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~isPartOf:"SpringerLink / Bücher"
~isPartOf:"The review of economics and statistics"
~person:"Diebold, Francis X."
~person:"Kilian, Lutz"
~source:"olc"
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Diebold, Francis X.
Kilian, Lutz
Rosenthal, Stuart S.
8
Haltiwanger, John
6
Heckman, James
6
Levitt, Steven D.
6
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6
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6
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6
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5
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The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
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1
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
Kilian, Lutz
;
Vega, Clara
- In:
The review of economics and statistics
93
(
2011
)
2
,
pp. 660-672
Persistent link: https://www.econbiz.de/10008996669
Saved in:
2
How Reliable Are Local Projection Estimators of Impulse Responses?
Kilian, Lutz
;
Kim, Yun Jung
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10009340547
Saved in:
3
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/10007995613
Saved in:
4
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10007861554
Saved in:
5
How Relevant is Volatility Forecasting for Financial Risk Management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10006386540
Saved in:
6
SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Multivariate Density Forecast Evaluation and Calibration in Financial Risk Management: High-Frequency...
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10006387538
Saved in:
7
SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Finite-Sample Properties of Percentile and Perrentile-t Bootstrap Confidence Intervals for Impulse Re...
Kilian, Lutz
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10006387539
Saved in:
8
NOTES - Bootstrapping Multivariate Spectra
Berkowitz, Jeremy
;
Diebold, Francis X.
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 664-666
Persistent link: https://www.econbiz.de/10007347359
Saved in:
9
Measuring Business Cycles: A Modern Perspective
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10007314532
Saved in:
10
NOTES - Bootstrapping Multivariate Spectra
Berkowitz, Jeremy
;
Diebold, Francis X.
- In:
The review of economics and statistics
19980
,
pp. 664-666
Persistent link: https://www.econbiz.de/10007374399
Saved in:
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