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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate

Caner, Mehmet - 2000

Persistent link: https://www.econbiz.de/10013423063

How useful is bagging in forecasting economic time series? : A case study of US CPI inflation

Inoue, Atsushi; Kilian, Lutz - 2005

Persistent link: https://www.econbiz.de/10003187611

Do actions speaks louder than words? : Household expectations of inflation based on micro consumption data

Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - 2006

Persistent link: https://www.econbiz.de/10003366974

The role of the prior in estimating VAR models with sign restrictions

Inoue, Atsushi; Kilian, Lutz - 2021 - This version: December 9, 2020

and that alternative estimation methods are not required in typical applications. Finally, we demonstrate that the …

Persistent link: https://www.econbiz.de/10012661969

Facts and fiction in oil market modeling

Kilian, Lutz - 2021

A series of recent articles has called into question the validity of VAR models of the global market for crude oil. These studies seek to replace existing oil market models by structural VAR models of their own based on different data, different identifying assumptions, and a different...

Persistent link: https://www.econbiz.de/10012665499