| 430 |
Christiane Baumeister,
Lutz Kilian,
Xiaoqing Zhou
|
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
|
Monetary Policy and Financial Markets
|
2013 |
|
| 525 |
Christiane Baumeister,
Lutz Kilian
|
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
|
Monetary Policy & Financial Stability
|
2015 |
|
| 563 |
Christiane Baumeister,
Reinhard Ellwanger,
Lutz Kilian
|
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
|
Monetary Policy & Financial Stability
|
2016 |
|
| 606 |
Lutz Kilian,
Xiaoqing Zhou
|
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
|
Corporate Finance & Financial Markets
|
0 |
|
| 645 |
Lutz Kilian,
Xiaoqing Zhou
|
Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts
|
|
2020 |
|
| 646 |
Lutz Kilian,
Xiaoqing Zhou
|
Oil Prices, Exchange Rates and Interest Rates
|
|
2020 |
|
| 647 |
Lutz Kilian,
Xiaoqing Zhou
|
Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?
|
|
2020 |
|
| 648 |
Lutz Kilian,
Xiaoqing Zhou,
Nikos Nomikos
|
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf
|
|
2020 |
|
| 649 |
Lutz Kilian
|
Understanding the Estimation of Oil Demand and Oil Supply Elasticities
|
|
2020 |
|
| 503 |
John Coglianese,
Lucas W. Davis,
Lutz Kilian,
James H. Stock
|
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
|
Monetary Policy & Financial Stability
|
2015 |
|
| 501 |
Christiane Baumeister,
Lutz Kilian
|
Understanding the Decline in the Price of Oil Since June 2014
|
Monetary Policy & Financial Stability
|
2015 |
Oil price declines, OPEC, oil supply, oil demand, shale oil |
| 431 |
Christiane Baumeister,
Lutz Kilian
|
Do Oil Price Increases Cause Higher Food Prices?
|
Monetary Policy and Financial Markets
|
2013 |
|
| 432 |
Christiane Baumeister,
Lutz Kilian
|
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
|
Monetary Policy and Financial Markets
|
2013 |
|
| 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 Markets
|
2013 |
|
| 460 |
Lutz Kilian,
Robert J. Vigfusson
|
The Role of Oil Price Shocks in Causing U.S. Recessions
|
Monetary Policy and Financial Markets
|
2014 |
|
| 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 Markets
|
2014 |
|
| 498 |
Pablo Guerron-Quintana,
Atsushi Inoue,
Lutz Kilian
|
Impulse Response Matching Estimators for DSGE Models
|
Financial Stability and Banking Regulation
|
2014 |
Structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identi cation, robust inference |
| 499 |
Lutz Kilian
|
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices
|
Financial Stability and Banking Regulation
|
2014 |
Shale oil, unconventional oil, tight oil, infrastructure, export ban, refining, U.S. oil independence, oil sands, capacity constraints, oil trade |
| 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 Stability
|
2015 |
Retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination |
| 650 |
Lutz Kilian,
Atsushi Inoue
|
Joint Bayesian Inference about Impulse Responses in VAR Models
|
|
2020 |
|