Discussion paper DP6031 The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan Lutz Kilian Simone Manganelli 7 Jan 2007 International Macroeconomics E31 E52 E58
Discussion paper DP5994 Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market Lutz Kilian 10 Dec 2006 International Macroeconomics E31 E32 Q43
Discussion paper DP5790 Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data Lutz Kilian Atsushi Inoue 9 Aug 2006 International Macroeconomics D12 D84 E31
Discussion paper DP5404 The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries Lutz Kilian 16 Dec 2005 International Macroeconomics E31 E32 Q34
Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53
Discussion paper DP5131 Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? Lutz Kilian 23 Jul 2005 International Macroeconomics C32 E32
Discussion paper DP4496 Oil and the Macroeconomy Since the 1970s Robert Barsky Lutz Kilian 23 Jul 2004 International Macroeconomics E31 E32
Discussion paper DP4333 Bagging Time Series Models Lutz Kilian Atsushi Inoue 23 Mar 2004 International Macroeconomics C22 C52 C53
Discussion paper DP3918 The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks Lutz Kilian Simone Manganelli 23 Jun 2003 International Macroeconomics C22 E31 E37 E52 E58
Discussion paper DP3809 On the Selection of Forecasting Models Lutz Kilian Atsushi Inoue 23 Mar 2003 International Macroeconomics C22 C52 C53
Discussion paper DP3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Lutz Kilian Atsushi Inoue 20 Dec 2002 International Macroeconomics C12 C22 C52
Discussion paper DP3024 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? Mark Taylor Lutz Kilian 23 Oct 2001 International Macroeconomics C53 F31 F47