Christiane Baumeister : Citation Profile


Are you Christiane Baumeister?

University of Notre Dame

22

H index

29

i10 index

2375

Citations

RESEARCH PRODUCTION:

24

Articles

83

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 182
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 567.    Total self citations: 70 (2.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba832
   Updated: 2022-05-14    RAS profile: 2021-12-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kilian, Lutz (21)

Hamilton, James (11)

Guérin, Pierre (5)

Leiva-Leon, Danilo (5)

Sims, Eric (5)

Zhou, Xiaoqing (4)

Korobilis, Dimitris (4)

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

Is cited by:

GUPTA, RANGAN (98)

Kilian, Lutz (79)

Filis, George (49)

Wang, Yudong (49)

Degiannakis, Stavros (41)

Peersman, Gert (33)

Vespignani, Joaquin (26)

Wohar, Mark (25)

Cross, Jamie (25)

Mignon, Valérie (25)

Pesaran, M (23)

Cites to:

Kilian, Lutz (171)

Peersman, Gert (39)

Hamilton, James (33)

Murphy, Daniel (21)

Canova, Fabio (20)

Giannone, Domenico (18)

Zha, Tao (16)

Benati, Luca (16)

Zhou, Xiaoqing (15)

mumtaz, haroon (15)

Watson, Mark (15)

Main data


Where Christiane Baumeister has published?


Journals with more than one article published# docs
Journal of International Money and Finance2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada15
CESifo Working Paper Series / CESifo13
CFS Working Paper Series / Center for Financial Studies (CFS)9
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration3
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Christiane Baumeister (2021 and 2020)


YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

Full description at Econpapers || Download paper

2020Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/101.

Full description at Econpapers || Download paper

2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

Full description at Econpapers || Download paper

2022Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877.

Full description at Econpapers || Download paper

2020Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031.

Full description at Econpapers || Download paper

2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith. (2021). Nicolini, Juan Pablo ; Hevia, Constantino ; Ayres, Joao. In: Working Papers. RePEc:aoz:wpaper:89.

Full description at Econpapers || Download paper

2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

Full description at Econpapers || Download paper

2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

Full description at Econpapers || Download paper

2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

Full description at Econpapers || Download paper

2020A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07276.

Full description at Econpapers || Download paper

2021New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693.

Full description at Econpapers || Download paper

2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage. (2021). Pesaran, Hashem M ; Laudati, Dario. In: Papers. RePEc:arx:papers:2110.09400.

Full description at Econpapers || Download paper

2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

Full description at Econpapers || Download paper

2021Regime Switching Entropic Risk Measures on Crude Oil Pricing. (2021). Elliott, Robert J ; Seck, Babacar . In: Papers. RePEc:arx:papers:2112.13041.

Full description at Econpapers || Download paper

2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

Full description at Econpapers || Download paper

2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

Full description at Econpapers || Download paper

2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

Full description at Econpapers || Download paper

2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

Full description at Econpapers || Download paper

2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

Full description at Econpapers || Download paper

2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

Full description at Econpapers || Download paper

2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alvarez, Irma Alonso. In: Working Papers. RePEc:bde:wpaper:2006.

Full description at Econpapers || Download paper

2021Endogenous time variation in vector autoregressions. (2021). Leiva-Leon, Danilo ; Uzeda, Luis. In: Working Papers. RePEc:bde:wpaper:2108.

Full description at Econpapers || Download paper

2021Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21.

Full description at Econpapers || Download paper

2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

Full description at Econpapers || Download paper

2020Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas. (2020). Cardenas-Cardenas, Julian Alonso ; Gonzalez, Eliana R ; Caicedo-Garcia, Edgar. In: Borradores de Economia. RePEc:bdr:borrec:1109.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

Full description at Econpapers || Download paper

2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

Full description at Econpapers || Download paper

2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

Full description at Econpapers || Download paper

2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

Full description at Econpapers || Download paper

2021Drivers of food price in China: A heterogeneous panel SVAR approach. (2021). Xu, Juan ; Wu, Xiangjun. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:67-79.

