Discussion paper DP17804 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 12 Jan 2023 International Macroeconomics and Finance D12 Q41
Discussion paper DP17763 A Broader Perspective on the Inflationary Effects of Energy Price Shocks Lutz Kilian Xiaoqing Zhou 21 Dec 2022 International Macroeconomics and Finance E31 E52 Q43
Discussion paper DP17698 Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings Lutz Kilian Michael D. Plante Alexander W. Richter 25 Nov 2022 International Macroeconomics and Finance Monetary Economics and Fluctuations C32 C51 E32
Discussion paper DP17265 When do state-dependent local projections work? Silvia Goncalves Ana Maria Herrera Lutz Kilian Elena Pesavento 28 Apr 2022 International Macroeconomics and Finance C22 C32 C51
Discussion paper DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ Lutz Kilian 18 Dec 2021 International Macroeconomics and Finance C11 C32 C52
Discussion paper DP16776 The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23 Lutz Kilian Xiaoqing Zhou 5 Dec 2021 International Macroeconomics and Finance E31 E52 Q43
Discussion paper DP16277 Container Trade and the U.S. Recovery Lutz Kilian Nomikos Nikos Xiaoqing Zhou 19 Jun 2021 International Macroeconomics and Finance E32 E37 F47 F62
Discussion paper DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 11 Dec 2020 International Macroeconomics and Finance C22 C32 C52 E31 Q43
Discussion paper DP15244 Understanding the Estimation of Oil Demand and Oil Supply Elasticities Lutz Kilian 1 Sep 2020 International Macroeconomics and Finance Q43 Q41 C36 C52
Discussion paper DP15168 Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts Lutz Kilian Xiaoqing Zhou 15 Aug 2020 International Macroeconomics and Finance E31 E52 Q43
Discussion paper DP14798 A Quantitative Model of the Oil Tanker Market in the Arabian Gulf Lutz Kilian Nomikos Nikos Xiaoqing Zhou 23 May 2020 International Macroeconomics and Finance Q43 R41
Discussion paper DP14460 The Econometrics of Oil Market VAR Models Lutz Kilian Xiaoqing Zhou 1 Mar 2020 International Macroeconomics and Finance Q43 Q41 C36 C52