28
H index
34
i10 index
3723
Citations
University of Notre Dame | 28 H index 34 i10 index 3723 Citations RESEARCH PRODUCTION: 27 Articles 85 Papers 1 Chapters RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba832 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christiane Baumeister. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 2 |
Journal of Applied Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
International Journal of Forecasting | 2 |
The Review of Economics and Statistics | 2 |
Year | Title of citing document | |
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2023 | Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. (2023). Rieth, Malte ; Camehl, Annika. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:217-48. Full description at Econpapers || Download paper | |
2023 | Do Tax Increases Tame Inflation?. (2023). Cloyne, James ; Surico, Paolo ; Mumtaz, Haroon ; Martinez, Joseba. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:113:y:2023:p:377-81. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach. (2023). Bertoni, Danilo ; Valenti, Daniele ; Olper, Alessandro ; Cavicchioli, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:338780. Full description at Econpapers || Download paper | |
2023 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2024 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area. (2023). Stelzer, Anna. In: Papers. RePEc:arx:papers:2304.14264. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach. (2023). Adeyemi, Farouq A ; Ayinde, Taofeek O. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:78. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper | |
2023 | Inflation and energy price shocks: lessons from the 1970s. (2023). Pellegrino, Dario ; Gomellini, Matteo ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_790_23. Full description at Econpapers || Download paper | |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2023 | The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Energy as a weapon of war: Lessons from 50 years of energy interdependence. (2023). Labelle, Michael Carnegie. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:531-547. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2023 | The Drivers of Emission Reductions in the European Carbon Market. (2023). Kapfhammer, Felix ; Cross, Jamie L ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0119. Full description at Econpapers || Download paper | |
2023 | Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030. Full description at Econpapers || Download paper | |
2023 | Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14. Full description at Econpapers || Download paper | |
2023 | UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2023 | Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers || Download paper | |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | Competitiveness, Market Structure, and Energy Policies: A Case Study of the World s Largest Crude Palm Oil Exporter. (2023). Suhel, Suhel ; Marwa, Taufiq ; Robiani, Bernadette ; Hidayat, Ariodillah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-14. Full description at Econpapers || Download paper | |
2023 | Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8. Full description at Econpapers || Download paper | |
2023 | The Effect of US Shale Oil Production on Local and International Oil Markets. (2023). Rodhan, Maitham A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-45. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x. Full description at Econpapers || Download paper | |
2023 | Bank loans and bond prices. (2023). Yimfor, Emmanuel ; Weston, James. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300055x. Full description at Econpapers || Download paper | |
2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2023 | Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers || Download paper | |
2023 | Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2023 | On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947. Full description at Econpapers || Download paper | |
2023 | What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959. Full description at Econpapers || Download paper | |
2023 | Response of new car buyers to alternative energy policies: The role of vehicle use heterogeneity. (2023). Lu, Tingmingke. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004102. Full description at Econpapers || Download paper | |
2023 | Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263. Full description at Econpapers || Download paper | |
2023 | Unconventional monetary policy and economic inequality. (2023). Davtyan, Karen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300192x. Full description at Econpapers || Download paper | |
2023 | Macroepidemics and unconventional monetary policy. (2023). Shanafelt, David W ; Damette, Olivier ; Vasconez, Veronica Acurio. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002432. Full description at Econpapers || Download paper | |
2023 | Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310. Full description at Econpapers || Download paper | |
2023 | Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413. Full description at Econpapers || Download paper | |
2023 | The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper | |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper | |
2023 | Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847. Full description at Econpapers || Download paper | |
2023 | Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers || Download paper | |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper | |
2023 | Commodity exports, financial frictions, and international spillovers. (2023). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123000946. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper | |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper | |
2023 | Gas price expectations of Chinese households. (2023). Sheng, Xuguang Simon ; Binder, Carola ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001202. Full description at Econpapers || Download paper | |
2023 | Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184. Full description at Econpapers || Download paper | |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Earnings expectations of grey and green energy firms: Analysis against the background of global climate change mitigation. (2023). Wang, Mei ; Blankenburg, Martin ; Liu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001901. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper | |
2023 | Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 352 |
2017 | Structural 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 nother version. Agregated cites: 352 | paper | |
2017 | Structural 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 nother version. Agregated cites: 352 | paper | |
2013 | Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 401 |
2012 | Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 401 | paper | |
2009 | Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 401 | paper | |
2008 | Time-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 nother version. Agregated cites: 401 | paper | |
2022 | Structural Vector Autoregressions with Imperfect Identifying Information In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 2 |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 265 |
