Discussion paper DP14460 The Econometrics of Oil Market VAR Models Lutz Kilian Xiaoqing Zhou 1 Mar 2020 International Macroeconomics and Finance Q43 Q41 C36 C52
Discussion paper DP14047 Facts and Fiction in Oil Market Modeling Lutz Kilian 9 Oct 2019 International Macroeconomics and Finance Q43 Q41 C36 C52
Discussion paper DP13849 Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices? Lutz Kilian Xiaoqing Zhou 11 Jul 2019 International Macroeconomics and Finance Q38 Q43 E62
Discussion paper DP13478 Oil Prices, Exchange Rates and Interest Rates Lutz Kilian Xiaoqing Zhou 23 Jan 2019 International Macroeconomics and Finance E43 F31 F41 Q43
Discussion paper DP13455 Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? Lutz Kilian 15 Jan 2019 International Macroeconomics and Finance Q31 Q43
Discussion paper DP13068 Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment Lutz Kilian Xiaoqing Zhou 23 Jul 2018 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP12845 The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada Lutz Kilian Xiaoqing Zhou 5 Apr 2018 International Macroeconomics and Finance F43 Q33 Q43 R12 R31
Discussion paper DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Christiane Baumeister James Hamilton 22 Dec 2017 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP12357 Modeling Fluctuations in the Global Demand for Commodities Lutz Kilian Xiaoqing Zhou 6 Oct 2017 International Macroeconomics and Finance F44 Q11 Q31 Q41 Q43
Discussion paper DP11876 How the Tight Oil Boom Has Changed Oil and Gasoline Markets Lutz Kilian 24 Feb 2017 International Macroeconomics and Finance Q43 Q33
Discussion paper DP11868 Is the Discretionary Income Effect of Oil Price Shocks a Hoax? Christiane Baumeister Lutz Kilian Xiaoqing Zhou 21 Feb 2017 International Macroeconomics and Finance C51 Q43
Discussion paper DP11792 Lower Oil Prices and the U.S. Economy: Is This Time Different? Christiane Baumeister Lutz Kilian 18 Jan 2017 International Macroeconomics and Finance E32 Q43