Concepedia

Lutz Kilian

LK

Statistics

Publications

163

Citations

25.7K

H-Index

72

Active since

1996

Affiliations

University of Michigan(Current)

Federal Reserve Bank of Dallas

Centre for Economic Policy Research

Center for Economic and Policy Research

Federal Reserve

Lutz Kilian is an author at University of Michigan specializing in economics, econometrics, and social sciences.

Publications per year

1996–2024

162

Publications

163

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*

Lutz Kilian, Cheolbeom Park · International Economic Review · 2009 · 1.8K citations

Agriculture, Economics, Natural Resource Economics +17

THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

Lutz Kilian, Daniel Murphy · Journal of Applied Econometrics · 2013 · 1.4K citations · Full text

Social Sciences, Economics, Natural Resource Economics +16

Oil and the Macroeconomy Since the 1970s

Robert Barsky, Lutz Kilian · The Journal of Economic Perspectives · 2004 · 1.1K citations

Social Sciences, Economics, Macroeconomics +13

Small-sample Confidence Intervals for Impulse Response Functions

Lutz Kilian · The Review of Economics and Statistics · 1998 · 940 citations

Social Sciences, Economics, Econometrics +16

Why is it so difficult to beat the random walk forecast of exchange rates?

Lutz Kilian, Mark P. Taylor · Journal of International Economics · 2003 · 787 citations

Business, Economics, Finance +12

1–5 of 163