Prof. Lutz Kilian

Federal Reserve Bank of Dallas, United States

Web Link | SSRN Author Page

CFS Working Papers

430 Christiane Baumeister, Lutz Kilian, Xiaoqing Zhou Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Monetary Policy and Financial Markets2013
563 Christiane Baumeister, Reinhard Ellwanger, Lutz Kilian Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Monetary Policy & Financial Stability2016
525 Christiane Baumeister, Lutz Kilian Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us Monetary Policy & Financial Stability2015
503 John Coglianese, Lucas W. Davis, Lutz Kilian, James H. Stock Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand Monetary Policy & Financial Stability2015
501 Christiane Baumeister, Lutz Kilian Understanding the Decline in the Price of Oil Since June 2014 Monetary Policy & Financial Stability2015Oil price declines, OPEC, oil supply, oil demand, shale oil
500 Christiane Baumeister, Lutz Kilian, Thomas K. Lee Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump Monetary Policy & Financial Stability2015Retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination
499 Lutz Kilian The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices Financial Stability and Banking Regulation2014Shale oil, unconventional oil, tight oil, infrastructure, export ban, refining, U.S. oil independence, oil sands, capacity constraints, oil trade
498 Pablo Guerron-Quintana, Atsushi Inoue, Lutz Kilian Impulse Response Matching Estimators for DSGE Models Financial Stability and Banking Regulation2014Structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identi cation, robust inference
466 Christiane Baumeister, Lutz Kilian A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil Monetary Policy and Financial Markets2014
460 Lutz Kilian, Robert J. Vigfusson The Role of Oil Price Shocks in Causing U.S. Recessions Monetary Policy and Financial Markets2014
443 Christiane Baumeister, Pierre Guérin, Lutz Kilian Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Monetary Policy and Financial Markets2013
432 Christiane Baumeister, Lutz Kilian Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Monetary Policy and Financial Markets2013
431 Christiane Baumeister, Lutz Kilian Do Oil Price Increases Cause Higher Food Prices? Monetary Policy and Financial Markets2013
606 Lutz Kilian, Xiaoqing Zhou The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada Corporate Finance & Financial Markets0