Discussion paper DP20159 The Conventional Impulse Response Prior in VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 23 Apr 2025 International Macroeconomics and Finance C32 C52
Discussion paper DP19684 Nonparametric Local Projections Silvia Goncalves Ana Maria Herrera Lutz Kilian Elena Pesavento 17 Nov 2024 International Macroeconomics and Finance C14 C32 E52
VoxEU Column Geopolitical risk to oil production is not a major driver of the economy Lutz Kilian Michael D. Plante Alexander W. Richter 29 Jul 2024 Energy Politics and economics
Discussion paper DP19227 When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? Atsushi Inoue Lutz Kilian 9 Jul 2024 International Macroeconomics and Finance C22 C32 C52 E31
Discussion paper DP19113 Geopolitical Oil Price Risk and Economic Fluctuations Lutz Kilian Michael D. Plante Alexander W. Richter 27 May 2024 International Macroeconomics and Finance E13 E22 E32 Q43
VoxEU Column Why oil import restrictions hurt Russia more than the price cap Lutz Kilian David Rapson Burkhard Schipper 16 May 2024 Energy International trade Politics and economics
Discussion paper DP18934 The Impact of the 2022 Oil Embargo and Price Cap on Russian Oil Prices Lutz Kilian David Rapson Burkhard Schipper 20 Mar 2024 International Macroeconomics and Finance F51 Q41 Q48
Discussion paper DP18416 Oil Price Shocks and Inflation Lutz Kilian Xiaoqing Zhou 1 Sep 2023 International Macroeconomics and Finance E31 Q43
Discussion paper DP18348 How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises Lutz Kilian 4 Aug 2023 International Macroeconomics and Finance C36 C51 E31 E32 E44 Q43
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
VoxEU Column The inflationary impact of energy prices Lutz Kilian Xiaoqing Zhou 10 Feb 2023 Energy Inflation
Discussion paper DP17804 Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand Lutz Kilian Xiaoqing Zhou 12 Jan 2023 International Macroeconomics and Finance D12 Q41