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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

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

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Baumeister, Christiane - 2016

Futures markets are a potentially valuable source of information about price expectations. Exploiting this information …

Persistent link: https://www.econbiz.de/10012996209

Quantifying the half-life of deviations from PPP : the role of economic priors

Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10013422953

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

Measuring predictibility : theory and macroeconomic applications

Diebold, Francis X. - 2000

Persistent link: https://www.econbiz.de/10013423062

The central banker as a risk manager : quantifying and forecasting inflation risks

Kilian, Lutz - 2003

Persistent link: https://www.econbiz.de/10013424309

The central banker as a risk manager : estimating the federal reserve's preferences under greenspan

Kilian, Lutz; Manganelli, Simone - 2007

Persistent link: https://www.econbiz.de/10003413774

Lower Oil Prices and the U.S. Economy : Is this Time Different?

Baumeister, Christiane - 2017

We explore the effect on U.S. real GDP growth of the sharp and sustained decline in the global price of crude oil and hence in the U.S. price of gasoline after June 2014. Our analysis suggests that this decline produced a cumulative stimulus of about 0.9 percentage points of real GDP growth by...

Persistent link: https://www.econbiz.de/10012962117

Lower oil prices and the U.S. economy : is this time different?

Baumeister, Christiane; Kilian, Lutz - 2017

Persistent link: https://www.econbiz.de/10011619204