Demand February 15 , 2015 (2022) (0)
- Understanding the effects of exogenous oil supply shocks (2006) (0)
- Interviews with the experts on "Financial Speculation in the Oil Market and the Determinants of the Oil Price" (PART II) (2012) (0)
- Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” (2021) (0)
- Identification Based on Extraneous Data (2017) (0)
- How Falling Oil Prices in Early 2020 Weakened the U.S. Economy (2020) (0)
- A Broader Perspective on the Inflationary Effects of Energy Price Shocks (2022) (0)
- A Historical Perspective on Causal Inference in Macroeconometrics (2017) (0)
- Table of Contents: DIW Lecture Series on Oil Markets and the Macro Economy May 29-30, 2012 (2012) (0)
- Real-Time Analysis of Oil Price Risks Using Forecast Scenarios July 13 , 2013 (2013) (0)
- Practical Issues Related to Trends, Seasonality, and Structural Change (2017) (0)
- Working Paper 2018-4 January 2018 Modeling Fluctuations in the Global Demand for Commodities by (2018) (0)
- Title Impulse Response Matching Estimators for DSGE Models (2019) (0)
- Editorial for special issue in honor of Francis X. Diebold (2021) (0)
- Bayesian VAR Analysis (2017) (0)
- Facts and Fiction in Oil Market Modeling – Research Dept. Working Paper No. 1907 – Dallas Fed (2020) (0)
- NBER WORKING PAPER SERIES COMMODITY-PRICE COMOVEMENT AND GLOBAL ECONOMIC ACTIVITY (2014) (0)
- Real-Time Analysis of Oil Price Risks Using Forecast Scenarios December 5 , 2011 (2011) (0)
- Recent Developmentsin BootstrappingTime Series (1996) (0)
- Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (2014) (0)
- Dual Plenary Session: Energy & The Economy (2014) (0)
- 2013 KDI Journal of Economic Policy Conference: Fiscal Sustainability and Innovative Welfare System (2013) (0)
- A Direct test of the Emerging Consensus about Long-Run PPP (1998) (0)
- Inference in Models Identified by Short-Run or Long-Run Restrictions (2017) (0)
- Time Series Analysis (2006) (0)
- Estimation Subject to Short-Run Restrictions (2017) (0)
- Discussion of Beetsma Et Al.'s " the Confidence Channel of Fiscal Consolidation " (2014) (0)
- REDUCED-RANK IDENTIFICATION OF STRUCTURAL SHOCKS (2004) (0)
- Jointly Estimating Macroeconomic News and Surprise Shocks (2023) (0)
- WHAT DO WE LEARN FROM THE PRICE OF CRUDE OIL FUTURES ? 573 (2007) (0)
- Oil Price Shocks, Monetary Policy and Stagflation | Conference – 2009 (2009) (0)
- A New View of the Relationship Between Oil Prices, Gasoline Prices and Inflation Expectations (2020) (0)
- The the Roller - Coaster Ride at the Gas Pump the Roller -Coaster Ride at the Gas Pump the Roller-Coaster Ride at the Gas Pump Roller-Coaster Ride at the Gas Pump (2009) (0)
- de travail du personnel 2018-56 The Propagation of Regional Shocks in Housing Markets : Evidence from Oil Price Shocks in Canada by Lutz Kilian and (2018) (0)
- Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (2001) (0)
- www.econstor.eu Zentrum für Europäische Integrationsforschung Center for European Integration Studies (2009) (0)
- Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand (2023) (0)
- / Document de travail du personnel 2018-6 Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment by Xiaoqing Zhou (2018) (0)
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What Schools Are Affiliated With Lutz Kilian?
Lutz Kilian is affiliated with the following schools:
