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
Discussion paper DP2685 A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions Lutz Kilian Ventzislav Ivanov 30 Jan 2001 International Macroeconomics C32 C51 E37
Discussion paper DP2424 Measuring Predictability: Theory And Macroeconomic Applications Francis Diebold Lutz Kilian 28 Apr 2000 International Macroeconomics C22 C52 E32
Discussion paper DP2425 Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate Lutz Kilian Mehmet Caner 28 Apr 2000 International Macroeconomics C22 F31
Discussion paper DP2389 A Monetary Explanation Of The Great Stagflation Of The 1970s Robert Barsky Lutz Kilian 29 Feb 2000 International Macroeconomics E31 E32 E40
Discussion paper DP2334 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors Lutz Kilian Tao Zha 17 Dec 1999 International Macroeconomics C11 C22 F31 F41