Christiane Baumeister : Citation Profile


Are you Christiane Baumeister?

University of Notre Dame

17

H index

19

i10 index

881

Citations

RESEARCH PRODUCTION:

16

Articles

52

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 97
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 270.    Total self citations: 43 (4.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba832
   Updated: 2017-12-09    RAS profile: 2017-04-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kilian, Lutz (46)

Guérin, Pierre (4)

Peersman, Gert (3)

Liu, Philip (2)

Benati, Luca (2)

Hamilton, James (2)

mumtaz, haroon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christiane Baumeister.

Is cited by:

Kilian, Lutz (46)

GUPTA, RANGAN (43)

Filis, George (21)

Van Robays, Ine (20)

Peersman, Gert (19)

Alquist, Ron (18)

Mignon, Valérie (17)

Vespignani, Joaquin (16)

Wohar, Mark (16)

Ravazzolo, Francesco (15)

Degiannakis, Stavros (15)

Cites to:

Kilian, Lutz (135)

Peersman, Gert (17)

Murphy, Daniel (17)

Hamilton, James (15)

Alquist, Ron (13)

Kellogg, Ryan (12)

Watson, Mark (11)

Canova, Fabio (11)

Giannone, Domenico (10)

Reichlin, Lucrezia (10)

Pesaran, M (9)

Main data


Where Christiane Baumeister has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada13
CFS Working Paper Series / Center for Financial Studies (CFS)9
CESifo Working Paper Series / CESifo Group Munich7
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration3

Recent works citing Christiane Baumeister (2017 and 2016)


YearTitle of citing document
2016Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2016-04.

Full description at Econpapers || Download paper

2016Identification in Structural Models Linking Energy and Corn Commodity Markets. (2016). Pozo, Veronica F ; Bejan, Vladimir . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236055.

Full description at Econpapers || Download paper

2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232925.

Full description at Econpapers || Download paper

2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

Full description at Econpapers || Download paper

2016“The Distributive effects of conventional and unconventional monetary policies”. (2016). Davtyan, Karen . In: AQR Working Papers. RePEc:aqr:wpaper:201606.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

Full description at Econpapers || Download paper

2016Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig . In: Working Papers. RePEc:aze:wpaper:1601.

Full description at Econpapers || Download paper

2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Ellwanger, Reinhard ; Baumeister, Christiane . In: Staff Working Papers. RePEc:bca:bocawp:17-35.

Full description at Econpapers || Download paper

2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

Full description at Econpapers || Download paper

2017Evolución reciente y perspectivas del mercado de petróleo. (2017). Santabárbara, Daniel. In: Boletín Económico. RePEc:bde:joures:y:2017:i:9:d:aa:n:24.

Full description at Econpapers || Download paper

2016Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries. (2016). Galesi, Alessandro ; Burriel, Pablo. In: Working Papers. RePEc:bde:wpaper:1631.

Full description at Econpapers || Download paper

2016The bank lending channel of conventional and unconventional monetary policy. (2016). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1094_16.

Full description at Econpapers || Download paper

2016Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, M. In: Working papers. RePEc:bfr:banfra:607.

Full description at Econpapers || Download paper

2017Time-varying fiscal spending multipliers in the UK. (2017). Glocker, C ; Towbin, P ; Sestieri, G. In: Working papers. RePEc:bfr:banfra:643.

Full description at Econpapers || Download paper

2016Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:183-286.

Full description at Econpapers || Download paper

2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

Full description at Econpapers || Download paper

2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

Full description at Econpapers || Download paper

2017Did Negative Interest Rates Impact Bank Lending?. (2017). Molyneux, Phil ; Reghezza, Alessio ; Thornton, John ; Xie, Rue . In: Working Papers. RePEc:bng:wpaper:17002.

Full description at Econpapers || Download paper

2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

Full description at Econpapers || Download paper

2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

Full description at Econpapers || Download paper

2016Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e17.

Full description at Econpapers || Download paper

2017Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --. (2017). Kawamoto, Takuji ; Nakahama, Moe . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e10.

Full description at Econpapers || Download paper

2017Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --. (2017). Iwasaki, Yuto ; Sudo, Nao . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e11.

Full description at Econpapers || Download paper

2016Identifying conventional and unconventional monetary policy shocks: a latent threshold approach. (2016). Nakajima, Jouchi ; Kimura, Takeshi ; Takeshi, Kimura ; Jouchi, Nakajima . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:277-300:n:11.

Full description at Econpapers || Download paper

2016Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

Full description at Econpapers || Download paper

2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

Full description at Econpapers || Download paper

2016The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1605.

