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Real interest rates and macroeconomic activity
Taylor, Mark P. - In: Oxford review of economic policy 15 (1999) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10001516069
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Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification
Taylor, Mark P. - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 229-244
Persistent link: https://www.econbiz.de/10002146001
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Finite-sample properties of percentile and percentile-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/10001437386
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Small-sample confidence intervals for impulse response functions
Kilian, Lutz - In: The review of economics and statistics 80 (1998) 2, pp. 218-230
Persistent link: https://www.econbiz.de/10001240840
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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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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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Structural vector autoregressions
Kilian, Lutz - 2011
Persistent link: https://www.econbiz.de/10009310186
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Structural vector autoregressions
Kilian, Lutz - In: Handbook of research methods and applications in …, (pp. 515-554). 2013
Persistent link: https://www.econbiz.de/10010206720
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Facts and fiction in oil market modeling
Kilian, Lutz - 2019
Persistent link: https://www.econbiz.de/10012197851
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Facts and fiction in oil market modeling
Kilian, Lutz - 2019
Baumeister and Hamilton (2019a) assert that every critique of their work on oil markets by Kilian and Zhou (2019a) is without merit. In addition, they make the case that key aspects of the economic and econometric analysis in the widely used oil market model of Kilian and Murphy (2014) and its...
Persistent link: https://www.econbiz.de/10012119530