Xiaoqing Zhou

Federal Reserve Banks - Federal Reserve Bank of Dallas

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

SCHOLARLY PAPERS

16

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1,117

SSRN CITATIONS
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Top 4,799

in Total Papers Citations

199

CROSSREF CITATIONS

88

Scholarly Papers (16)

1.
Downloads 93 (105,443)
Citation 19

Oil Prices, Exchange Rates and Interest Rates

FRB of Dallas Working Paper No. 1914
Number of pages: 45 Posted: 02 Dec 2019
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 47 (495,530)
Citation 3

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Exchange rate, interest rate, oil price, global real activity, commodity, carry trade

Oil Prices, Exchange Rates and Interest Rates

CFS Working Paper, No. 646, 2020
Number of pages: 46 Posted: 08 Jan 2021
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 45 (504,840)
Citation 8

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Exchange rate; market rate of interest; oil price; global real activity; commodity

Oil Prices, Exchange Rates and Interest Rates

CEPR Discussion Paper No. DP13478
Number of pages: 57 Posted: 28 Jan 2019
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (822,985)
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carry trade, commodity, Exchange rate, global real activity, interest rate, oil price

2.
Downloads 228 (166,905)
Citation 1

The Econometrics of Oil Market VAR Models

CESifo Working Paper No. 8153
Number of pages: 63 Posted: 11 Mar 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 203 (185,975)

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identification, model specification, elasticity, Bayesian estimation, structural VAR, instruments, textual analysis

The Econometrics of Oil Market VAR Models

FRB of Dallas Working Paper No. 2006
Number of pages: 63 Posted: 04 May 2020 Last Revised: 07 May 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 25 (619,303)
Citation 1

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Oil supply elasticity, structural VAR, IV estimation, oil demand elasticity

The Econometrics of Oil Market VAR Models

CEPR Discussion Paper No. DP14460
Number of pages: 64 Posted: 03 Mar 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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Bayesian estimation, Elasticity, identification, Model specification, structural VAR, textual analysis

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

CFS Working Paper, No. 606, 2018
Number of pages: 56 Posted: 19 Nov 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 105 (317,365)
Citation 5

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House price; regional heterogeneity; oil price; redistribution; resource boom; regional propagation, Canada

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

CESifo Working Paper Series No. 7005
Number of pages: 48 Posted: 08 Jul 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 21 (649,058)

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House Price, Regional Heterogeneity, Oil Price, Redistribution, Resource Boom, Canada

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

FRB of Dallas Working Paper No. 1909
Number of pages: 55 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 3 (798,875)

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House price, regional heterogeneity, oil price, redistribution, resource boom, regional propagation, Canada

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

CEPR Discussion Paper No. DP12845
Number of pages: 49 Posted: 12 Apr 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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Canada, Housing, oil price, redistribution, regional heterogeneity, resource boom

4.

Multiplier Effects of Federal Disaster-Relief Spending: Evidence from U.S. States and Households

Number of pages: 41 Posted: 09 Mar 2017 Last Revised: 17 Nov 2017
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 101 (323,622)

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Disaster-Relief Spending; Consumption; Employment; Multiplier Effect

A Quantitative Evaluation of the Housing Provident Fund Program in China

Number of pages: 42 Posted: 14 Apr 2017 Last Revised: 02 Mar 2020
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 84 (366,835)

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Public Policy, Housing Provident Fund, Policy Evaluation, China, Life-cycle Model, Homeownership

A Quantitative Evaluation of the Housing Provident Fund Program in China

FRB of Dallas Working Paper No. 2008
Number of pages: 43 Posted: 04 May 2020 Last Revised: 07 May 2020
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (822,985)

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Life-cycle model, Public policy, Homeownership, Policy evaluation, Housing Provident Fund, China

6.

How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers

Number of pages: 57 Posted: 29 May 2019 Last Revised: 23 Dec 2019
Katya Kartashova and Xiaoqing Zhou
Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 71 (400,181)

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Mortgage Rate Refinancing, Household Balance Sheets, Consumption, Consumer Expectations, Mortgage Contract Rigidity, Monetary Policy

Modeling Fluctuations in the Global Demand for Commodities

CESifo Working Paper Series No. 6749
Number of pages: 63 Posted: 18 Jan 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 63 (431,787)
Citation 39

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commodity market, demand, real economic activity, global economy, oil price, international business, cycle, leading indicators

Modeling Fluctuations in the Global Demand for Commodities

CEPR Discussion Paper No. DP12357
Number of pages: 63 Posted: 09 Oct 2017
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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Citation 11
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Commodity market, demand, global economy, international business cycle, leading indicators, oil price, real economic activity

A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

CFS Working Paper, No. 648, 2020
Number of pages: 34 Posted: 28 Feb 2021
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 35 (555,892)
Citation 3

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Shipping, VLCC, crude oil, bunker fuel, tanker, voyage, time charter, profits, exports, passthrough.

