27
H index
34
i10 index
3537
Citations
University of Notre Dame | 27 H index 34 i10 index 3537 Citations RESEARCH PRODUCTION: 26 Articles 85 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christiane Baumeister. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 2 |
Journal of International Money and Finance | 2 |
Journal of Business & Economic Statistics | 2 |
International Journal of Forecasting | 2 |
Year | Title of citing document | |
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2023 | Do Tax Increases Tame Inflation?. (2023). Cloyne, James ; Surico, Paolo ; Mumtaz, Haroon ; Martinez, Joseba. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:113:y:2023:p:377-81. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877. Full description at Econpapers || Download paper | |
2022 | Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:324171. Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2022 | Limited Energy Supply, Sunspots, and Monetary Policy. (2022). Gornemann, Nils ; Kuester, Keith ; Hildebrand, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:215. Full description at Econpapers || Download paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
2022 | Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255. Full description at Econpapers || Download paper | |
2022 | Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254. Full description at Econpapers || Download paper | |
2022 | Understanding the food component of inflation. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2212.09380. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area. (2023). Stelzer, Anna. In: Papers. RePEc:arx:papers:2304.14264. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2022 | Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436. Full description at Econpapers || Download paper | |
2023 | Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach. (2023). Adeyemi, Farouq A ; Ayinde, Taofeek O. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:78. Full description at Econpapers || Download paper | |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
2022 | Are Temporary Oil Supply Shocks Real?. (2022). Ellwanger, Reinhard ; Dunbar, Geoffrey ; Brannlund, Johan. In: Staff Working Papers. RePEc:bca:bocawp:22-52. Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2022 | Skewed SVARs: tracking the structural sources of macroeconomic tail risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Working Papers. RePEc:bde:wpaper:2208. Full description at Econpapers || Download paper | |
2022 | New Facts on Consumer Price Rigidity in the Euro Area. (2022). Roldan-Blanco, Pau ; Petroulas, Pavlos ; Menz, Jan-Oliver ; Jouvanceau, Valentin ; Gautier, Erwan ; Wieland, Elisabeth ; Santoro, Sergio ; Rumler, Fabio ; Messner, Teresa ; Fadejeva, Ludmila ; Fabo, Brian ; Faber, Riemer P ; Conflitti, Cristina ; Zimmer, Helene. In: Working Papers. RePEc:bde:wpaper:2225. Full description at Econpapers || Download paper | |
2022 | An assessment of Italys energy trade balance. (2022). Tosti, Enrico ; Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_696_22. Full description at Econpapers || Download paper | |
2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper | |
2023 | Inflation and energy price shocks: lessons from the 1970s. (2023). Pellegrino, Dario ; Gomellini, Matteo ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_790_23. Full description at Econpapers || Download paper | |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2022 | New facts on consumer price rigidity in the Euro Area. (2022). Jouvanceau, Valentin ; Fadejeva, Ludmila ; Zimmer, Hlne ; Fabo, Brian ; Faber, Riemer P ; Wieland, Elisabeth ; Conflitti, Cristina ; Santoro, Sergio ; Gautier, Erwan ; Rumler, Fabio ; Roldan-Blanco, Pau ; Petroulas, Pavlos ; Messner, Teresa ; Menz, Jan-Oliver. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1375_22. Full description at Econpapers || Download paper | |
2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2022 | Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040. Full description at Econpapers || Download paper | |
2022 | Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056. Full description at Econpapers || Download paper | |
2022 | Global commodity market disruption and the fallout. (2022). Ubilava, David ; Ferguson, Shon. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:737-752. Full description at Econpapers || Download paper | |
2023 | The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87. Full description at Econpapers || Download paper | |
2022 | Does Monetary Policy Stabilise Food Inflation in India? Evidence From Quantile Regression Analysis. (2022). Goyari, Phanindra ; Samal, Asharani. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:361-372. Full description at Econpapers || Download paper | |
2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
2022 | Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661. Full description at Econpapers || Download paper | |
2023 | Energy as a weapon of war: Lessons from 50 years of energy interdependence. (2023). Labelle, Michael Carnegie. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:531-547. Full description at Econpapers || Download paper | |
2022 | Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
2022 | Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932. Full description at Econpapers || Download paper | |
2022 | The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia. (2022). Tillmann, Peter ; Finck, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1181-1208. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
2022 | Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191. Full description at Econpapers || Download paper | |
2022 | The Price Responsiveness of Shale Producers: Evidence from Micro Data. (2022). Gundersen, Thomas S ; Bjornland, Hilde C ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2022_10. Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2022 | The effect of rising energy prices amid geopolitical developments and supply disruptions. (2022). Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0110. Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2023 | The Drivers of Emission Reductions in the European Carbon Market. (2023). Kapfhammer, Felix ; Cross, Jamie L ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0119. Full description at Econpapers || Download paper | |
2022 | Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961. Full description at Econpapers || Download paper | |
2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
2023 | Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030. Full description at Econpapers || Download paper | |
2022 | Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003. Full description at Econpapers || Download paper | |
2022 | Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?. (2022). Bragoudakis, Zacharias ; Degiannakis, Stavros ; Filis, George. In: Working Papers. RePEc:bog:wpaper:296. Full description at Econpapers || Download paper | |
2022 | A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301. Full description at Econpapers || Download paper | |
2022 | New facts on consumer price rigidity in the euro area. (2022). Wieland, Elisabeth ; Rumler, Fabio ; Petroulas, Pavlos ; Gautier, Erwan ; Fadejeva, Ludmila ; Conflitti, Cristina ; Zimmer, Hlne ; Santoro, Sergio ; Roldan-Blanco, Pau ; Messner, Teresa ; Menz, Jan-Oliver ; Jouvanceau, Valentin ; Fabo, Brian ; Faber, Riemer P. In: Working Papers. RePEc:bog:wpaper:302. Full description at Econpapers || Download paper | |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper | |
2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
2023 | Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14. Full description at Econpapers || Download paper | |
2023 | UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9. Full description at Econpapers || Download paper | |
2022 | The Political Costs of Oil Price Shocks. (2022). Yotzov, Ivan ; Nguyen, HA ; Djankov, Simeon ; Arezki, Rabah. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9763. Full description at Econpapers || Download paper | |
2022 | Explaining the Decline in the US Labor Share: Taxation and Automation. (2022). Sussmuth, Bernd ; Irmen, Andreas ; Heer, Burkhard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9775. Full description at Econpapers || Download paper | |
2022 | International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2022-01ua. Full description at Econpapers || Download paper | |
2022 | The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04. Full description at Econpapers || Download paper | |
2022 | Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07. Full description at Econpapers || Download paper | |
2022 | A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036. Full description at Econpapers || Download paper | |
