Lutz Kilian

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Real-Time Forecasts of the Real Price of Oil	2025-01-20	Paper
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries	2025-01-20	Paper
Comment	2025-01-20	Paper
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach	2025-01-20	Paper
State-dependent local projections	2025-01-16	Paper
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”	2024-10-17	Paper
Editorial for special issue in honor of Francis X. Diebold	2022-12-14	Paper
Joint Bayesian inference about impulse responses in VAR models	2022-12-14	Paper
Impulse response analysis for structural dynamic models with nonlinear regressors	2021-10-26	Paper
The uniform validity of impulse response inference in autoregressions	2020-05-21	Paper
Corrigendum to ``Inference on impulse response functions in structural VAR models	2019-04-30	Paper
Frequentist inference in weakly identified dynamic stochastic general equilibrium models	2019-01-10	Paper
The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap	2018-12-21	Paper
Structural vector autoregressive analysis	2017-09-29	Paper
Impulse response matching estimators for DSGE models	2016-11-17	Paper
Joint confidence sets for structural impulse responses	2016-05-10	Paper
On the selection of forecasting models	2016-04-25	Paper
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form	2015-12-29	Paper
What central bankers need to know about forecasting oil prices	2014-10-07	Paper
Inference on impulse response functions in structural VAR models	2014-04-30	Paper
Are the responses of the U.S. economy asymmetric in energy price increases and decreases?	2012-01-30	Paper
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation	2009-06-12	Paper
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity	2008-01-18	Paper
Bootstrapping Autoregressive Processes with Possible Unit Roots	2006-06-16	Paper
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis	2006-01-27	Paper
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?	2005-05-23	Paper
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY	2004-09-22	Paper
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE	2004-02-15	Paper
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series	2002-10-10	Paper
Recent developments in bootstrapping time series	2000-11-20	Paper
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm	1999-06-10	Paper
Confidence intervals for impulse responses under departures from normality	1998-04-13	Paper

Research outcomes over time

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