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.
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.
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.
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.
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Lutz Kilian.
The American Economic Review (2009)
Oil and the Macroeconomy Since the 1970s
Robert B. Barsky;Robert B. Barsky;Lutz Kilian.
Journal of Economic Perspectives (2004)
The Economic Effects of Energy Price Shocks
Lutz Kilian.
Journal of Economic Literature (2008)
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET
Lutz Kilian;Cheolbeom Park.
International Economic Review (2009)
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)
Small-sample Confidence Intervals for Impulse Response Functions
Lutz Kilian.
The Review of Economics and Statistics (1998)
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)
Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative
Robert B. Barsky;Lutz Kilian.
Nber Macroeconomics Annual (2001)
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)
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Atsushi Inoue;Lutz Kilian.
Econometric Reviews (2005)
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