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Lutz Kilian

Vice President, Head of Energy Group · Federal Reserve Bank of Dallas

Vice President and Head of the Energy Group at the Federal Reserve Bank of Dallas, and Director of its Center for Energy and the Economy. Research covers oil markets, energy economics, VAR econometrics and the macroeconomic effects of energy price shocks.

2 papers tracked 2 classics ⌁ Follow this author

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Published Classic Journal of Econometrics Published Dec 2022

Joint Bayesian inference about impulse responses in VAR models

Atsushi Inoue · Lutz Kilian

This 2022 Journal of Econometrics paper by Atsushi Inoue and Lutz Kilian develops a Bayesian decision-theoretic framework for reporting inference about an entire vector of structural VAR impulse …

Structural Var

Published Classic Journal of Economic Literature Published Nov 2008

The Economic Effects of Energy Price Shocks

Lutz Kilian

This 2008 Journal of Economic Literature survey reviews the methodological developments that, in the author's view, have overturned the older consensus that oil and energy price shocks are simply …

Oil Shocks Structural Var Supply Shocks Household Consumption Free Read ↗