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11 hits:
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

Working Paper

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

John Coglianese, Lucas W. Davis, Lutz Kilian, James H. Stock
CESifo, Munich, 2016
CESifo Working Paper No. 5764

Working Paper

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

Christiane Baumeister, Lutz Kilian, Thomas K. Lee
CESifo, Munich, 2016
CESifo Working Paper No. 5759

Working Paper

Understanding the Decline in the Price of Oil since June 2014

Christiane Baumeister, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5755

Working Paper

The Impact of the Fracking Boom on Arab Oil Producers

Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5751

Working Paper

Joint Confidence Sets for Structural Impulse Responses

Atsushi Inoue, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5746

Working Paper

The Role of Oil Price Shocks in Causing U.S. Recessions

Lutz Kilian, Robert J. Vigfusson
CESifo, Munich, 2016
CESifo Working Paper No. 5743

Working Paper

Impulse Response Matching Estimators for DSGE Models

Pablo Guerron-Quintana, Atsushi Inoue, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5730

Working Paper

The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices

Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5723

Working Paper

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

Christiane Baumeister, Lutz Kilian
CESifo, Munich, 2016
CESifo Working Paper No. 5709