Lutz Kilian
Cited by
Cited by
Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market
L Kilian
American economic review 99 (3), 1053-1069, 2009
The impact of oil price shocks on the US stock market
L Kilian, C Park
International economic review 50 (4), 1267-1287, 2009
Oil and the macroeconomy since the 1970s
RB Barsky, L Kilian
Journal of Economic Perspectives 18 (4), 115-134, 2004
The role of inventories and speculative trading in the global market for crude oil
L Kilian, DP Murphy
Journal of Applied econometrics 29 (3), 454-478, 2014
The economic effects of energy price shocks
L Kilian
Journal of economic literature 46 (4), 871-909, 2008
Structural vector autoregressive analysis
L Kilian, H Lütkepohl
Cambridge University Press, 2017
Exogenous oil supply shocks: How big are they and how much do they matter for the US economy?
L Kilian
Review of Economics and Statistics 90 (2), 216-240, 2008
Small-sample confidence intervals for impulse response functions
L Kilian
Review of Economics and Statistics 80 (2), 218-230, 1998
Why is it so difficult to beat the random walk forecast of exchange rates?
L Kilian, MP Taylor
Journal of International Economics 60 (1), 85-107, 2003
Do we really know that oil caused the great stagflation? A monetary alternative
RB Barsky, L Kilian
NBER Macroeconomics Annual 16, 137-183, 2001
What do we learn from the price of crude oil futures?
R Alquist, L Kilian
Journal of Applied Econometrics 25 (4), 539-573, 2010
In-sample or out-of-sample tests of predictability: Which one should we use?
A Inoue, L Kilian
Econometric Reviews 23 (4), 371-402, 2005
Are the responses of the US economy asymmetric in energy price increases and decreases?
L Kilian, RJ Vigfusson
Quantitative Economics 2 (3), 419-453, 2011
How sensitive are consumer expenditures to retail energy prices?
P Edelstein, L Kilian
Journal of Monetary Economics 56 (6), 766-779, 2009
Forecasting the price of oil
R Alquist, L Kilian, RJ Vigfusson
Handbook of Economic Forecasting 2, 427-507, 2013
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
S Gonçalves, L Kilian
Journal of econometrics 123 (1), 89-120, 2004
Forty years of oil price fluctuations: Why the price of oil may still surprise us
C Baumeister, L Kilian
Journal of Economic Perspectives 30 (1), 139-160, 2016
A practitioner's guide to lag order selection for VAR impulse response analysis
V Ivanov, L Kilian
Studies in Nonlinear Dynamics & Econometrics 9 (1), 2005
Why agnostic sign restrictions are not enough: Understanding the dynamics of oil market VAR models
L Kilian, DP Murphy
Journal of the European Economic Association 10 (5), 1166-1188, 2012
The role of speculation in oil markets: What have we learned so far?
B Fattouh, L Kilian, L Mahadeva
Energy Journal, 7-33, 2013
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