Discussion paper DP8698 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios Lutz Kilian Christiane Baumeister 1 Dec 2011 International Macroeconomics C53 E32 Q43
Discussion paper DP8515 Structural Vector Autoregressions Lutz Kilian 1 Aug 2011 International Macroeconomics C32 C51
Discussion paper DP8414 Real-Time Forecasts of the Real Price of Oil Lutz Kilian Christiane Baumeister 1 Jun 2011 International Macroeconomics C53 E32 Q43
Discussion paper DP8419 Inference on Impulse Response Functions in Structural VAR Models Lutz Kilian Atsushi Inoue 1 Jun 2011 International Macroeconomics C32 C52 E37 Q43
Discussion paper DP8388 Forecasting the Price of Oil Lutz Kilian Ron Alquist Robert J. Vigfusson 31 May 2011 International Macroeconomics C53 Q43
Discussion paper DP8174 Nonlinearities in the Oil Price-Output Relationship Lutz Kilian Robert J. Vigfusson 3 Jan 2011 International Macroeconomics Q43
Discussion paper DP7753 The Role of Inventories and Speculative Trading in the Global Market for Crude Oil Lutz Kilian Daniel Murphy 21 Mar 2010 International Macroeconomics D84
Discussion paper DP7594 Does the Fed Respond to Oil Price Shocks? Lutz Kilian Logan Lewis 6 Dec 2009 International Macroeconomics E31 E32 E52 Q43
Discussion paper DP7447 Frequentist Inference in Weakly Identified DSGE Models Lutz Kilian Atsushi Inoue Pablo A. Guerron-Quintana 23 Sep 2009 International Macroeconomics C32 C52 E30 E50
Discussion paper DP7471 Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models Lutz Kilian Daniel Murphy 20 Sep 2009 International Macroeconomics C68 E31 E32 Q43
Discussion paper DP7324 Oil Price Shocks, Monetary Policy and Stagflation Lutz Kilian 14 Jun 2009 International Macroeconomics E31 E32 E42 Q43
Discussion paper DP7284 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Lutz Kilian Robert J. Vigfusson 26 Apr 2009 International Macroeconomics C32 E37 Q43