Full description at Econpapers || Download paper

2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

Full description at Econpapers || Download paper

2021Prices for a second?generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities. (2021). Luckert, Martin ; Hauer, Grant ; Qiu, Feng ; McKnight, Curtis. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:3:p:337-351.

Full description at Econpapers || Download paper

2022Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.

Full description at Econpapers || Download paper

2021External shocks and enterprises dynamic capabilities in a time of regional distress. (2021). , Marte ; Kvitastein, Olav Andreas ; Aarstad, Jarle. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:4:p:2342-2363.

Full description at Econpapers || Download paper

2021The risk?taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies. (2021). Kim, David ; Huh, Hyeonseung . In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:3:p:313-331.

Full description at Econpapers || Download paper

2022Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233.

Full description at Econpapers || Download paper

2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

Full description at Econpapers || Download paper

2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

Full description at Econpapers || Download paper

2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

Full description at Econpapers || Download paper

2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

Full description at Econpapers || Download paper

2022Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20.

Full description at Econpapers || Download paper

2021Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:2:p:204-227.

Full description at Econpapers || Download paper

2020Effect of foreign exchange intervention: The case of Korea. (2020). Kim, Youngmin ; Lee, Seojin. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:5:p:641-659.

Full description at Econpapers || Download paper

2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

Full description at Econpapers || Download paper

2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

Full description at Econpapers || Download paper

2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

Full description at Econpapers || Download paper

2020Inflation expectations and the pass-through of oil prices. (2020). Bjørnland, Hilde ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0086.

Full description at Econpapers || Download paper

2021OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096.

Full description at Econpapers || Download paper

2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

Full description at Econpapers || Download paper

2021The Price Responsiveness of Shale Producers: Evidence From Micro Data. (2021). Gundersen, Thomas ; Bjørnland, Hilde ; Bjornland, Hilde C ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0101.

Full description at Econpapers || Download paper

2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

Full description at Econpapers || Download paper

2020The central bank balance sheet as a policy tool: past, present and future. (2020). Harrison, Richard ; Bailey, Andrew ; Mankodi, Aakash ; Jones, Josh ; Bridges, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0899.

Full description at Econpapers || Download paper

2021The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957.

Full description at Econpapers || Download paper

2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

Full description at Econpapers || Download paper

2022Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968.

Full description at Econpapers || Download paper

2020The global effects of Covid-19-induced uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_011.

Full description at Econpapers || Download paper

2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

Full description at Econpapers || Download paper

2022Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003.

Full description at Econpapers || Download paper

2021The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2.

Full description at Econpapers || Download paper

2020Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3.

Full description at Econpapers || Download paper

2020Fiscal policy uncertainty and US output. (2020). Popiel, Michal ; Ksawery, Popiel Michal. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:5.

Full description at Econpapers || Download paper

2020Combining sign and parametric restrictions in SVARs by utilising Givens rotations. (2020). Huh, Hyeon-seung ; Hyeon-Seung, Huh ; Lance, Fisher. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:19:n:6.

Full description at Econpapers || Download paper

2020The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1.

Full description at Econpapers || Download paper

2021Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86.

Full description at Econpapers || Download paper

2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

Full description at Econpapers || Download paper

2020The Global Effects of Covid-19-Induced Uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8280.

Full description at Econpapers || Download paper

2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558.

Full description at Econpapers || Download paper

2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8567.

Full description at Econpapers || Download paper

2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

Full description at Econpapers || Download paper

2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy and Inflation in the U.S.: How Much Inflation was Missing?. (2020). Torres García, Alejandro ; Posada, Carlos ; Condori, Alfredo Villca ; Garcia, Alejandro Torres. In: Documentos de Trabajo CIEF. RePEc:col:000122:018005.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy and Inflation in the U.S.: How Much Inflation was Missing?. (2020). Torres García, Alejandro ; Posada, Carlos ; Condori, Alfredo Villca ; Garcia, Alejandro Torres. In: Documentos de Trabajo CIEF. RePEc:col:000122:018006.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

Full description at Econpapers || Download paper

2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

Full description at Econpapers || Download paper

2021Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks. (2021). Rieth, Malte ; Camehl, Annika. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1954.

Full description at Econpapers || Download paper

2021Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976.

