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Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
Kilian, Lutz; Vigfusson, Robert J. - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10010070372
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Are the responses of the US economy asymmetric in energy price increases and decreases?
Kilian, Lutz; Vigfusson, Robert J. - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 419-453
Persistent link: https://www.econbiz.de/10009957211
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Maximum likelihood in the frequency domain: the importance of time-to-plan
Christiano, Lawrence J.; Vigfusson, Robert J. - In: Journal of monetary economics 50 (2003) 4, pp. 789-816
Persistent link: https://www.econbiz.de/10007656048
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MAXIMUM LIKELIHOOD IN THE FREQUENCY DOMAIN: A TIME TO BUILD EXAMPLE
Christiano, Lawrence J.; Vigfusson, Robert J. - 1999
Persistent link: https://www.econbiz.de/10006988911
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Understanding the effects of exogenous oil supply shocks : energy security (Focus)
Kilian, Lutz - In: CESifo forum : a quarterly journal on European economic … 7 (2006) 2, pp. 21-27
Persistent link: https://www.econbiz.de/10009953114
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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Inoue, Atsushi; Kilian, Lutz - In: Econometric reviews 23 (2004) 4, pp. 371
Persistent link: https://www.econbiz.de/10006878526
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DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10006892686
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10006748297
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Finite-Sample Properties of Percentile and Perrentile-t Bootstrap Confidence Intervals for Impulse Responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10006387539
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UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
Kilian, Lutz; Ohanian, Lee E. - In: Macroeconomic dynamics 6 (2002) 5, pp. 614-632
Persistent link: https://www.econbiz.de/10006032543