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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

Inside the crystal ball : new approaches to predicting the gasoline price at the pump

Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015

information. We explore a range of new forecasting approaches for the retail price of gasoline and compare their accuracy with the …

Persistent link: https://www.econbiz.de/10010464683

Pitfalls in estimating asymmetric effects of energy price shocks

Kilian, Lutz; Vigfusson, Robert J. - 2009

Persistent link: https://www.econbiz.de/10003848443

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013

Persistent link: https://www.econbiz.de/10009745648

The role of oil price shocks in causing U.S. recessions

Kilian, Lutz; Vigfusson, Robert J. - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...

Persistent link: https://www.econbiz.de/10010361838