Full description at Econpapers || Download paper

2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3.

Full description at Econpapers || Download paper

2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

Full description at Econpapers || Download paper

2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

Full description at Econpapers || Download paper

2020OIL PRICE AND ECONOMIC GROWTH OF OIL-IMPORTING COUNTRIES: A REVIEW OF INTERNATIONAL LITERATURE. (2020). Odhiambo, Nicholas ; Akinsola, Motunrayo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_9.

Full description at Econpapers || Download paper

2020Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo. (2020). Kebalo, Lleng. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00460.

Full description at Econpapers || Download paper

2021How large is the effect of inequality on economic growth?. (2021). Sun, Rui ; Bandyopadhyay, Sanghamitra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01068.

Full description at Econpapers || Download paper

2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

Full description at Econpapers || Download paper

2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

Full description at Econpapers || Download paper

2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

Full description at Econpapers || Download paper

2020The influence of OPEC+ on oil prices: a quantitative assessment. (2020). Venditti, Fabrizio ; Quint, Dominic. In: Working Paper Series. RePEc:ecb:ecbwps:20202467.

Full description at Econpapers || Download paper

2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

Full description at Econpapers || Download paper

2021Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584.

Full description at Econpapers || Download paper

2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

Full description at Econpapers || Download paper

2021Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602.

Full description at Econpapers || Download paper

2021Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Rusinova, Desislava ; Maurin, Laurent ; Andersson, Malin. In: Working Paper Series. RePEc:ecb:ecbwps:20212606.

Full description at Econpapers || Download paper

2020Did the US Shale Oil Revolution Ruin Oil Industry Stock Market Returns?. (2020). Barrows, Samuel D. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-1.

Full description at Econpapers || Download paper

2020Shaping Economic Growth of Thailand through Crude Oil Dynamics: Role of its Exploration, Consumption and Prices. (2020). Sittisom, Waleerak ; Srimarut, Thammarak. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-73.

Full description at Econpapers || Download paper

2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

Full description at Econpapers || Download paper

2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

Full description at Econpapers || Download paper

2021Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-23.

Full description at Econpapers || Download paper

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

Works by Christiane Baumeister:


YearTitleTypeCited
2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: American Economic Review.
[Full Text][Citation analysis]
article161
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
paper
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article348
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: 348
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: 348
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: 348
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]
article156
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: 156
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: 156
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: 156
paper
2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
[Full Text][Citation analysis]
article7
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper55
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: 55
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: 55
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]
paper269
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: 269
article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]
paper40
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: 40
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: 40
article
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]
paper25
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: 25
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]
paper279
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: 279
article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
[Full Text][Citation analysis]
paper13
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: 13
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: 13
article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
[Full Text][Citation analysis]
paper16
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: 16
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: 16
paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
[Full Text][Citation analysis]
paper124
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: 124
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: 124
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: 124
paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
[Full Text][Citation analysis]
paper39
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
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: 39
paper
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]
paper65
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: 65
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: 65
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: 65
paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]
paper44
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: 44
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: 44
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]
paper25
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: 25
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: 25
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: 25
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
[Full Text][Citation analysis]
paper7
2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
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: 7
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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: 7
paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
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: 6
paper
2021Tracking weekly state-level economic conditions In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Tracking Weekly State-Level Economic Conditions.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Tracking weekly state-level economic conditions.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Tracking Weekly State-Level Economic Conditions.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Tracking Weekly State-Level Economic Conditions.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article36
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: 36
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: 36
paper
In: .
[Full Text][Citation analysis]
article14
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]
paper21
2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers.
[Full Text][Citation analysis]
paper41
2018Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper142
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: 142
paper
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: 142
article
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: 142
paper
2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper14
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: 14
paper
2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
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: 14
paper
2020Energy Markets and Global Economic Conditions In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper29
2020Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2020Energy Markets and Global Economic Conditions.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2020Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2020A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2021A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2021Measuring Market Expectations In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Measuring Market Expectations.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Measuring Market Expectations.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper14
2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article21
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]
paper64
2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2008Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research.
[Full Text][Citation analysis]
paper40
2008Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]
paper139
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
article
2010The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter72
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: 72
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]
paper45

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team