Browsen in EconStor gesamt nach Autorinnen & Autoren Kilian, Lutz

Wählen Sie ein Jahr:
Zeige Ergebnisse 1 bis 20 von 74
 weiter >
1999 Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied workCaner, Mehmet; Kilian, Lutz
1999 Quantifying the half-life of deviations from PPP: The role of economic priorsKilian, Lutz; Zha, Tao
2001 Why is it so difficult to beat the random walk forecast of exchange rates?Kilian, Lutz; Taylor, Mark P.
2001 Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?Kilian, Lutz; Taylor, Mark P.
2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown FormKilian, Lutz; Gonçalves, Sílvia
2002 Bootstrapping autoregressions with conditional heteroskedasticity of unknown formGonçalves, Sílvia; Kilian, Lutz
2002 In-sample or out-of-sample tests of predictability: which one should we use?Inoue, Atsushi; Kilian, Lutz
2003 The central bank as a risk manager: quantifying and forecasting inflation risksKilian, Lutz; Manganelli, Simone
2003 On the selection of forecasting modelsInoue, Atsushi; Kilian, Lutz
2006 Do actions speak louder than words? Household expectations of inflation based on micro consumption dataInoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu
2006 Understanding the effects of exogenous oil supply shocksKilian, Lutz
2010 Oil price volatility: Origins and effectsKilian, Lutz
2011 Are the responses of the U.S. economy asymmetric in energy price increases and decreases?Kilian, Lutz; Vigfusson, Robert J.
2011 Forecasting the price of oilAlquist, Ron; Kilian, Lutz; Vigfusson, Robert J.
2011 Real-time forecasts of the real price of oilBaumeister, Christiane; Kilian, Lutz
2012 Real-time analysis of oil price risks using forecast scenariosBaumeister, Christiane; Kilian, Lutz
2013 Do high-frequency financial data help forecast oil prices? The MIDAS touch at workBaumeister, Christiane; Guérin, Pierre; Kilian, Lutz
2013 Frequentist inference in weakly identified dynamic stochastic general equilibrium modelsGuerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz
2013 What central bankers need to know about forecasting oil pricesBaumeister, Christiane; Kilian, Lutz
2013 Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesisBaumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing