Discussion paper DP18201 Jointly Estimating Macroeconomic News and Surprise Shocks Lutz Kilian Michael D. Plante Alexander W. Richter 8 Jun 2023 International Macroeconomics and Finance C32 C51 C61 E32
Discussion paper DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ Lutz Kilian 18 Dec 2021 International Macroeconomics and Finance C11 C32 C52
Discussion paper DP15956 Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020 David Jacks Martin Stuermer 24 Mar 2021 Economic History E30 N70 R40
Discussion paper DP15777 Portfolio rebalancing in times of stress Andreas Fischer Rafael P. Greminger Christian Grisse Sylvia Kaufmann 7 Feb 2021 International Macroeconomics and Finance F30 G11 G15
Discussion paper DP15244 Understanding the Estimation of Oil Demand and Oil Supply Elasticities Lutz Kilian 1 Sep 2020 International Macroeconomics and Finance Q43 Q41 C36 C52
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 DP13853 Identification with External Instruments in Structural VARs under Partial Invertibility Silvia Miranda-Agrippino Giovanni Ricco 12 Jul 2019 Monetary Economics and Fluctuations C36 C32 E30 E52
Discussion paper DP12765 Deconstructing Monetary Policy Surprises - The Role of Information Shocks Marek Jarocinski Peter Karadi 2 Mar 2018 Monetary Economics and Fluctuations E32 E52 E58
Discussion paper DP12024 Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios Rüdiger Bachmann 6 May 2017 Monetary Economics and Fluctuations E30 E32 E44 E52
Discussion paper DP9824 Monetary Policy Surprises, Credit Costs and Economic Activity Mark Gertler Peter Karadi 9 Feb 2014 International Macroeconomics E43 E44 E52
Discussion paper DP8209 Testing for Sufficient Information in Structural VARs Mario Forni Luca Gambetti 17 Jan 2011 International Macroeconomics C32 E32 E62