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Does the FED respond to oil price shocks?
Kilian, Lutz; Lewis, Logan - 2009
Persistent link: https://www.econbiz.de/10003931301
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Frequentist inference in weakly identified DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009
Persistent link: https://www.econbiz.de/10003887157
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Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - 2007
Persistent link: https://www.econbiz.de/10003473565
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
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What central bankers need to know about forecasting oil prices
Baumeister, Christiane; Kilian, Lutz - 2012
Persistent link: https://www.econbiz.de/10009621902
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Joint confidence sets for structual impulse responses
Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010363307
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Are product sppreads useful for forecasting? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing - 2013
Persistent link: https://www.econbiz.de/10009786272
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Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10009786276
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010416758
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010465634