Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Christiane Baumeister : Citation Profile


Are you Christiane Baumeister?

University of Notre Dame

17

H index

20

i10 index

947

Citations

RESEARCH PRODUCTION:

17

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 105
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 47 (4.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba832
   Updated: 2018-02-24    RAS profile: 2017-12-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kilian, Lutz (47)

Zhou, Xiaoqing (5)

Guérin, Pierre (4)

Hamilton, James (2)

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:

Kilian, Lutz (48)

GUPTA, RANGAN (43)

Filis, George (23)

Van Robays, Ine (21)

Peersman, Gert (19)

Alquist, Ron (18)

Mignon, Valérie (17)

Degiannakis, Stavros (16)

Vespignani, Joaquin (16)

Wohar, Mark (16)

Ravazzolo, Francesco (15)

Cites to:

Kilian, Lutz (145)

Peersman, Gert (21)

Murphy, Daniel (17)

Hamilton, James (15)

Kellogg, Ryan (14)

Alquist, Ron (13)

Watson, Mark (11)

Canova, Fabio (11)

Reichlin, Lucrezia (10)

Giannone, Domenico (10)

Primiceri, Giorgio (10)

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 Munich7
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration3

Recent works citing Christiane Baumeister (2018 and 2017)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Nonlinearities in the response of real GDP to oil price shocks. (2017). Karaki, Mohamad. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:146-148.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation. (2017). Wiggins, Seth ; Etienne, Xiaoli L. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:196-205.

Full description at Econpapers || Download paper

2017Where do jobs go when oil prices drop?. (2017). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:469-482.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

Full description at Econpapers || Download paper

2017Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325.

Full description at Econpapers || Download paper

2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

Full description at Econpapers || Download paper

2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

Full description at Econpapers || Download paper

2017Forecasting the VaR of crude oil market: Do alternative distributions help?. (2017). Lyu, Yongjian ; Ke, Rui ; Wei, YU ; Wang, Peng. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:523-534.

Full description at Econpapers || Download paper

2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

Full description at Econpapers || Download paper

2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

Full description at Econpapers || Download paper

2017Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

Full description at Econpapers || Download paper

2017A deep learning ensemble approach for crude oil price forecasting. (2017). Zhao, Yang ; Yu, Lean ; Li, Jianping. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:9-16.

Full description at Econpapers || Download paper

2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Joets, Marc ; Razafindrabe, Tovonony ; Mignon, Valerie. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:313-326.

Full description at Econpapers || Download paper

2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

Full description at Econpapers || Download paper

2017Oil supply shocks and economic growth in the Mediterranean. (2017). Bastianin, Andrea ; Manera, Matteo ; Galeotti, Marzio . In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:167-175.

Full description at Econpapers || Download paper

2017OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics. (2017). Ansari, Dawud. In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:166-178.

Full description at Econpapers || Download paper

2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2017The effects of oil shocks on export duration of China. (2017). Wang, Qizhen ; Zhu, Yingming . In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:55-61.

Full description at Econpapers || Download paper

2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo . In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

Full description at Econpapers || Download paper

2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

Full description at Econpapers || Download paper

2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Shogbuyi, Abiodun ; Steeley, James M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

Full description at Econpapers || Download paper

2017Monetary policy and macroprudential policy: Rivals or teammates?. (2017). Malovana, Simona ; Frait, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:1-16.

Full description at Econpapers || Download paper

2017Emerging economies business cycles: The role of commodity terms of trade news. (2017). Vicondoa, Alejandro ; Pappa, Evi ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:368-376.

Full description at Econpapers || Download paper

2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s23-s41.

Full description at Econpapers || Download paper

2017Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy. (2017). Voss, Stefan ; Lessmann, Stefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:864-877.

Full description at Econpapers || Download paper

2018Targeted growth rates for long-horizon crude oil price forecasts. (2018). Snudden, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:1-16.

Full description at Econpapers || Download paper

2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

Full description at Econpapers || Download paper

2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

Full description at Econpapers || Download paper

2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

Full description at Econpapers || Download paper

2017The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186.

Full description at Econpapers || Download paper

2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Gehrke, Britta ; Yao, Fang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

Full description at Econpapers || Download paper

2017Maximizing price stability in a monetary economy. (2017). Mosler, Warren ; Silipo, Damiano B. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:272-289.

Full description at Econpapers || Download paper

2017A historical perspective of the informational content of commodity futures. (2017). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:135-150.

Full description at Econpapers || Download paper

2017Hierarchy in industrial structure: The cases of China and the USA. (2017). Hu, Fei ; Chang, Yiming ; Bing, Tao ; Zhao, Shangmei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:871-882.

Full description at Econpapers || Download paper

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

Works by Christiane Baumeister:


YearTitleTypeCited
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article181
2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2009Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2008Time-Varying Effects of Oil Supply Shocks on the US Economy.(2008) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
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]
article27
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: 27
paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
[Full Text][Citation analysis]
article1
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper45
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: 45
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: 45
article
2011The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market In: Staff Working Papers.
[Full Text][Citation analysis]
paper129
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: 129
article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]
paper21
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]
paper12
2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound In: Staff Working Papers.
[Full Text][Citation analysis]
paper112
2013Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound.(2013) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
[Full Text][Citation analysis]
paper27
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: 27
paper
2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
[Full Text][Citation analysis]
paper9
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: 9
paper
2013Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
[Full Text][Citation analysis]
paper27
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: 27
paper
2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2013Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
[Full Text][Citation analysis]
paper36
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]
paper24
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]
paper13
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper10
2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
[Full Text][Citation analysis]
paper2
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article1
2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
[Full Text][Citation analysis]
paper17
2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper57
2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper6
2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017Lower Oil Prices and the U.S. Economy: Is this Time Different? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound In: Working Paper Series.
[Full Text][Citation analysis]
paper55
2008Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research.
[Full Text][Citation analysis]
paper24
Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]
paper30
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2010The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume.
[Full Text][Citation analysis]
chapter46
2009The Economic Consequences of Oil Shocks: Differences Across Countries and Time.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2010Sources of the Volatility Puzzle in the Crude Oil Market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
paper33

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team