2022 | Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2023 | Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers || Download paper | |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper | |
2022 | Achieving Sustained Performance in the Nigerian Oil and Gas Sector despite Exchange Rate Fluctuations: A VAR Approach. (2022). Mercy, Udume E ; Victoria, Akinjare A ; Tolulope, Adesina F ; Felicia, Olokoyo O ; Kehinde, Adetiloye A ; Isibor, Areghan A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-37. Full description at Econpapers || Download paper | |
2022 | Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-23. Full description at Econpapers || Download paper | |
2023 | Competitiveness, Market Structure, and Energy Policies: A Case Study of the World s Largest Crude Palm Oil Exporter. (2023). Suhel, Suhel ; Marwa, Taufiq ; Robiani, Bernadette ; Hidayat, Ariodillah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-14. Full description at Econpapers || Download paper | |
2023 | Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8. Full description at Econpapers || Download paper | |
2023 | The Effect of US Shale Oil Production on Local and International Oil Markets. (2023). Rodhan, Maitham A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-45. Full description at Econpapers || Download paper | |
2022 | Oil supply news shock and Chinese economy. (2022). Yan, Karen Xueqing ; Wang, Qiaoyu ; Liu, Dandan. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x22000542. Full description at Econpapers || Download paper | |
2022 | Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004. Full description at Econpapers || Download paper | |
2022 | Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622. Full description at Econpapers || Download paper | |
2022 | Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002111. Full description at Econpapers || Download paper | |
2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2023 | Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers || Download paper | |
2022 | Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013. Full description at Econpapers || Download paper | |
2022 | Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 315 |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 315 | paper | |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 315 | paper | |
2013 | Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 395 |
2012 | Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2009 | Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2008 | Time-Varying Effects of Oil Supply Shocks on the US Economy.(2008) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2022 | Structural Vector Autoregressions with Imperfect Identifying Information In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 2 |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 255 |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
2015 | Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
2014 | The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review. [Full Text][Citation analysis] | article | 10 |
2011 | Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 62 |
2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2011 | Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2011 | The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market In: Staff Working Papers. [Full Text][Citation analysis] | paper | 303 |
2013 | THE ROLE OF TIME?VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET.(2013) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 303 | article | |
2012 | Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers. [Full Text][Citation analysis] | paper | 55 |
2011 | Real-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: 55 | paper | |
2014 | Real-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: 55 | article | |
2012 | Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers. [Full Text][Citation analysis] | paper | 32 |
2013 | Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2012 | Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound In: Staff Working Papers. [Full Text][Citation analysis] | paper | 372 |
2013 | Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound.(2013) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 372 | article | |
2013 | What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 35 |
2012 | What 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: 35 | paper | |
2014 | WHAT 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: 35 | article | |
2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 152 |
2013 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | article | |
2013 | Forecasting the real price of oil in a changing world: A forecast combination approach.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2013 | Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 141 |
2013 | Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
2014 | Do oil price increases cause higher food prices?.(2014) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | article | |
2013 | Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 85 |
2013 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
2013 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2014 | Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 56 |
2014 | Are 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: 56 | paper | |
2014 | Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil In: Staff Working Papers. [Full Text][Citation analysis] | paper | 39 |
2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | A general approach to recovering market expectations from futures prices with an application to crude oil.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2016 | Did the renewable fuel standard shift market expectations of the price of ethanol?.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2021 | Tracking weekly state-level economic conditions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | Tracking weekly state-level economic conditions.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | Tracking Weekly State-Level Economic Conditions.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 88 |
2017 | Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2017 | Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
In: . [Full Text][Citation analysis] | article | 33 | |
2010 | Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers. [Full Text][Citation analysis] | paper | 24 |
2018 | Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 57 |
2016 | Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 186 |
2015 | Understanding 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: 186 | paper | |
2016 | Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | article | |
2015 | Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
2016 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2015 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2017 | Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2015 | Inside the crystal ball: New approaches to predicting the gasoline price at the pump.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2018 | Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 59 |
2018 | Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | ||
2020 | Energy Markets and Global Economic Conditions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 84 |
2020 | Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2022 | Energy Markets and Global Economic Conditions.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2021 | A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2020 | A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2021 | Measuring Market Expectations In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Measuring Market Expectations.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Measuring Market Expectations.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2020 | Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2020 | Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 26 |
2010 | Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 90 |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research. [Full Text][Citation analysis] | paper | 45 |
2008 | Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers. [Full Text][Citation analysis] | paper | 248 |
2015 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | article | |
2020 | Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Pandemic, War, Inflation: Oil Markets at a Crossroads? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 78 |
2009 | The Economic Consequences of Oil Shocks: Differences Across Countries and Time.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2010 | Sources of the Volatility Puzzle in the Crude Oil Market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 48 |
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