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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper / Federal Reserve Bank of Dallas, Research Department"
~person:"Kilian, Lutz"
~person:"Uhlig, Harald"
~subject:"Wirkungsanalyse"
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Schock
Volatilität
Wirkungsanalyse
Estimation
12
Schätzung
12
Oil price
7
Ölpreis
7
VAR model
6
VAR-Modell
6
Shock
5
Demand
4
Nachfrage
4
Oil market
4
Welt
4
World
4
Ölmarkt
4
Angebot
3
Erdöl
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IV estimation
3
Oil supply elasticity
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Petroleum
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Preiselastizität
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Price elasticity
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Supply
3
Theorie
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Theory
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oil demand elasticity
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oil price
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structural VAR
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Bayesian inference
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Business cycle
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Inflation
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Inflation expectations
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Inflationserwartung
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USA
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United States
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gasoline price
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English
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Kilian, Lutz
Uhlig, Harald
Marcellino, Massimiliano
3
Kapetanios, George
2
Pesaran, M. Hashem
2
Richter, Alexander W.
2
Andersen, Torben
1
Atkinson, Tyler
1
Bailey, Natalia
1
Balke, Nathan S.
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Beck, Günter W.
1
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1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Caglayan, Mustafa
1
Campolieti, Michele
1
Cho, Yunho
1
Chortareas, Georgios E.
1
Clark, Todd E.
1
Cross, Jamie
1
Delle Chiaie, Simona
1
Dijk, Dick van
1
Duca, John V.
1
Eickmeier, Sandra
1
Eisenstat, Eric
1
Ferrara, Laurent
1
Fitzenberger, Bernd
1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Gambetti, Luca
1
Garratt, Anthony
1
Gefang, Deborah
1
Giannone, Domenico
1
Gonçalves, Sílvia
1
Guerrón-Quintana, Pablo A.
1
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Journal of applied econometrics
Working paper / Federal Reserve Bank of Dallas, Research Department
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Center for Economic Research, Tilburg University
3
CESifo working papers
2
FRB of Dallas Working Paper
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CFS working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
FRB Richmond Working Paper
1
German economic review
1
International journal of forecasting
1
Journal of monetary economics
1
SFB 649 discussion paper
1
Staff working paper / Bank of Canada
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The American economic review
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Working papers / University of Michigan, Department of Economics
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ECONIS (ZBW)
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1
State-dependent local projections
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2023
Persistent link: https://www.econbiz.de/10014311197
Saved in:
2
Jointly estimating macroeconomic news and surprise shocks
Kilian, Lutz
;
Plante, Michael D.
;
Richter, Alexander W.
-
2023
Persistent link: https://www.econbiz.de/10014311457
Saved in:
3
How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz
-
2023
Persistent link: https://www.econbiz.de/10014382788
Saved in:
4
The role of inventories and speculative trading in the global market for crude oil
Kilian, Lutz
;
Murphy, Daniel P.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 454-478
Persistent link: https://www.econbiz.de/10010414884
Saved in:
5
What are the effects of fiscal policy shocks?
Mountford, Andrew
;
Uhlig, Harald
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 960-992
Persistent link: https://www.econbiz.de/10003886944
Saved in:
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