Lutz Kilian

Discussion Papers

DP15545 11 December 2020 The Role of the Prior in Estimating VAR Models with Sign Restrictions
Author(s): Atsushi Inoue, Lutz Kilian
DP15244 01 September 2020 Understanding the Estimation of Oil Demand and Oil Supply Elasticities
Author(s): Lutz Kilian
DP15168 15 August 2020 Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts
Author(s): Lutz Kilian, Xiaoqing Zhou
DP14798 23 May 2020 A Quantitative Model of the Oil Tanker Market in the Arabian Gulf
Author(s): Lutz Kilian, Nikos Nomikos, Xiaoqing Zhou
DP14460 01 March 2020 The Econometrics of Oil Market VAR Models
Author(s): Lutz Kilian, Xiaoqing Zhou