Lutz Kilian

27.8k total citations · 7 hit papers
213 papers, 17.8k citations indexed

About

Lutz Kilian is a scholar working on Economics and Econometrics, Renewable Energy, Sustainability and the Environment and General Economics, Econometrics and Finance. According to data from OpenAlex, Lutz Kilian has authored 213 papers receiving a total of 17.8k indexed citations (citations by other indexed papers that have themselves been cited), including 169 papers in Economics and Econometrics, 111 papers in Renewable Energy, Sustainability and the Environment and 109 papers in General Economics, Econometrics and Finance. Recurrent topics in Lutz Kilian's work include Market Dynamics and Volatility (156 papers), Monetary Policy and Economic Impact (97 papers) and Energy, Environment, and Transportation Policies (85 papers). Lutz Kilian is often cited by papers focused on Market Dynamics and Volatility (156 papers), Monetary Policy and Economic Impact (97 papers) and Energy, Environment, and Transportation Policies (85 papers). Lutz Kilian collaborates with scholars based in United States, United Kingdom and Canada. Lutz Kilian's co-authors include Christiane Baumeister, Cheolbeom Park, Robert Barsky, Daniel Murphy, Robert J. Vigfusson, Atsushi Inoue, Mark P. Taylor, Helmut Lütkepohl, Xiaoqing Zhou and Śılvia Gonçalves and has published in prestigious journals such as Journal of the American Statistical Association, American Economic Review and Econometrica.

In The Last Decade

Lutz Kilian

204 papers receiving 16.7k citations

Hit Papers

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MAR... 1998 2026 2007 2016 2009 2013 2004 1998 2017 400 800 1.2k

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Lutz Kilian United States 61 15.6k 9.3k 7.5k 3.1k 1.2k 213 17.8k
Rangan Gupta South Africa 71 19.7k 1.3× 6.4k 0.7× 3.8k 0.5× 5.9k 1.9× 1.6k 1.4× 776 21.9k
Gary Koop United Kingdom 46 8.4k 0.5× 5.0k 0.5× 1.0k 0.1× 3.2k 1.0× 1.5k 1.3× 185 11.1k
Serena Ng United States 43 11.3k 0.7× 8.5k 0.9× 1.3k 0.2× 5.4k 1.8× 1.1k 0.9× 91 14.9k
Shawkat Hammoudeh United States 74 15.2k 1.0× 4.6k 0.5× 4.6k 0.6× 4.5k 1.5× 718 0.6× 298 16.7k
Eric Zivot United States 21 8.3k 0.5× 5.2k 0.6× 1.9k 0.2× 2.7k 0.9× 366 0.3× 54 10.0k
Katarina Jusélius Denmark 23 11.5k 0.7× 8.8k 1.0× 2.0k 0.3× 4.2k 1.4× 389 0.3× 69 14.7k
Elie Bouri Lebanon 76 17.7k 1.1× 2.2k 0.2× 3.0k 0.4× 5.7k 1.9× 1.1k 0.9× 341 19.5k
Éric Ghysels United States 51 8.3k 0.5× 4.4k 0.5× 485 0.1× 8.6k 2.8× 1.4k 1.2× 240 12.4k
Aviral Kumar Tiwari India 66 15.4k 1.0× 2.9k 0.3× 4.8k 0.6× 3.4k 1.1× 762 0.6× 561 17.7k
Mark E. Wohar United States 45 6.2k 0.4× 3.3k 0.4× 937 0.1× 3.0k 1.0× 521 0.4× 296 7.3k

Countries citing papers authored by Lutz Kilian

Since Specialization
Citations

This map shows the geographic impact of Lutz Kilian's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lutz Kilian with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lutz Kilian more than expected).

Fields of papers citing papers by Lutz Kilian

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lutz Kilian. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lutz Kilian. The network helps show where Lutz Kilian may publish in the future.

Co-authorship network of co-authors of Lutz Kilian

This figure shows the co-authorship network connecting the top 25 collaborators of Lutz Kilian. A scholar is included among the top collaborators of Lutz Kilian based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lutz Kilian. Lutz Kilian is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kilian, Lutz. (2024). How to construct monthly VAR proxies based on daily surprises in futures markets. Journal of Economic Dynamics and Control. 168. 104966–104966. 4 indexed citations
2.
Kilian, Lutz, et al.. (2024). Geopolitical Oil Price Risk and Economic Fluctuations. Federal Reserve Bank of Dallas, Working Papers. 2024(2403). 1 indexed citations
3.
Kilian, Lutz & Xiaoqing Zhou. (2023). A broader perspective on the inflationary effects of energy price shocks. Energy Economics. 125. 106893–106893. 28 indexed citations
6.
Kilian, Lutz, et al.. (2022). Macroeconomic Response to Uncertainty Shocks: The Perils of Recursive Orderings. Federal Reserve Bank of Dallas, Working Papers. 2022(2223). 1 indexed citations
7.
Baumeister, Christiane & Lutz Kilian. (2016). Understanding the Decline in the Price of Oil since June 2014. Journal of the Association of Environmental and Resource Economists. 3(1). 131–158. 165 indexed citations
8.
Kilian, Lutz & Thomas K. Lee. (2013). Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. SSRN Electronic Journal. 9 indexed citations
9.
Kilian, Lutz & Robert J. Vigfusson. (2012). Do Oil Prices Help Forecast U.S. Real GDP?: The Role of Nonlinearities and Asymmetries. International Finance Discussion Paper. 2012.0(1050). 1–35. 5 indexed citations
10.
Hicks, Bruce L. & Lutz Kilian. (2009). Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?. SSRN Electronic Journal. 27 indexed citations
11.
Kilian, Lutz, et al.. (2009). Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models. SSRN Electronic Journal. 14 indexed citations
12.
Kilian, Lutz. (2008). Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market. SSRN Electronic Journal. 3 indexed citations
13.
14.
Davis, Lucas W. & Lutz Kilian. (2007). The Allocative Cost of Price Ceilings: Lessons to be Learned from the U.S. Residential Market for Natural Gas. RePEc: Research Papers in Economics. 1 indexed citations
15.
Kilian, Lutz & Simone Manganelli. (2007). The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan. SSRN Electronic Journal. 7 indexed citations
16.
Kilian, Lutz, et al.. (2007). Retail Energy Prices and Consumer Expenditures. SSRN Electronic Journal. 43 indexed citations
17.
Gonçalves, Śılvia & Lutz Kilian. (2007). Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity. Econometric Reviews. 26(6). 609–641. 79 indexed citations
18.
Inoue, Atsushi & Lutz Kilian. (2005). How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation. SSRN Electronic Journal. 43 indexed citations
19.
Inoue, Atsushi & Lutz Kilian. (2004). Bagging Time Series Models. SSRN Electronic Journal. 11 indexed citations
20.
Kilian, Lutz. (1998). Confidence intervals for impulse responses under departures from normality. Econometric Reviews. 17(1). 1–29. 51 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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