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Journal of applied econometrics
Discussion paper / Centre for Economic Policy Research
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Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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2
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
3
What do we learn from the price of crude oil futures?
Alquist, Ron
;
Kilian, Lutz
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 539-573
Persistent link: https://www.econbiz.de/10008667478
Saved in:
4
The role of inventories and speculative trading in the global market for crude oil
Kilian, Lutz
;
Murphy, Daniel P.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 454-478
Persistent link: https://www.econbiz.de/10010414884
Saved in:
5
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
Saved in:
6
Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz
;
Zha, Tao
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
Saved in:
7
Estimating the effect of a gasoline tax on carbon emissions
Davis, Lucas W.
;
Kilian, Lutz
- In:
Journal of applied econometrics
26
(
2011
)
7
,
pp. 1187-1214
Persistent link: https://www.econbiz.de/10009423324
Saved in:
8
Anticipation, tax avoidance, and the price elasticity of gasoline demand
Coglianese, John
;
Davis, Lucas W.
;
Kilian, Lutz
;
Stock, …
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011688116
Saved in:
9
What do we learn from the price of crude oil futures?
Alquist, Ron
;
Kilian, Lutz
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 539-574
Persistent link: https://www.econbiz.de/10008412214
Saved in:
10
Estimating the effect of a gasoline tax on carbon emissions
Davis, Lucas W.
;
Kilian, Lutz
- In:
Journal of applied econometrics
26
(
2011
)
7
,
pp. 1187-1215
Persistent link: https://www.econbiz.de/10009343933
Saved in:
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