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Economics and Finance

D-Index
87
Citations
40373
World Ranking
198
National Ranking
144

Overview

Lutz Kilian is affiliated with the Federal Reserve Bank of Dallas in the United States. Their research primarily spans the disciplines of Economics, Econometrics, and Finance, as well as Energy. Their work covers subfields including Economics and Econometrics, Renewable Energy, Sustainability and the Environment, General Economics, Econometrics and Finance, Global and Planetary Change, and General Energy.

Their research topics feature Market Dynamics and Volatility, Energy, Environment, and Transportation Policies, Monetary Policy and Economic Impact, Global Energy and Sustainability Research, Energy, Environment, Economic Growth, Natural Resources and Economic Development, and Atmospheric and Environmental Gas Dynamics.

Selected recent papers authored by Lutz Kilian include:

  • The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23, 2022, Energy Economics
  • Oil prices, gasoline prices, and inflation expectations, 2022, Journal of Applied Econometrics
  • Oil prices, exchange rates and interest rates, 2022, Journal of International Money and Finance
  • Understanding the estimation of oil demand and oil supply elasticities, 2022, Energy Economics

Frequent publication venues for Kilian's work include:

  • Federal Reserve Bank of Dallas, Working Papers
  • SSRN Electronic Journal
  • Energy Economics
  • Journal of Econometrics
  • Econstor (Econstor)

Kilian has collaborated regularly with several co-authors, notably Xiaoqing Zhou, Michael Plante, Atsushi Inoue, Christiane Baumeister, and Alexander W. Richter.

Kilian has also contributed to academic books, including a chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, published by Advances in Econometrics in 2022.

Best Publications

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

    Lutz Kilian

  • Oil and the Macroeconomy Since the 1970s

    Robert B. Barsky;Robert B. Barsky;Lutz Kilian

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

    Lutz Kilian;Cheolbeom Park

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

    Lutz Kilian;Lutz Kilian;Daniel P. Murphy

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

    Robert Barsky;Lutz Kilian

  • Oil and the Macroeconomy Since the 1970s

    Robert Barsky;Robert Barsky;Lutz Kilian

  • The Economic Effects of Energy Price Shocks

    Lutz Kilian

  • Structural Vector Autoregressive Analysis

    Lutz Kilian;Helmut Lütkepohl

  • Small-sample Confidence Intervals for Impulse Response Functions

    Lutz Kilian

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

    Lutz Kilian

  • 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

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

    Robert B. Barsky;Lutz Kilian

  • What Do We Learn from the Price of Crude Oil Futures

    Ron Alquist;Lutz Kilian;Lutz Kilian

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

    Atsushi Inoue;Lutz Kilian

  • Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

    Sı́lvia Gonçalves;Lutz Kilian;Lutz Kilian

  • Forecasting the Price of Oil

    Ron Alquist;Lutz Kilian;Robert J. Vigfusson

  • The role of speculation in oil markets: What have we learned so far

    Bassam Fattouh;Lutz Kilian;Lavan Mahadeva

  • WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS

    Lutz Kilian;Daniel P. Murphy

  • Are the responses of the U.S. economy asymmetric in energy price increases and decreases

    Lutz Kilian;Robert J. Vigfusson

  • How sensitive are consumer expenditures to retail energy prices

    Paul Edelstein;Lutz Kilian

  • Exchange Rates and Monetary Fundamentals: What Do We Learn From Long-Horizon Regressions?

    Lutz Kilian

  • Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

    Christiane Baumeister;Lutz Kilian

  • Exogenous Oil Supply Shocks: How Big are They and How Much Do They Matter for the Us Economy?

    Lutz Kilian;Lutz Kilian

  • Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

    Christiane Baumeister;Lutz Kilian

  • A comparison of the effects of exogenous oil supply shocks on output and inflation in the G7 countries

    Lutz Kilian

  • Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates

    Lutz Kilian;Lutz Kilian;Mark P. Taylor;Mark P. Taylor;Mark P. Taylor

Frequent Co-Authors

Lucas W. Davis
Lucas W. Davis University of California, Berkeley
Helmut Lütkepohl
Helmut Lütkepohl Freie Universität Berlin
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Lee E. Ohanian
Lee E. Ohanian University of California, Los Angeles
James H. Stock
James H. Stock Harvard University
Mark P. Taylor
Mark P. Taylor Washington University in St. Louis
Alessandro Rebucci
Alessandro Rebucci Johns Hopkins University
Tao Zha
Tao Zha Emory University
Eric M. Leeper
Eric M. Leeper University of Virginia
Barry Eichengreen
Barry Eichengreen University of California, Berkeley

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