Christiane Baumeister : Citation Profile


Are you Christiane Baumeister?

University of Notre Dame

18

H index

21

i10 index

1241

Citations

RESEARCH PRODUCTION:

19

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 124
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 358.    Total self citations: 55 (4.24 %)

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   Permalink: http://citec.repec.org/pba832
   Updated: 2019-03-23    RAS profile: 2019-02-03    
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Relations with other researchers


Works with:

Kilian, Lutz (49)

Hamilton, James (6)

Zhou, Xiaoqing (6)

Guérin, Pierre (4)

Peersman, Gert (2)

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 (58)

Kilian, Lutz (55)

Filis, George (32)

Mignon, Valérie (29)

Razafindrabe, Tovonony (25)

Degiannakis, Stavros (25)

Peersman, Gert (24)

Van Robays, Ine (21)

Wohar, Mark (20)

Allegret, Jean-Pierre (18)

Pesaran, M (18)

Cites to:

Kilian, Lutz (154)

Hamilton, James (24)

Peersman, Gert (21)

Murphy, Daniel (19)

Zha, Tao (18)

Alquist, Ron (14)

Sims, Christopher (13)

Canova, Fabio (13)

Kellogg, Ryan (12)

Vigfusson, Robert (12)

Watson, Mark (11)

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
CFS Working Paper Series / Center for Financial Studies (CFS)9
CESifo Working Paper Series / CESifo Group Munich9
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 (2018 and 2017)


YearTitle of citing document
2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2017Are Price Transmissions between U.S. Energy and Corn Markets Asymmetric?. (2017). Pozo, Veronica F ; Bachmeier, Lance ; Bejan, Vladimir . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258232.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2018Fundamental Drivers of Food Inflation - Evidence from South Africa. (2018). Louw, M ; Kirsten, J ; Meyer, F. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277190.

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2018Financial and Commodity-specific expectations in soybean futures markets. (2018). Cao, A. N. Q., ; Grosche, S.-C., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277538.

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

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

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2018Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869.

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2018How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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2017On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46.

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

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2017The oil market: recent developments and outlook. (2017). Santabárbara, Daniel ; Santabarbara, Daniel. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:9:d:aa:n:24.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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

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2017Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017The macroeconomic effects of asset purchases revisited. (2017). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: BIS Working Papers. RePEc:bis:biswps:680.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018Monetary policy spillovers, global commodity prices and cooperation. (2018). Lombardi, Marco ; Filardo, Andrew ; Montoro, Carlos. In: BIS Working Papers. RePEc:bis:biswps:696.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto. In: BIS Working Papers. RePEc:bis:biswps:725.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat . In: BIS Working Papers. RePEc:bis:biswps:729.

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2018The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2017Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

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2017Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

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2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2017Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan. (2017). Morita, Hiroshi. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:364-393.

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2017Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

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

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie L ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2018Oil price collapse and firm leverage in resource-dependent countries. (2018). Kurronen, Sanna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_010.

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2018How do shocks to bank capital affect lending and growth?. (2018). Tolo, Eero ; Miettinen, Paavo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_025.

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

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

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

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2018Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Mohaddes, Kamiar ; Pesaran, H ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1874.

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

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2018Formation of Market Beliefs in the Oil Market. (2018). Anatolyev, Stanislav ; Selezneva, Veronika . In: CERGE-EI Working Papers. RePEc:cer:papers:wp619.

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

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2017The Effects of the Real Oil Price on Regional Wage Dispersion. (2017). Kehrig, Matthias ; Ziebarth, Nicolas L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6408.

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

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2017Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6749.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6785.

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2018Addressing the Climate Problem: Choice between Allowances, Feed-in Tariffs and Taxes. (2018). Amundsen, Eirik S ; Mortensen, Jrgen Birk ; Andersen, Peder . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6926.

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2018Agricultural Price Shocks and Business Cycles - A Global Warning for Advanced Economies. (2018). Peersman, Gert ; de Winne, Jasmien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7037.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7166.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area. (2018). Peersman, Gert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7338.

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2019Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2019). Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7454.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018The Corporate Saving Glut and the Current Account in Germany. (2018). Klug, Thorsten ; Mayer, Eric ; Schuler, Tobias. In: ifo Working Paper Series. RePEc:ces:ifowps:_280.

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2018The Likelihood of Effective Lower Bound Events. (2018). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/3.

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2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371.

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

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2017Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12357.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016. (2018). Malagón, Jonathan ; Eijffinger, Sylvester ; Malagon, Jonathan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12678.

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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13068.

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2018Pigouvian Cycles. (2018). Faccini, Renato ; Melosi, Leonardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13370.

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

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2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

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2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484.

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

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2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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

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

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2018Macroeconomic Response of Disentangled Oil Price Shocks: Empirical Evidence from Japan. (2018). zoundi, zakaria. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00218.

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

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

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

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

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

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

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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

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2018The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price. (2018). Adam, Pasrun ; Tondi, LA ; Ode, LA ; Rosnawintang, Rosnawintang . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-11.

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2018Are Oil Industry Mergers Becoming Less Profitable?. (2018). Barrows, Samuel D. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-4.

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2018The Influence of Fuel Prices and Unemployment Rate towards the Poverty Level in Indonesia. (2018). Adam, Pasrun ; Ode, LA ; Saenong, Zainuddin ; Rostin, Rostin ; Muthalib, Abd Azis . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-6.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method. (2018). Sukcharoen, Kunlapath ; Leatham, David . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-25.

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

Works by Christiane Baumeister:


YearTitleTypeCited
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
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article211
2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers.
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This paper has another version. Agregated cites: 211
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2009Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 211
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2008Time-Varying Effects of Oil Supply Shocks on the US Economy.(2008) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 211
paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article47
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
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2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
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2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
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article3
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
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paper50
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
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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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paper160
2013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 160
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2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
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paper25
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
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2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
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2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
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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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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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2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
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2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
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2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
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2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers.
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2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
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2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers.
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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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2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
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2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
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2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
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2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
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2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
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2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
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2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
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2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
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2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
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2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
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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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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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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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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
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2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
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2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
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2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
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2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
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2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
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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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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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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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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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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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2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
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2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
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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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2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
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2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
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2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CESifo Working Paper Series.
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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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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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2018ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics.
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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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2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations In: Journal of Monetary Economics.
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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.
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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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