Full description at Econpapers || Download paper

2016OPEC vs US shale oil: Analyzing the shift to a market-share strategy. (2016). Ritz, Robert ; Behar, Alberto. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1623.

Full description at Econpapers || Download paper

2017Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1735.

Full description at Econpapers || Download paper

2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

Full description at Econpapers || Download paper

2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5723.

Full description at Econpapers || Download paper

2016The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743.

Full description at Econpapers || Download paper

2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5751.

Full description at Econpapers || Download paper

2016Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand. (2016). Kilian, Lutz ; Davis, Lucas ; Coglianese, John ; Stock, James H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5764.

Full description at Econpapers || Download paper

2016The European Central Banks QE: A New Hope. (2016). Wieladek, Tomasz ; Garcia, Antonio I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5946.

Full description at Econpapers || Download paper

2016Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6193.

Full description at Econpapers || Download paper

2016Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance. (2016). Van Robays, Ine ; Manescu, Cristiana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6242.

Full description at Econpapers || Download paper

2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets. (2017). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6380.

Full description at Econpapers || Download paper

2017Heterogeneous Consumers, Segmented Asset Markets, and the Real Effects of Monetary Policy. (2017). Enders, Zeno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6467.

Full description at Econpapers || Download paper

2016Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2016). Kirchner, Markus ; Fornero, Jorge ; Yany, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:773.

Full description at Econpapers || Download paper

2016Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

Full description at Econpapers || Download paper

2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11107.

Full description at Econpapers || Download paper

2016The European Central Banks QE: A new hope. (2016). Wieladek, Tomasz ; Pascual, Antonio Garcia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11309.

Full description at Econpapers || Download paper

2016Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11433.

Full description at Econpapers || Download paper

2016Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis. (2016). Sussman, Nathan ; Zohar, Osnat . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11535.

Full description at Econpapers || Download paper

2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

Full description at Econpapers || Download paper

2017How the Tight Oil Boom Has Changed Oil and Gasoline Markets. (2017). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11876.

Full description at Econpapers || Download paper

2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:6317.

Full description at Econpapers || Download paper

2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0026.

Full description at Econpapers || Download paper

2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2016). Rieth, Malte ; Hachula, Michael ; Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1596.

Full description at Econpapers || Download paper

2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

Full description at Econpapers || Download paper

2016On the link between current account and oil price fluctuations in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Joëts, Marc ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-35.

Full description at Econpapers || Download paper

2017Comparer les mesures non conventionnelles de la FED et de la BCE : ce que disent les bilans des banques centrales.. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-8.

Full description at Econpapers || Download paper

2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

Full description at Econpapers || Download paper

2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

Full description at Econpapers || Download paper

2017Unconventional monetary policy and the anchoring of inflation expectations. (2017). Ciccarelli, Matteo ; Montes-Galdon, Carlos ; Garcia, Juan Angel . In: Working Paper Series. RePEc:ecb:ecbwps:20171995.

Full description at Econpapers || Download paper

2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

Full description at Econpapers || Download paper

2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

Full description at Econpapers || Download paper

2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

Full description at Econpapers || Download paper

2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

Full description at Econpapers || Download paper

2016The Asymmetric Effects of Oil Price Shocks on the Canadian Economy. (2016). Wilmot, Neil ; Donayre, Luiggi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-4.

Full description at Econpapers || Download paper

2017Consequences of Oil and Food Price Shocks on the Ecuadorian Economy. (2017). Paladines, Jesser Roberto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-18.

Full description at Econpapers || Download paper

2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

Full description at Econpapers || Download paper

2016Forecasting the term structure of crude oil futures prices with neural networks. (2016). Baruník, Jozef ; Malinska, Barbora ; Barunik, Jozef . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379.

Full description at Econpapers || Download paper

2016Long run dynamic volatilities between OPEC and non-OPEC crude oil prices. (2016). Ghassan, Hassan ; Alhajhoj, Hassan Rafdan . In: Applied Energy. RePEc:eee:appene:v:169:y:2016:i:c:p:384-394.

Full description at Econpapers || Download paper

2017Characterization of input uncertainties in strategic energy planning models. (2017). Moret, Stefano ; Marechal, Franois ; Bierlaire, Michel ; Girones, Victor Codina . In: Applied Energy. RePEc:eee:appene:v:202:y:2017:i:c:p:597-617.

Full description at Econpapers || Download paper

2016Global food prices and monetary policy in an emerging market economy: The case of India. (2016). Mallick, Sushanta ; Holtemöller, Oliver ; Holtemoller, Oliver. In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:56-70.

Full description at Econpapers || Download paper

2016Is the US quantitative easing more effective than Chinas? A second thought. (2016). Deng, Kaihua ; Todd, Walker . In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2017Price volatility and demand for oil: A comparative analysis of developed and developing countries. (2017). Jamasb, Tooraj ; Jobling, Andrew . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:53:y:2017:i:c:p:96-113.

