| Review of 'New Introduction to multiple time series analysis', by Helmut Lütkepohl, Springer, 2005 L Kilian Econometric Theory 22 (5), 961-967, 2006 | 10709 | 2006 |
| Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market L Kilian American economic review 99 (3), 1053-1069, 2009 | 5804 | 2009 |
| The impact of oil price shocks on the US stock market L Kilian, C Park International economic review 50 (4), 1267-1287, 2009 | 2800 | 2009 |
| Oil and the macroeconomy since the 1970s RB Barsky, L Kilian Journal of Economic Perspectives 18 (4), 115-134, 2004 | 2167 | 2004 |
| The role of inventories and speculative trading in the global market for crude oil L Kilian, DP Murphy Journal of Applied econometrics 29 (3), 454-478, 2014 | 1879 | 2014 |
| The economic effects of energy price shocks L Kilian Journal of economic literature 46 (4), 871-909, 2008 | 1854 | 2008 |
| Structural vector autoregressive analysis L Kilian, H Lütkepohl Cambridge University Press, 2017 | 1707 | 2017 |
| Exogenous oil supply shocks: How big are they and how much do they matter for the US economy? L Kilian Review of Economics and Statistics 90 (2), 216-240, 2008 | 1322 | 2008 |
| Small-sample confidence intervals for impulse response functions L Kilian Review of Economics and Statistics 80 (2), 218-230, 1998 | 1267 | 1998 |
| Do we really know that oil caused the great stagflation? A monetary alternative RB Barsky, L Kilian NBER Macroeconomics Annual 16, 137-183, 2001 | 1226 | 2001 |
| Why is it so difficult to beat the random walk forecast of exchange rates? L Kilian, MP Taylor Journal of International Economics 60 (1), 85-107, 2003 | 1221 | 2003 |
| What do we learn from the price of crude oil futures? R Alquist, L Kilian Journal of Applied Econometrics 25 (4), 539-573, 2010 | 989 | 2010 |
| In-sample or out-of-sample tests of predictability: Which one should we use? A Inoue, L Kilian Econometric Reviews 23 (4), 371-402, 2005 | 917 | 2005 |
| Are the responses of the US economy asymmetric in energy price increases and decreases? L Kilian, RJ Vigfusson Quantitative Economics 2 (3), 419-453, 2011 | 845* | 2011 |
| Forty years of oil price fluctuations: Why the price of oil may still surprise us C Baumeister, L Kilian Journal of Economic Perspectives 30 (1), 139-160, 2016 | 833 | 2016 |
| How sensitive are consumer expenditures to retail energy prices? P Edelstein, L Kilian Journal of Monetary Economics 56 (6), 766-779, 2009 | 812* | 2009 |
| Forecasting the price of oil R Alquist, L Kilian, RJ Vigfusson Handbook of Economic Forecasting 2, 427-507, 2013 | 779 | 2013 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form S Gonçalves, L Kilian Journal of econometrics 123 (1), 89-120, 2004 | 761 | 2004 |
| Why agnostic sign restrictions are not enough: Understanding the dynamics of oil market VAR models L Kilian, DP Murphy Journal of the European Economic Association 10 (5), 1166-1188, 2012 | 745 | 2012 |
| A practitioner's guide to lag order selection for VAR impulse response analysis V Ivanov, L Kilian Studies in Nonlinear Dynamics & Econometrics 9 (1), 2005 | 735* | 2005 |
