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subject:"Forecasting model"
subject:"Stock market"
~person:"Kilian, Lutz"
~subject:"USA"
~subject:"United States"
~subject:"Ölmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
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Estimation
16
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16
Oil price
8
Ölpreis
8
Theorie
6
Theory
6
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5
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3
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Aufsatz in Zeitschrift
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35
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35
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35
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12
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Kilian, Lutz
Gupta, Rangan
115
Gil-Alaña, Luis A.
44
Wohar, Mark E.
42
Zaremba, Adam
41
Caporale, Guglielmo Maria
36
Ma, Feng
33
Pierdzioch, Christian
32
Bahmani-Oskooee, Mohsen
31
McMillan, David G.
30
Balcilar, Mehmet
29
Narayan, Paresh Kumar
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
Zhang, Yaojie
24
Bouri, Elie
20
Salisu, Afees A.
20
Xuan Vinh Vo
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Apergēs, Nikolaos
17
Bali, Turan G.
17
Hammoudeh, Shawkat
17
Sehgal, Sanjay
17
Yoon, Seong-min
17
Brooks, Robert
16
Demirer, Rıza
16
Jawadi, Fredj
16
Marcellino, Massimiliano
16
McAleer, Michael
16
Nonejad, Nima
16
Payne, James E.
16
Shahzad, Syed Jawad Hussain
16
Chiang, Thomas C.
15
Hsing, Yu
15
Kang, Sang Hoon
15
Kumar, Dilip
15
Mensi, Walid
15
Heckman, James J.
14
Wei, Yu
14
Yin, Libo
14
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Journal of money, credit and banking : JMCB
3
Energy economics
2
The review of economics and statistics
2
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
12
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1
Understanding the estimation of oil demand and oil supply elasticities
Kilian, Lutz
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202405
Saved in:
2
Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane
;
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 562-580
Persistent link: https://www.econbiz.de/10011916657
Saved in:
3
The role of oil price shocks in causing U.S. recessions
Kilian, Lutz
;
Vigfusson, Robert J.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
8
,
pp. 1747-1776
Persistent link: https://www.econbiz.de/10011946674
Saved in:
4
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
5
Are there gains from pooling real-time oil price forecasts?
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
- In:
Energy economics
46
(
2014
),
pp. 33-43
Persistent link: https://www.econbiz.de/10011299353
Saved in:
6
Do actions speak louder than words? : household expectations of inflation based on micro consumption data
Inoue, Atsushi
;
Kilian, Lutz
;
Kiraz, Fatma Burcu
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
7
,
pp. 1331-1363
Persistent link: https://www.econbiz.de/10003887149
Saved in:
7
Exogenous oil supply shocks : how big are they and how much do they matter for the U. S. economy?
Kilian, Lutz
- In:
The review of economics and statistics
90
(
2008
)
2
,
pp. 216-240
Persistent link: https://www.econbiz.de/10003699428
Saved in:
8
How useful is bagging in forecasting economic time series? : a case study of U. S. consumer price inflation
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
482
,
pp. 511-522
Persistent link: https://www.econbiz.de/10003751789
Saved in:
9
Quantifying the risk of deflation
Kilian, Lutz
;
Manganelli, Simone
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003469718
Saved in:
10
Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models
Inoue, Atsushi
;
Kilian, Lutz
- In:
International economic review
43
(
2002
)
2
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001680467
Saved in:
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