Christiane Baumeister : Citation Profile

University of Notre Dame

28

H index

37

i10 index

4569

Citations

RESEARCH PRODUCTION:

28

Articles

87

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 268
   Journals where Christiane Baumeister has often published
   Relations with other researchers
   Recent citing documents: 488.    Total self citations: 84 (1.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba832
   Updated: 2025-11-22    RAS profile: 2025-08-07    
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Relations with other researchers

Works with:

Leiva-Leon, Danilo (6)

Sims, Eric (6)

Hamilton, James (6)

Korobilis, Dimitris (5)

Guérin, Pierre (5)

Huber, Florian (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 (135)

GUPTA, RANGAN (132)

Wang, Yudong (90)

Filis, George (65)

Mignon, Valérie (57)

Manera, Matteo (56)

Degiannakis, Stavros (53)

Peersman, Gert (43)

Bastianin, Andrea (40)

Vespignani, Joaquin (39)

Salisu, Afees (36)

Cites to:

Kilian, Lutz (233)

Hamilton, James (60)

Peersman, Gert (45)

Giannone, Domenico (30)

Canova, Fabio (30)

Murphy, Daniel (28)

Zhou, Xiaoqing (28)

Zha, Tao (25)

Watson, Mark (23)

Alquist, Ron (22)

mumtaz, haroon (19)

Main data

Where Christiane Baumeister has published?

Journals with more than one article published# docs
International Journal of Forecasting2
Journal of Applied Econometrics2
Journal of International Money and Finance2
The Review of Economics and Statistics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers21
Staff Working Papers / Bank of Canada15
CESifo Working Paper Series / CESifo13
NBER Working Papers / National Bureau of Economic Research, Inc13
CFS Working Paper Series / Center for Financial Studies (CFS)9
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration3
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Christiane Baumeister (2025 and 2024)

YearTitle of citing document
2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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2025The pass-through effect of the nominal exchange rate to prices in Costa Rica. (2025). Gómez-Rodríguez, Fabio ; Sandoval-Alvarado, Catalina ; Gmez-Rodrguez, Fabio. In: Documentos de Trabajo. RePEc:apk:doctra:2503.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Mixing it up: Inflation at risk. (2024). Schroder, Maximilian. In: Papers. RePEc:arx:papers:2405.17237.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2025General Seemingly Unrelated Local Projections. (2024). Pfarrhofer, Michael ; Matthes, Christian ; Huber, Florian. In: Papers. RePEc:arx:papers:2410.17105.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?. (2025). Vazquez, Sirenia ; Sarasa, David ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Papers. RePEc:arx:papers:2504.01964.

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2025Whos at Risk? Effects of Inflation on Unemployment Risk. (2025). Ahn, Hie Joo ; Nguyen, Lam. In: Papers. RePEc:arx:papers:2505.05757.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046.

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2025Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News. (2025). Ghali, Mohammed-Khalil ; Pang, Cecil ; Molina, Oscar ; Gershenson-Garcia, Carlos ; Won, Daehan. In: Papers. RePEc:arx:papers:2508.06497.

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2025Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance. (2025). Glielmo, Aldo ; Mira, Antonietta ; de Giuli, Maria Elena ; del Tatto, Vittorio ; Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2508.15667.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2024Central Bank Intervention and Bank Liquidity: Evidence from the Paycheck Protection Program. (2024). Tran, Derek ; Arora, Parush. In: Working Papers. RePEc:ash:wpaper:132.

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2024Testing Multiple Structural Breaks in the Oil Price-Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War. (2024). Raifu, Isiaka ; Kumeka, Terver Theophilus ; David-Wayas, Onyinye Maria. In: Asian Economics Letters. RePEc:ayb:jrnael:110.

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2024US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2024Heterogeneous recessions and expansions in Mexican regions and sectors. (2024). Mascarua, Miguel A. In: Working Papers. RePEc:bdm:wpaper:2024-13.

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2025Modelling volatility spillovers between prices of petroleum and stock sector indices: A multivariate GARCH comparison. (2025). Bagirov, Miramir ; Mateus, Cesario. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:3:p:66-111:id:318.

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2025Asymmetric effects of global oil price on food insecurity in Nigeria: A NARDL approach. (2025). Ugwuh, M G ; Aye, G C ; J. A. C. Ezihe, . In: Journal of Economic Policy and Management Issues. RePEc:beg:journl:v:4:y:2025:i:1:p:49-64.

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2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

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2024The macroprudential role of central bank balance sheets. (2024). Jackson, Timothy ; Lombardo, Giovanni ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1173.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Unequal ground: oil booms and income inequality in the USA. (2024). Abdelwahed, Loujaina ; Campbell, Cole. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:880-910.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024EVALUATING THE IMPACT OF ENERGY PRICE SHOCKS ON EMERGING COUNTRIES FROM THE NON-EURO AREA: A MACROECONOMIC ANALYSIS. (2024). Dalu, Maria-Alexandra ; Negreanu, Cristina ; Horobe, Alexandra. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:334-349.

