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29 hits:
Working Paper

Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2023
CESifo Working Paper No. 10350
Working Paper

Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings

Lutz Kilian, Michael D. Plante, Alexander W. Richter
CESifo, Munich, 2022
CESifo Working Paper No. 10121
Working Paper

The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2021
CESifo Working Paper No. 9455
Working Paper

Container Trade and the U.S. Recovery

Lutz Kilian, Nikos Nomikos, Xiaoqing Zhou
CESifo, Munich, 2021
CESifo Working Paper No. 9154
Working Paper

Understanding the Estimation of Oil Demand and Oil Supply Elasticities

Lutz Kilian
CESifo, Munich, 2020
CESifo Working Paper No. 8567
Working Paper

Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2020
CESifo Working Paper No. 8516
Working Paper

A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

Lutz Kilian, Nikos Nomikos, Xiaoqing Zhou
CESifo, Munich, 2020
CESifo Working Paper No. 8332
Working Paper

The Econometrics of Oil Market VAR Models

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2020
CESifo Working Paper No. 8153
Working Paper

Facts and Fiction in Oil Market Modeling

Lutz Kilian
CESifo, Munich, 2019
CESifo Working Paper No. 7902
Working Paper

Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

Lutz Kilian, Xiaoqin Zhou
CESifo, Munich, 2019
CESifo Working Paper No. 7753
Working Paper

Oil Prices, Exchange Rates and Interest Rates

Lutz Kilian, Zhou Xiaoqing
CESifo, Munich, 2019
CESifo Working Paper No. 7484

Working Paper

Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?

Lutz Kilian
CESifo, Munich, 2019
CESifo Working Paper No. 7461

Working Paper

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2018
CESifo Working Paper No. 7166

Working Paper

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2018
CESifo Working Paper No. 7005

Working Paper

Modeling Fluctuations in the Global Demand for Commodities

Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2017
CESifo Working Paper No. 6749

Working Paper

How the Tight Oil Boom Has Changed Oil and Gasoline Markets

Lutz Kilian
CESifo, Munich, 2017
CESifo Working Paper No. 6380

Working Paper

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

Christiane Baumeister, Lutz Kilian, Xiaoqing Zhou
CESifo, Munich, 2017
CESifo Working Paper No. 6369

Working Paper

Lower Oil Prices and the U.S. Economy: Is this Time Different?

Christiane Baumeister, Lutz Kilian
CESifo, Munich, 2017
CESifo Working Paper No. 6322

Working Paper

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

Christiane Baumeister, Reinhard Ellwanger, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 6282

Working Paper

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Christiane Baumeister, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5782