Browsing All of EconStor by Author Kilian, Lutz

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Year of PublicationTitleAuthor(s)
1999Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied workCaner, Mehmet; Kilian, Lutz
1999Quantifying the half-life of deviations from PPP: The role of economic priorsKilian, Lutz; Zha, Tao
2001Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?Kilian, Lutz; Taylor, Mark P.
2001Why is it so difficult to beat the random walk forecast of exchange rates?Kilian, Lutz; Taylor, Mark P.
2002Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown FormKilian, Lutz; Gonçalves, Sílvia
2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown formGonçalves, Sílvia; Kilian, Lutz
2002In-sample or out-of-sample tests of predictability: which one should we use?Inoue, Atsushi; Kilian, Lutz
2003On the selection of forecasting modelsInoue, Atsushi; Kilian, Lutz
2003The central bank as a risk manager: quantifying and forecasting inflation risksKilian, Lutz; Manganelli, Simone
2006Do actions speak louder than words? Household expectations of inflation based on micro consumption dataInoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu
2006Understanding the effects of exogenous oil supply shocksKilian, Lutz
2010Oil price volatility: Origins and effectsKilian, Lutz
2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?Kilian, Lutz; Vigfusson, Robert J.
2011Forecasting the price of oilAlquist, Ron; Kilian, Lutz; Vigfusson, Robert J.
2011Real-time forecasts of the real price of oilBaumeister, Christiane; Kilian, Lutz
2012The role of speculation in oil markets: What have we learned so farFattouh, Bassam; Kilian, Lutz; Mahadeva, Lavan
2012Real-time analysis of oil price risks using forecast scenariosBaumeister, Christiane; Kilian, Lutz
2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesisBaumeister, Christiane; Kilian, Lutz
2013Do oil price increases cause higher food prices?Baumeister, Christiane; Kilian, Lutz
2013What central bankers need to know about forecasting oil pricesBaumeister, Christiane; Kilian, Lutz