Discussion paper DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Lutz Kilian Christiane Baumeister 28 Sep 2014 International Macroeconomics C53 D84 G14 Q43
Discussion paper DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? Lutz Kilian Christiane Baumeister 27 Jul 2014 International Macroeconomics C53 Q43
Discussion paper DP10040 The Role of Oil Price Shocks in Causing U.S. Recessions Lutz Kilian Robert J. Vigfusson 22 Jun 2014 International Macroeconomics E32 E37 E51 Q43
Discussion paper DP9892 Joint Confidence Sets for Structural Impulse Responses Lutz Kilian Atsushi Inoue 16 Mar 2014 International Macroeconomics C32 C52 C53
Discussion paper DP9823 Oil Price Shocks: Causes and Consequences Lutz Kilian 9 Feb 2014 International Macroeconomics Q43
Discussion paper DP9768 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Lutz Kilian Christiane Baumeister 1 Dec 2013 International Macroeconomics C53 G14 Q43
Discussion paper DP9689 Do Oil Price Increases Cause Higher Food Prices? Lutz Kilian Christiane Baumeister 13 Oct 2013 International Macroeconomics E31 Q11 Q42 Q43
Discussion paper DP9569 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Lutz Kilian Christiane Baumeister 21 Jul 2013 International Macroeconomics C53 E32 Q43
Discussion paper DP9572 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Lutz Kilian Christiane Baumeister Xiaoqing Zhou 21 Jul 2013 International Macroeconomics C53 G15 Q43
Discussion paper DP9297 Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories Lutz Kilian 20 Jan 2013 International Macroeconomics F02 G15 G28 Q43
Discussion paper DP9118 What Central Bankers Need to Know about Forecasting Oil Prices Lutz Kilian Christiane Baumeister 2 Sep 2012 International Macroeconomics C53 E32 Q43
Discussion paper DP8980 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries Lutz Kilian Robert J. Vigfusson 21 May 2012 International Macroeconomics C32 C53 Q43