|
2025
|
Impulse response diagnostics for priors on parameters in structural vector autoregressions
|
Economics Letters
|
C
|
1
|
|
2025
|
Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings
|
Journal of Applied Econometrics
|
B
|
3
|
|
2024
|
State-dependent local projections
|
Journal of Econometrics
|
A
|
4
|
|
2024
|
How to construct monthly VAR proxies based on daily surprises in futures markets
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
2024
|
Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand
|
Journal of Public Economics
|
A
|
2
|
|
2023
|
A broader perspective on the inflationary effects of energy price shocks
|
Energy Economics
|
A
|
2
|
|
2023
|
Container Trade and the U.S. Recovery
|
International Journal of Central Banking
|
B
|
3
|
|
2023
|
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf
|
The Energy Journal
|
B
|
3
|
|
2022
|
Joint Bayesian inference about impulse responses in VAR models
|
Journal of Econometrics
|
A
|
2
|
|
2022
|
Understanding the estimation of oil demand and oil supply elasticities
|
Energy Economics
|
A
|
1
|
|
2022
|
Facts and fiction in oil market modeling
|
Energy Economics
|
A
|
1
|
|
2022
|
The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23
|
Energy Economics
|
A
|
2
|
|
2022
|
Oil prices, exchange rates and interest rates
|
Journal of International Money and Finance
|
B
|
2
|
|
2022
|
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2022
|
Oil prices, gasoline prices, and inflation expectations
|
Journal of Applied Econometrics
|
B
|
2
|
|
2022
|
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2021
|
Impulse response analysis for structural dynamic models with nonlinear regressors
|
Journal of Econometrics
|
A
|
4
|
|
2020
|
The uniform validity of impulse response inference in autoregressions
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?
|
Journal of Applied Econometrics
|
B
|
2
|
|
2019
|
Measuring global real economic activity: Do recent critiques hold up to scrutiny?
|
Economics Letters
|
C
|
1
|
|
2018
|
Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
|
The Energy Journal
|
B
|
3
|
|
2018
|
Modeling fluctuations in the global demand for commodities
|
Journal of International Money and Finance
|
B
|
2
|
|
2018
|
Special Issue "Energy Challenges in an Uncertain World" Editorial
|
The Energy Journal
|
B
|
3
|
|
2017
|
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
|
Journal of Applied Econometrics
|
B
|
3
|
|
2017
|
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
|
Journal of Applied Econometrics
|
B
|
4
|
|
2017
|
Impulse response matching estimators for DSGE models
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
The Impact of the Fracking Boom on Arab Oil Producers
|
The Energy Journal
|
B
|
1
|
|
2017
|
The Role of Oil Price Shocks in Causing U.S. Recessions
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2016
|
Lower Oil Prices and the U.S. Economy: Is This Time Different?
|
Brookings Papers on Economic Activity
|
B
|
2
|
|
2016
|
Understanding the Decline in the Price of Oil since June 2014
|
Journal of the Association of Environmental and Resource Economists
|
A
|
2
|
|
2016
|
Joint confidence sets for structural impulse responses
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2015
|
Comment
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2014
|
Are there gains from pooling real-time oil price forecasts?
|
Energy Economics
|
A
|
3
|
|
2014
|
Global biofuels: key to the puzzle of grain market behavior
|
Economic Policy
|
B
|
2
|
|
2014
|
WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
|
International Economic Review
|
B
|
2
|
|
2014
|
Quantifying the speculative component in the real price of oil: The role of global oil inventories
|
Journal of International Money and Finance
|
B
|
2
|
|
2014
|
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
|
Journal of Applied Econometrics
|
B
|
2
|
|
2013
|
Inference on impulse response functions in structural VAR models
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
The Role of Speculation in Oil Markets: What Have We Learned So Far?
|
The Energy Journal
|
B
|
3
|
|
2013
|
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2011
|
Real-Time Forecasts of the Real Price of Oil
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2011
|
The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas
|
Journal of Political Economy
|
S
|
2
|
|
2011
|
Estimating the effect of a gasoline tax on carbon emissions
|
Journal of Applied Econometrics
|
B
|
2
|
|
2011
|
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
|
Review of Economics and Statistics
|
A
|
2
|
|
2011
|
How Reliable Are Local Projection Estimators of Impulse Responses?
|
Review of Economics and Statistics
|
A
|
2
|
|
2010
|
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market
|
The Energy Journal
|
B
|
1
|
|
2009
|
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2009
|
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
|
American Economic Review
|
S
|
1
|
|
2009
|
Oil shocks and external balances
|
Journal of International Economics
|
A
|
3
|
|
2009
|
How sensitive are consumer expenditures to retail energy prices?
|
Journal of Monetary Economics
|
A
|
2
|
|
2008
|
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
|
Review of Economics and Statistics
|
A
|
1
|
|
2008
|
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2007
|
Quantifying the Risk of Deflation
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2006
|
On the selection of forecasting models
|
Journal of Econometrics
|
A
|
2
|
|
2006
|
NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005
|
Econometric Theory
|
B
|
1
|
|
2004
|
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
|
Journal of Econometrics
|
A
|
2
|
|
2003
|
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
|
Econometric Theory
|
B
|
2
|
|
2003
|
Why is it so difficult to beat the random walk forecast of exchange rates?
|
Journal of International Economics
|
A
|
2
|
|
2001
|
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
|
Journal of International Money and Finance
|
B
|
2
|
|
2000
|
How accurate are confidence intervals for impulse responses in large VAR models?
|
Economics Letters
|
C
|
2
|
|
1999
|
Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse Responses
|
Review of Economics and Statistics
|
A
|
1
|
|
1998
|
Small-Sample Confidence Intervals For Impulse Response Functions
|
Review of Economics and Statistics
|
A
|
1
|