Lutz Kilian - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2014 | 2013 | 2012 | 2011 | 2009 | 2008 | 2006 | 2003

Title Other author(s)

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

Bank of Canada Working papers [View] (Paper: 2017-35, 11.09.2017)

JEL: Q18, Q28, Q42, Q58

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Bank of Canada Working papers [View] (Paper: 2016-18, 18.04.2016)

JEL: C5, C53, D8, D84, G1, G14, Q4, Q43

The Role of Oil Price Shocks in Causing U.S. Recessions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1114, 19.08.2014)

JEL: E32, E37, E51, Q43

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

Bank of Canada Working papers [View] (Paper: 2013-25, 16.08.2013)

Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1050, 13.07.2012)

JEL: C32, C53, Q43

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Bank of Canada Working papers [View] (Paper: 2012-01, 26.01.2012)

Real-Time Forecasts of the Real Price of Oil

Bank of Canada Working papers [View] (Paper: 2011-16, 04.08.2011)

Forecasting the Price of Oil

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1022, 22.07.2011)

Forecasting the Price of Oil

Bank of Canada Working papers [View] (Paper: 2011-15, 02.06.2011)

Nonlinearities in the Oil Price-Output Relationship

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1013, 18.02.2011)

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0970, 05.06.2009)

JEL: C32, E37, Q43

Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0957, 25.11.2008)

JEL: C32, E37, Q43

Do actions speak louder than words? Household expectations of inflation based on micro consumption data

Deutsche Bundesbank Discussion Papers [View] (Paper: 200626, 29.08.2006)

JEL: D12, D84, E31

The central bank as a risk manager: quantifying and forecasting inflation risks

European Central Bank Working papers [View] (Paper: 0226, 23.06.2003)

JEL: C22, E31, E37, E52, E58

On the selection of forecasting models

European Central Bank Working papers [View] (Paper: 0214, 02.04.2003)

In-sample or out-of-sample tests of predictability: which one should we use?

European Central Bank Working papers [View] (Paper: 0195, 02.04.2003)

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

European Central Bank Working papers [View] (Paper: 0196, 02.04.2003)

Papers by year: All | 2017 | 2016 | 2014 | 2013 | 2012 | 2011 | 2009 | 2008 | 2006 | 2003