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Are product sppreads useful for forecasting? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing - 2013
Persistent link: https://www.econbiz.de/10009786272
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Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing - In: Macroeconomic dynamics 22 (2018) 3, pp. 562-580
Persistent link: https://www.econbiz.de/10011916657
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Are product spreads useful for forecasting? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing - 2013
Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is based on the premise that demand for crude oil derives...
Persistent link: https://www.econbiz.de/10009781115
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz (contributor) - 1997
Persistent link: https://www.econbiz.de/10000972191
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001456174
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Unit-root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001493847
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000974228
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000990203