Christiane Baumeister : Citation Profile


Are you Christiane Baumeister?

University of Notre Dame

21

H index

27

i10 index

1963

Citations

RESEARCH PRODUCTION:

22

Articles

74

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 163
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 234.    Total self citations: 65 (3.21 %)

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   Permalink: http://citec.repec.org/pba832
   Updated: 2021-02-20    RAS profile: 2021-01-25    
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Relations with other researchers


Works with:

Kilian, Lutz (21)

Hamilton, James (11)

Korobilis, Dimitris (4)

Zhou, Xiaoqing (4)

Guérin, Pierre (3)

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 (82)

Kilian, Lutz (65)

Filis, George (58)

Wang, Yudong (50)

Degiannakis, Stavros (50)

Mignon, Valérie (29)

Peersman, Gert (26)

Razafindrabe, Tovonony (26)

Wohar, Mark (25)

Vespignani, Joaquin (25)

Van Robays, Ine (23)

Cites to:

Kilian, Lutz (184)

Peersman, Gert (29)

Hamilton, James (26)

Murphy, Daniel (20)

Giannone, Domenico (17)

Canova, Fabio (16)

Zha, Tao (15)

Zhou, Xiaoqing (15)

Alquist, Ron (14)

Watson, Mark (14)

Diebold, Francis (13)

Main data


Where Christiane Baumeister has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada15
CESifo Working Paper Series / CESifo11
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

Recent works citing Christiane Baumeister (2021 and 2020)


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

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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: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/101.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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

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

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

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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2020Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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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.

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

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

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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.

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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.

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

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

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

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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.

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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.

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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.

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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.

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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.

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

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

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2020Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20202505.

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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.

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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.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

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2021Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759.

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2020United States oil and gas stock returns with multi-factor pricing models: 2008–2018. (2020). Carson, Scott Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301339.

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2020Crude oil price dynamics with crash risk under fundamental shocks. (2020). Wong, Andrew ; Cheung, Chi-Hin ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301352.

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2020Global economic activity indexes revisited. (2020). Funashima, Yoshito. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301828.

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2020Commodity price volatility and the economic uncertainty of pandemics. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301890.

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2020The global effects of Covid-19-induced uncertainty. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Kima, Richard. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302457.

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2020An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517.

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2020Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions. (2020). Yang, Yang ; Cheng, Kai. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303591.

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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2020How the financial market can dampen the effects of commodity price shocks. (2020). Kim, Myunghyun. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302004.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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2020Industry equi-correlation: A powerful predictor of stock returns. (2020). Wu, Wenfeng ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24.

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2020What drives commodity price booms and busts?. (2020). Stuermer, Martin ; Jacks, David. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988318301907.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Impacts of exchange rate volatility and international oil price shock on Chinas regional economy: A dynamic CGE analysis. (2020). Wei, Weixian ; Wang, Ningjing ; Ma, Xili ; Dong, Baomin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317303171.

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2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy. (2020). Barkat, Karim ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300190.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020Not all sectors are alike: Differential impacts of shocks in oil prices on the sectors of the Colombian economy. (2020). Quintero, Jorge. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098832030030x.

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2020The pass-through effects of oil price shocks on Chinas inflation: A time-varying analysis. (2020). Chen, Jinyu ; Li, Hailing ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300347.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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2020The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. (2020). Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300529.

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2020Crude oil price analysis and forecasting: A perspective of “new triangle”. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608.

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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Reviewing the oil price–GDP growth relationship: A replication study. (2020). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2020Resource-richness and economic growth in contemporary U.S.. (2020). Jaimes, Richard ; Gerlagh, Reyer. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030150x.

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2020Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis. (2020). Vellucci, Pierluigi ; Quaresima, Greta ; Mastroeni, Loretta ; Benedetto, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301559.

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2020The macroeconomic impact of oil earnings uncertainty: New evidence from analyst forecasts. (2020). Samaniego, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301729.

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2020A multi-granularity heterogeneous combination approach to crude oil price forecasting. (2020). Zhou, Hao ; Wang, Jue ; Li, Xiang ; Hong, Tao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301304.

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2020Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462.

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2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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2020Oil at risk: Political violence and accelerated carbon extraction in the Middle East and North Africa. (2020). Orlando, Anthony W ; Merrill, Ryan K. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302759.

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2020An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm. (2020). Piersanti, Giovanni ; Di Domizio, Marco ; Canofari, Paolo ; Cicone, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302929.

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2020How do Chinas petrochemical markets react to oil price jumps? A comparative analysis of stocks and commodities. (2020). Zhang, Chuanguo ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303194.

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2020Taxing crude oil: A financing alternative to mitigate climate change?. (2020). Antón-Sarabia, Arturo ; Anton, Arturo. In: Energy Policy. RePEc:eee:enepol:v:136:y:2020:i:c:s0301421519306184.

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2020The shift in global crude oil market structure: A model-based analysis of the period 2013–2017. (2020). Berk, Istemi ; Am, Eren. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302391.

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2020Two trillion gallons: Fuel savings from fuel economy improvements to US light-duty vehicles, 1975–2018. (2020). Sims, Charles ; Muratori, Matteo ; Greene, David L. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302627.

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2020Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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2020Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

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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.
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article72
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CESifo Working Paper Series.
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paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 72
paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers.
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paper
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
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article287
2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers.
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paper
2009Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers.
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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.
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paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
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article112
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
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paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
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paper
2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
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paper
2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
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article5
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
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paper55
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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article
2011The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market In: Staff Working Papers.
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paper218
2013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 218
article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
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paper33
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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paper
2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
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article
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
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paper20
2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 20
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.
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paper235
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.
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This paper has another version. Agregated cites: 235
article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
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paper68
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: 68
paper
2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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This paper has another version. Agregated cites: 68
article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
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paper18
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: 18
paper
2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 18
paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
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paper87
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: 87
paper
2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
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article
2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
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paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
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paper11
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
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This paper has another version. Agregated cites: 11
article
2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
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paper54
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 54
paper
2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 54
article
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 54
paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
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paper38
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 38
paper
2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
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article
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
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paper20
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series.
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paper
2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2014A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 20
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
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paper7
2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
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paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
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paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
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paper
2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
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paper5
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
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paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
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paper
2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
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article31
2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
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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: 31
paper
2014Do oil price increases cause higher food prices? In: Economic Policy.
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article77
2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
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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.
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paper21
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.
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This paper has another version. Agregated cites: 21
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.
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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.
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This paper has another version. Agregated cites: 21
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.
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This paper has another version. Agregated cites: 21
paper
2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
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paper121
2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
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paper
2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
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article
2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
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paper
2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
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paper11
2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
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article
2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2020Energy Markets and Global Economic Conditions In: CESifo Working Paper Series.
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paper7
2020Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers.
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2020Energy Markets and Global Economic Conditions.(2020) In: Working Papers.
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2020Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers.
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2020A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series.
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paper0
2020A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers.
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2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
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paper5
2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 5
article
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
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2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
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paper0
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
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2018ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics.
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article17
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.
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paper62
2008Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research.
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paper34
2008Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.(2008) In: Discussion Papers.
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2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
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2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
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2010The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued).
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chapter66
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.
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2010Sources of the Volatility Puzzle in the Crude Oil Market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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