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2024THE IMPACT OF OIL PRODUCTION ON ECONOMIC DEVELOPMENT AND POVERTY ALLEVIATION. (2024). Ayomidimeji, Abdulkareem Kehinde ; Adebola, Rabiu Sherifdeen ; Bunmi, Egbewole Abdulazeez. In: Management of Sustainable Development. RePEc:blg:msudev:v:16:y:2024:i:2:p:152-167:n:13.

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2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18.

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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2024Understanding Firm Dynamics with Daily Data. (2024). Rostam-Afschar, Davud ; Hack, Lukas. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_593.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2025Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25.

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2024ECONOMIC IMPACTS OF ENERGY PRICE SHOCKS IN THE EU DRIVEN BY CRISES. (2024). Radu, Valentin ; Valentin, Radu ; George-Alexandru, Neacsu ; Andrei-Costin, Neacsu ; Danut-Georgian, Mihai ; Ionut-Marius, Croitoru ; Antonela, Bichir ; Alina-Iuliana, Tabirca. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:3:p:127-140.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2025Immigration demand, supply and sectoral heterogeneity in the UK labour market. (2025). Mountford, Andrew ; Wadsworth, Jonathan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2089.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11140.

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2024Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191.

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2024Expectations and Speculation in the Natural Gas Markets. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11341.

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2024Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2025Effects of Energy Prices on Food Consumer Price Inflation. (2025). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11682.

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2025Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Xu, LE ; Li, Yiliang ; Fernndez-Villaverde, Jess. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11684.

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2025Renewable Energy Supply Shocks from Wind Electricity. (2025). Patzelt, Paula. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12146.

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2025Charting the Uncharted: The (Un)Intended Consaequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Xu, LE. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-009e.

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2025Conditioning business and financial cycles on multivariate information. (2025). Schroeder, Adrian ; Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:11225.

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2025Immigration, Demand, Supply and Sectoral Heterogeneity in the UK Labor Market. (2025). wadsworth, jonathan ; Mountford, Andrew. In: RFBerlin Discussion Paper Series. RePEc:crm:wpaper:2534.

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2024The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation. (2024). Puch, Luis Antonio ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758.

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2024On the relationship of country geopolitical risk on energy inflation. (2024). Lopes, Mara Helena ; Vedia, Ignacio Garrn ; de Oliveira, Cristina Alexandra. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:45113.

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2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

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2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Contracts in Crisis: The War in Ukraine and Long-Term Contracts in Energy Markets. (2025). Krger, Mats ; Neuhoff, Karsten ; Schwenen, Sebastian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2118.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The pass-through to inflation of gas price shocks. (2024). Silgado-Gómez, Edgar ; Parraga, Susana ; Lopez, Lucia ; Odendahl, Florens ; Silgado-Gomez, Edgar. In: Working Paper Series. RePEc:ecb:ecbwps:20242968.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2025Oil shocks and firm investment on the two sides of the Atlantic. (2025). Kostakis, Vasileios ; Longaric, Pablo Anaya ; Vinci, Francesca ; Parisi, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20253116.

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2025Decomposing US economic fluctuations: a trend-cycle approach. (2025). Fosso, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20253138.

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2024The Volatility Spillover of Global Oil Price Uncertainty. (2024). Chuponov, Sanat ; Tich, Lucie ; Pcha, Kamil ; Ataev, Jasur ; Hudayberganov, Dilshod ; Kuziboev, Bekhzod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-63.

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2024The 50-year-old Oil Crisis and its Impact on the Global Economy: A Bibliometric Analysis. (2024). Maniam, Balasundram ; Kathiravan, Chinnadurai ; Mim, Tahmina Akther. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-8.

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2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis. (2024). Canepa, Alessandra ; Almajali, Awon ; Alqaralleh, Huthaifa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-5.

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2024A novel link prediction model for interval-valued crude oil prices based on complex network and multi-source information. (2024). Tao, Zhifu ; Luo, Rui ; Zhao, Xiaoman ; Liu, Jinpei. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016441.

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2025New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2024Quantifying predictive knowledge: Wavelet energy α-divergence measure for time series uncertainty reduction. (2024). Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010403.

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2024When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2024Commodity prices and production networks in small open economies. (2024). Silva, Álvaro ; Miranda-Pinto, Jorge ; Caraiani, Petre ; Olaya-Agudelo, Juan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s016518892400160x.

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2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

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2024Digital economy, CO2 emissions and Chinas environmental sustainable development— an analysis based on TVP-VAR model. (2024). Chen, Yufan ; Zhang, Xinyi ; Wang, Tianqi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1945-1957.