Full description at Econpapers || Download paper

2016Cyclical fiscal rules for oil-exporting countries. (2016). Snudden, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:473-483.

Full description at Econpapers || Download paper

2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area. (2017). MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:82-96.

Full description at Econpapers || Download paper

2016Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets. (2016). Hegerty, Scott. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:23-37.

Full description at Econpapers || Download paper

2017Oil and the economy: A systematic review of the literature for ecological economists. (2017). Kallis, Giorgos ; Sager, Jalel . In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:561-571.

Full description at Econpapers || Download paper

2016A topological view on the identification of structural vector autoregressions. (2016). Neusser, Klaus. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:107-111.

Full description at Econpapers || Download paper

2016Co-movements between crude oil and food prices: A post-commodity boom perspective. (2016). Lucotte, Yannick. In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:142-147.

Full description at Econpapers || Download paper

2017Explaining the time-varying effects of oil market shocks on US stock returns. (2017). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia ; Guerin, Pierre . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88.

Full description at Econpapers || Download paper

2017Inventory shocks and the oil–ethanol–grain price nexus. (2017). Plante, Michael ; Dhaliwal, Navi . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:58-60.

Full description at Econpapers || Download paper

2017Second-round effects after oil-price shocks: Evidence for the euro area and Germany. (2017). Enders, Almira. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:208-213.

Full description at Econpapers || Download paper

2016Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348.

Full description at Econpapers || Download paper

2017The impact of monetary policy on inequality in the UK. An empirical analysis. (2017). Mumtaz, Haroon ; Theophilopoulou, Angeliki . In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:410-423.

Full description at Econpapers || Download paper

2016Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Dufour, Jean-Marie ; Zhang, Hui Jun ; Galbraith, John W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120.

Full description at Econpapers || Download paper

2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

2016Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. (2016). Baum, Christopher ; Zerilli, Paola . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:175-181.

Full description at Econpapers || Download paper

2016Who pays and who gains from fuel policies in Brazil?. (2016). Zilberman, David ; Nuñez, Hector ; Nuez, Hector M ; Khanna, Madhu . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:133-143.

Full description at Econpapers || Download paper

2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

Full description at Econpapers || Download paper

2016Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

Full description at Econpapers || Download paper

2016Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

Full description at Econpapers || Download paper

2016Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach. (2016). Naser, Hanan. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:75-87.

Full description at Econpapers || Download paper

2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

Full description at Econpapers || Download paper

2016How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399.

Full description at Econpapers || Download paper

2016Explosive oil prices. (2016). Gronwald, Marc . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:1-5.

Full description at Econpapers || Download paper

2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

Full description at Econpapers || Download paper

2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

Full description at Econpapers || Download paper

2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

Full description at Econpapers || Download paper

2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

Full description at Econpapers || Download paper

2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

Full description at Econpapers || Download paper

2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

Full description at Econpapers || Download paper

2017Oil price shocks and Chinas economy: Reactions of the monetary policy to oil price shocks. (2017). GUPTA, RANGAN ; Hyun, Jun Seog ; Hammoudeh, Shawkat ; Kim, Won Joong . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:61-69.

Full description at Econpapers || Download paper

2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2017OPEC vs US shale: Analyzing the shift to a market-share strategy. (2017). Ritz, Robert ; Behar, Alberto . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:185-198.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Christiane Baumeister:


YearTitleTypeCited
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article173
2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 173
paper
2009Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 173
paper
2008Time-Varying Effects of Oil Supply Shocks on the US Economy.(2008) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 173
paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article21
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
[Full Text][Citation analysis]
article1
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper44
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
article
2011The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market In: Staff Working Papers.
[Full Text][Citation analysis]
paper122
2013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]
paper20
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]
paper12
2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound In: Staff Working Papers.
[Full Text][Citation analysis]
paper101
2013Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound.(2013) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
[Full Text][Citation analysis]
paper25
2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
[Full Text][Citation analysis]
paper24
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
[Full Text][Citation analysis]
paper33
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]
paper22
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]
paper11
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper7
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article2
2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
[Full Text][Citation analysis]
paper17
2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper52
2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound In: Working Paper Series.
[Full Text][Citation analysis]
paper53
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]
paper26
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area In: Discussion Papers.
[Full Text][Citation analysis]
paper24
2010The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume.
[Full Text][Citation analysis]
chapter45
2009The Economic Consequences of Oil Shocks: Differences Across Countries and Time.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
paper
2010Sources of the Volatility Puzzle in the Crude Oil Market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
paper33

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team