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A practitioner's guide to lag order selection for VAR impulse reponse analysis
Ivanov, Ventzislav (contributor); Kilian, Lutz (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10003283144
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Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz; Kim, Yun Jung - 2009
Persistent link: https://www.econbiz.de/10003835974
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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/10003848443
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Why agnostic sign restrictions are not enough : understanding the dynnamics of oil market VAR models
Kilian, Lutz; Murphy, Dan - 2009
Persistent link: https://www.econbiz.de/10003887197
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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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Nonlinearities in the oil price-output relationship
Kilian, Lutz; Vigfusson, Robert J. - 2011
Persistent link: https://www.econbiz.de/10008859151
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Does the Fed respond to oil price shocks?
Kilian, Lutz; Lewis, Logan T. - In: The economic journal : the journal of the Royal … 121 (2011) 555, pp. 1047-1072
Persistent link: https://www.econbiz.de/10009378608
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How reliable are local projection estimators of impulse responses?
Kilian, Lutz; Kim, Yun Jung - In: The review of economics and statistics 93 (2011) 4, pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
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Nonlinearities in the oil price-output relationship
Kilian, Lutz; Vigfusson, Robert J. - In: Macroeconomic dynamics 15 (2011), pp. 337-363
Persistent link: https://www.econbiz.de/10009505832
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - 2011
Persistent link: https://www.econbiz.de/10009260176