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
Discussion paper DP7265 Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? Lutz Kilian Bruce Hicks 12 Apr 2009 International Macroeconomics C53 Q43
Discussion paper DP7266 Do Local Projections Solve the Bias Problem in Impulse Response Inference? Lutz Kilian Yun Jung Kim 12 Apr 2009 International Macroeconomics C32 C52 C53
Discussion paper DP7161 Estimating the Effect of a Gasoline Tax on Carbon Emissions Lutz Kilian Lucas W Davis 23 Feb 2009 Public Economics C53
Discussion paper DP7015 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices Lutz Kilian Clara Vega 17 Oct 2008 International Macroeconomics C32 E37 Q43
Discussion paper DP6919 Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market Lutz Kilian 25 Jul 2008 International Macroeconomics Q43
Discussion paper DP6559 The Economic Effects of Energy Price Shocks Lutz Kilian 9 Nov 2007 International Macroeconomics E21 Q43
Discussion paper DP6548 What Do We Learn from the Price of Crude Oil Futures? Lutz Kilian Ron Alquist 2 Nov 2007 International Macroeconomics C53 D51 G13 G15
Discussion paper DP6507 The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks Lutz Kilian Paul Edelstein 5 Oct 2007 International Macroeconomics E22 E32 Q43