2016 | Forty 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 nother version. Agregated cites: 265 | paper | |
2016 | Forty 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 nother version. Agregated cites: 265 | paper | |
2015 | Forty 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 nother version. Agregated cites: 265 | paper | |
2014 | The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review. [Full Text][Citation analysis] | article | 10 |
2011 | Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 62 |
2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2011 | The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market In: Staff Working Papers. [Full Text][Citation analysis] | paper | 308 |
2013 | THE 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 nother version. Agregated cites: 308 | article | |
2012 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers. [Full Text][Citation analysis] | paper | 56 |
2011 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2014 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2012 | Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers. [Full Text][Citation analysis] | paper | 34 |
2013 | Changes 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 nother version. Agregated cites: 34 | article | |
2012 | Unconventional 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] | paper | 381 |
2013 | Unconventional 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 nother version. Agregated cites: 381 | article | |
2013 | What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 40 |
2012 | What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Are 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 nother version. Agregated cites: 16 | paper | |
2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 163 |
2013 | Forecasting 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 nother version. Agregated cites: 163 | paper | |
2015 | Forecasting 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 nother version. Agregated cites: 163 | article | |
2013 | Forecasting 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 nother version. Agregated cites: 163 | paper | |
2013 | Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 146 |
2013 | Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2014 | Do oil price increases cause higher food prices?.(2014) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | article | |
2013 | Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 87 |
2013 | Do 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 nother version. Agregated cites: 87 | paper | |
2015 | Do 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 nother version. Agregated cites: 87 | article | |
2013 | Do 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 nother version. Agregated cites: 87 | paper | |
2014 | Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 59 |
2014 | Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2014 | Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 43 |
2016 | A 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 nother version. Agregated cites: 43 | paper | |
2014 | A 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 nother version. Agregated cites: 43 | paper | |
2014 | A 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 nother version. Agregated cites: 43 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Did 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 nother version. Agregated cites: 7 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2016 | Did 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 nother version. Agregated cites: 7 | paper | |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | Tracking weekly state-level economic conditions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Tracking weekly state-level economic conditions.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | Tracking Weekly State-Level Economic Conditions.(2024) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2016 | Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 89 |
2017 | Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2017 | Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
In: . [Full Text][Citation analysis] | article | 38 | |
2010 | Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers. [Full Text][Citation analysis] | paper | 24 |
2018 | Inference 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] | paper | 63 |
2016 | Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 192 |
2015 | Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
2016 | Understanding 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 nother version. Agregated cites: 192 | article | |
2015 | Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
2016 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2015 | Inside 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 nother version. Agregated cites: 17 | paper | |
2017 | Inside 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 nother version. Agregated cites: 17 | article | |
2015 | Inside 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 nother version. Agregated cites: 17 | paper | |
2018 | Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 68 |
2018 | Inference 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 nother version. Agregated cites: 68 | article | |
2018 | Inference 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 nother version. Agregated cites: 68 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | ||
2020 | Energy Markets and Global Economic Conditions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 102 |
2020 | Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2022 | Energy Markets and Global Economic Conditions.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | article | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2020 | A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | Measuring Market Expectations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Measuring Market Expectations.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Measuring Market Expectations.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2020 | Drawing 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 nother version. Agregated cites: 35 | article | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2020 | Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 32 |
2010 | Unconventional 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] | paper | 90 |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research. [Full Text][Citation analysis] | paper | 45 |
2008 | Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2014 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers. [Full Text][Citation analysis] | paper | 264 |
2015 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 264 | article | |
2020 | Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Pandemic, War, Inflation: Oil Markets at a Crossroads? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 78 |
2009 | The 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 nother version. Agregated cites: 78 | paper | |
2010 | Sources 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] | paper | 48 |
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