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Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz - 1998
Persistent link: https://www.econbiz.de/10000982775
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Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz (contributor) - 1997
Persistent link: https://www.econbiz.de/10000972191
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2016
information. We explore several new forecasting approaches for the U.S. retail price of gasoline and compare their accuracy with …
Persistent link: https://www.econbiz.de/10011429580
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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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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
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The role of oil price shocks in causing U.S. recessions
Kilian, Lutz; Vigfusson, Robert J. - 2016
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 a formal analysis of this question with special attention to the possible role...
Persistent link: https://www.econbiz.de/10011421672
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Pitfalls in estimating asymmetric effects of energy price shocks
Kilian, Lutz; Vigfusson, Robert J. - 2009
Persistent link: https://www.econbiz.de/10009269025
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
, including the question of whether financial market information helps forecast the real price of oil in physical markets. An …
Persistent link: https://www.econbiz.de/10010203447
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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