A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

FRB of Dallas Working Paper No. 2015
Number of pages: 32 Posted: 23 May 2020
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 21 (649,058)

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Shipping, VLCC, crude oil, bunker fuel, tanker, voyage, time charter, profits, exports, passthrough

A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

CESifo Working Paper No. 8332
Number of pages: 33 Posted: 05 Jun 2020
Lutz Kilian, Nikos Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 5 (781,403)

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shipping, VLCC, crude oil, bunker fuel, tanker, voyage, time charter, profits, exports, passthrough

A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

CEPR Discussion Paper No. DP14798
Number of pages: 34 Posted: 28 May 2020
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
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bunker fuel, crude oil, exports, Pass-Through, profits, shipping, tanker, time charter, VLCC, voyage

Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

CFS Working Paper, No. 647, 2020
Number of pages: 42 Posted: 08 Jan 2021
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 25 (619,303)
Citation 2

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SPR, crude oil, oil inventories, storage, expectations, policy intervention, fiscal policy

Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

CESifo Working Paper No. 7753
Number of pages: 54 Posted: 26 Jul 2019
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 18 (672,479)

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SPR, crude oil, oil inventories, storage, expectations, policy intervention, fiscal policy

Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

FRB of Dallas Working Paper No. 1916
Number of pages: 39 Posted: 13 May 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 10 (738,540)
Citation 4

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crude oil, expectations, oil inventories, storage, policy intervention, SPR, fiscal policy

Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

CEPR Discussion Paper No. DP13849
Number of pages: 55 Posted: 30 Jul 2019
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (822,985)
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counterfactual, crude oil, Expectations, Fiscal policy, oil inventories, Policy intervention, SPR, Storage

Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

CFS Working Paper, No. 645, 2020
Number of pages: 38 Posted: 08 Jan 2021
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 31 (579,151)
Citation 1

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Inflation, expectations, anchor, missing disinflation, oil price, gasoline price, household survey

Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

FRB of Dallas Working Paper No. 2025
Number of pages: 37 Posted: 19 Aug 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 11 (730,179)

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household survey, Inflation, anchor, oil price, missing disinflation, gasoline price, expectations

Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

CESifo Working Paper No. 8516
Number of pages: 37 Posted: 28 Aug 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 7 (764,275)

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inflation, expectations, anchor, missing disinflation, oil price, gasoline price, household survey

Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

CEPR Discussion Paper No. DP15168
Number of pages: 38 Posted: 18 Aug 2020
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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anchor, Expectations, gasoline price, Household survey, inflation, missing disinflation, oil price

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

CESifo Working Paper Series No. 6369
Number of pages: 38 Posted: 27 Mar 2017
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 42 (519,184)

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stimulus, oil price decline, discretionary income effect, expenditure share, gasoline, net oil imports

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

CEPR Discussion Paper No. DP11868
Number of pages: 40 Posted: 02 Mar 2017
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (822,985)
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discretionary income effect, expenditure share, gasoline, net oil imports, oil price decline, Stimulus

Mortgage Borrowing and the Boom-Bust Cycle in Consumption and Residential Investment

Number of pages: 70 Posted: 17 Oct 2016 Last Revised: 02 Mar 2021
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 40 (529,232)
Citation 3

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Mortgage Borrowing, Consumption, Residential Investment, House Prices, Mortgage Rates, Credit Supply, Business Cycle

Mortgage Borrowing and the Boom-Bust Cycle in Consumption and Residential Investment

FRB of Dallas Working Paper No. 2103
Number of pages: 71 Posted: 14 May 2021
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
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13.
Downloads 39 (523,070)
Citation 18

Refining the Workhorse Oil Market Model

Number of pages: 19 Posted: 08 Feb 2019 Last Revised: 18 Nov 2019
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 35 (555,892)

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Oil Market; Global Real Activity; Structural VAR; Narrative Sign Restrictions; Identification; Bayesian Inference

Refining the Workhorse Oil Market Model

FRB of Dallas Working Paper No. 1910
Number of pages: 20 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4 (789,894)
Citation 18

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Oil market, global real activity, structural VAR, narrative sign restrictions, identification, Bayesian inference

Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment

CESifo Working Paper Series No. 7166
Number of pages: 32 Posted: 11 Oct 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 33 (567,308)

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oil market models, structural VAR, identification, oil supply elasticity

Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment

CEPR Discussion Paper No. DP13068
Number of pages: 33 Posted: 31 Jul 2018
Lutz Kilian and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
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Oil market models, oil supply elasticity, structural VAR. identification

Container Trade and the U.S. Recovery

CESifo Working Paper No. 9154
Number of pages: 40 Posted: 01 Jul 2021
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 22 (641,533)

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Container Trade and the U.S. Recovery

FRB of Dallas Working Paper No. 2108
Number of pages: 40 Posted: 09 Jul 2021
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 6 (772,882)

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Container Trade and the U.S. Recovery

CEPR Discussion Paper No. DP16277
Number of pages: 41 Posted: 14 Jul 2021
Lutz Kilian, Nikos K. Nomikos and Xiaoqing Zhou
Federal Reserve Banks - Federal Reserve Bank of Dallas, Cass Business School, City University London and Federal Reserve Banks - Federal Reserve Bank of Dallas
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16.

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

CEPR Discussion Paper No. DP9572
Number of pages: 40 Posted: 24 Jul 2013
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0 (803,862)
Citation 2
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acquisition cost, crack spread, forecast accuracy, futures, oil price, real-time data, refined products, WTI