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

Works by Christiane Baumeister:

YearTitleTypeCited
2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: American Economic Review.
[Full Text][Citation analysis]		article559
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 559		paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 559		paper
2013Time-Varying Effects of Oil Supply Shocks on the US Economy In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article453
2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy.(2012) In: Staff Working Papers.
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This paper has nother version. Agregated cites: 453		paper
2009Time-Varying Effects of Oil Supply Shocks on the US Economy.(2009) In: 2009 Meeting Papers.
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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.
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This paper has nother version. Agregated cites: 453		paper
2022Structural Vector Autoregressions with Imperfect Identifying Information In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article4
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article334
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 334		paper
2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 334		paper
2015Forty years of oil price fluctuations: Why the price of oil may still surprise us.(2015) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 334		paper
2014The Art and Science of Forecasting the Real Price of Oil In: Bank of Canada Review.
[Full Text][Citation analysis]		article10
2011Real-Time Forecasts of the Real Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper63
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 63		paper
2011Real-Time Forecasts of the Real Price of Oil.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 63		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]		paper328
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 nother version. Agregated cites: 328		article
2012Real-Time Analysis of Oil Price Risks Using Forecast Scenarios In: Staff Working Papers.
[Full Text][Citation analysis]		paper66
2011Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 66		paper
2014Real-Time Analysis of Oil Price Risks Using Forecast Scenarios.(2014) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]		paper40
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 nother version. Agregated cites: 40		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]		paper406
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 nother version. Agregated cites: 406		article
2013What Central Bankers Need to Know about Forecasting Oil Prices In: Staff Working Papers.
[Full Text][Citation analysis]		paper56
2012What Central Bankers Need to Know about Forecasting Oil Prices.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES.(2014) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2013Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
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 nother version. Agregated cites: 16		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 nother version. Agregated cites: 16		paper
2013Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach In: Staff Working Papers.
[Full Text][Citation analysis]		paper197
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 nother version. Agregated cites: 197		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 nother version. Agregated cites: 197		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 nother version. Agregated cites: 197		paper
2013Do Oil Price Increases Cause Higher Food Prices? In: Staff Working Papers.
[Full Text][Citation analysis]		paper167
2013Do Oil Price Increases Cause Higher Food Prices?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 167		paper
2014Do oil price increases cause higher food prices?.(2014) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 167		article
2013Do oil price increases cause higher food prices?.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 167		paper
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]		paper93
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 nother version. Agregated cites: 93		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 nother version. Agregated cites: 93		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 nother version. Agregated cites: 93		paper
2014Are There Gains from Pooling Real-Time Oil Price Forecasts? In: Staff Working Papers.
[Full Text][Citation analysis]		paper71
2014Are there Gains from Pooling Real-Time Oil Price Forecasts?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2014Are there gains from pooling real-time oil price forecasts?.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		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]		paper50
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 nother version. Agregated cites: 50		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 nother version. Agregated cites: 50		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 nother version. Agregated cites: 50		paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
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 nother version. Agregated cites: 7		paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 7		paper
2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7		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 nother version. Agregated cites: 7		paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax? In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2018Is the Discretionary Income Effect of Oil Price Shocks a Hoax?.(2018) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2021Tracking weekly state-level economic conditions In: Working Papers.
[Full Text][Citation analysis]		paper22
2021Tracking Weekly State-Level Economic Conditions.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2021Tracking weekly state-level economic conditions.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2021Tracking Weekly State-Level Economic Conditions.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2021Tracking Weekly State-Level Economic Conditions.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2024Tracking Weekly State-Level Economic Conditions.(2024) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2016Lower Oil Prices and the U.S. Economy: Is This Time Different? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article111
2017Lower Oil Prices and the U.S. Economy: Is this Time Different?.(2017) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 111		paper
2017Lower Oil Prices and the U.S. Economy: Is This Time Different?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 111		paper
In: .
[Full Text][Citation analysis]		article59
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]		paper24
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.
[Full Text][Citation analysis]		paper84
2016Understanding the Decline in the Price of Oil since June 2014 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper220
2015Understanding the Decline in the Price of Oil since June 2014.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		paper
2016Understanding the Decline in the Price of Oil since June 2014.(2016) In: Journal of the Association of Environmental and Resource Economists.
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This paper has nother version. Agregated cites: 220		article
2015Understanding the decline in the price of oil since June 2014.(2015) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 220		paper
2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		paper
2018Inference 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]		paper100
2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		article
2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2020Energy Markets and Global Economic Conditions In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper163
2020Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 163		paper
2020Energy Markets and Global Economic Conditions.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 163		paper
2020Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 163		paper
2022Energy Markets and Global Economic Conditions.(2022) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 163		article
2020A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 28		paper
2021A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 28		article
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2021Measuring Market Expectations In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2021Measuring Market Expectations.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2021Measuring Market Expectations.(2021) In: Working Papers.
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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2018Inference 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]		paper96
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2018ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article43
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]		paper90
2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2008Liquidity, inflation and asset prices in a time-varying framework for the euro area In: Working Paper Research.
[Full Text][Citation analysis]		paper46
2008Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area.(2008) In: Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2025Comment on Local Projections or VARs? A Primer for Macroeconomists In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]		paper318
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
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This paper has nother version. Agregated cites: 318		article
2020Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Pandemic, War, Inflation: Oil Markets at a Crossroads? In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2024Risky Oil: Its All in the Tails In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Forecasting Natural Gas Prices in Real Time In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2010The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter84
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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This paper has nother version. Agregated cites: 84		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]		paper48

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