Authors:
Coglianese, John
Davis, Lucas W.
Kilian, Lutz
Stock, James H.
Citation: Coglianese, John et al., Anticipation, tax avoidance, and the price elasticity of gasoline demand, Journal of applied econometrics , 32(1), 2017, pp. 1-15
Citation: Kilian, Lutz et Zha, Tao, Quantifying the uncertainty about the half-life of deviations from PPP, Journal of applied econometrics , 17(2), 2002, pp. 107-125
Authors:
Baumeister, Christiane
Kilian, Lutz
Lee, Thomas K.
Citation: Baumeister, Christiane et al., Inside the crystal ball: new approaches to predicting the gasoline price at the pump., Journal of applied econometrics , 32(2), 2017, pp. 275-295
Citation: Kilian, Lutz et P. Murphy, Daniel, The role of inventories and speculative trading in the global market for crude oil, Journal of applied econometrics , 29(3), 2014, pp. 454-478
Citation: Alquist, Ron et Kilian, Lutz, What do we learn from the price of crude oil futures?, Journal of applied econometrics , 25(4), 2010, pp. 539-573
Citation: Goncalves, Silvia et Kilian, Lutz, Asymptotic and bootstrap inference for AR(.) processes with conditional heteroskedasticity, Econometric reviews , 26(6), 2007, pp. 609-641
Citation: W. Davis, Lucas et Kilian, Lutz, Estimating the effect of a gasoline tax on carbon emissions, Journal of applied econometrics , 26(7), 2011, pp. 1187-1214