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Publications by Lutz Kilian

What Do We Learn From the Price of Crude Oil Futures?

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2010English

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

SSRN Electronic Journal
2016English

Impulse Response Matching Estimators for DSGE Models

SSRN Electronic Journal
2014English

Nonlinearities in the Oil Price-Output Relationship

SSRN Electronic Journal
2011English

A General Approach to Recovering Market Expectations From Futures Prices With an Application to Crude Oil

SSRN Electronic Journal
2014English

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

2019English

Oil Prices, Exchange Rates and Interest Rates

2019English

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

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
1999English

Oil and the Macroeconomy Since the 1970s

2004English

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