D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 80 Citations 35,086 240 World Ranking 171 National Ranking 128

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Macroeconomics
  • Inflation

His main research concerns Econometrics, Monetary economics, Macroeconomics, Real gross domestic product and Inflation. His Econometrics study integrates concerns from other disciplines, such as Purchasing power parity, Futures contract and Predictability. His research integrates issues of Exchange rate, Empirical research and Sample in his study of Predictability.

His work in the fields of Monetary economics, such as Supply shock and Demand shock, overlaps with other areas such as Energy. His Macroeconomics research integrates issues from Endogeneity and Oil-storage trade. His Real gross domestic product study combines topics from a wide range of disciplines, such as Econometric model and Oil price.

His most cited work include:

  • Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009 citations)
  • THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET (802 citations)
  • Oil and the Macroeconomy Since the 1970s (738 citations)

What are the main themes of his work throughout his whole career to date?

Lutz Kilian mainly focuses on Econometrics, Monetary economics, Oil price, Autoregressive model and Supply and demand. His biological study deals with issues like Predictability, which deal with fields such as Exchange rate, Mean reversion and Purchasing power parity. The Monetary economics study combines topics in areas such as Balance of trade and Consumption.

His Oil price course of study focuses on Oil supply and Oil production. In Supply and demand, he works on issues like Demand shock, which are connected to Supply shock. Lutz Kilian focuses mostly in the field of Shock, narrowing it down to matters related to Endogeneity and, in some cases, Price elasticity of demand.

He most often published in these fields:

  • Econometrics (67.27%)
  • Monetary economics (31.69%)
  • Oil price (30.13%)

What were the highlights of his more recent work (between 2015-2021)?

  • Econometrics (67.27%)
  • Monetary economics (31.69%)
  • Oil price (30.13%)

In recent papers he was focusing on the following fields of study:

Lutz Kilian mainly investigates Econometrics, Monetary economics, Oil price, Impulse response and Oil market. The concepts of his Econometrics study are interwoven with issues in Elasticity, Oil demand, Oil supply and Inflation. His Elasticity research is multidisciplinary, incorporating elements of Endogeneity and Price elasticity of demand.

Lutz Kilian has researched Monetary economics in several fields, including Supply and demand, Stimulus and Revenue. His study in Supply and demand is interdisciplinary in nature, drawing from both Value and Commodity market. His Oil market research incorporates elements of Fiscal policy, Positive economics, Energy economics and Identification.

Between 2015 and 2021, his most popular works were:

  • Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (133 citations)
  • Structural Vector Autoregressive Analysis (125 citations)
  • Understanding the Decline in the Price of Oil since June 2014 (114 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Macroeconomics
  • Econometrics

His scientific interests lie mostly in Monetary economics, Econometrics, Oil price, Shale oil and Oil market. His research on Monetary economics frequently links to adjacent areas such as Supply and demand. Within one scientific family, Lutz Kilian focuses on topics pertaining to Value under Supply and demand, and may sometimes address concerns connected to Commodity.

Much of his study explores Econometrics relationship to Dynamic stochastic general equilibrium. Lutz Kilian combines subjects such as Redistribution, House price, Consumer spending and Revenue with his study of Oil price. The study incorporates disciplines such as Positive economics, Energy information and Yield in addition to Oil market.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

Lutz Kilian.
The American Economic Review (2009)

3963 Citations

Oil and the Macroeconomy Since the 1970s

Robert B. Barsky;Robert B. Barsky;Lutz Kilian.
Journal of Economic Perspectives (2004)

3098 Citations

The Economic Effects of Energy Price Shocks

Lutz Kilian.
Journal of Economic Literature (2008)

1340 Citations

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET

Lutz Kilian;Cheolbeom Park.
International Economic Review (2009)

1299 Citations

THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

Lutz Kilian;Lutz Kilian;Daniel P. Murphy.
Journal of Applied Econometrics (2014)

1291 Citations

Small-sample Confidence Intervals for Impulse Response Functions

Lutz Kilian.
The Review of Economics and Statistics (1998)

1123 Citations

Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?

Lutz Kilian.
The Review of Economics and Statistics (2008)

1065 Citations

Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative

Robert B. Barsky;Lutz Kilian.
Nber Macroeconomics Annual (2001)

990 Citations

Why is it so difficult to beat the random walk forecast of exchange rates

Lutz Kilian;Lutz Kilian;Lutz Kilian;Mark Peter Taylor;Mark Peter Taylor.
Journal of International Economics (2003)

965 Citations

In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?

Atsushi Inoue;Lutz Kilian.
Econometric Reviews (2005)

782 Citations

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