Details about Robert Czudaj
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Short-id: pcz10
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Working Papers
2024
- Fundamental determinants of exchange rate expectations
MPRA Paper, University Library of Munich, Germany 
Also in VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association (2020)
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (2022) View citations (2)
- Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries
MPRA Paper, University Library of Munich, Germany
See also Journal Article Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries, European Journal of Political Economy, Elsevier (2024) (2024)
- Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring
MPRA Paper, University Library of Munich, Germany View citations (1)
2023
- Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors
MPRA Paper, University Library of Munich, Germany View citations (1)
- Expectation Formation and the Phillips Curve Revisited
MPRA Paper, University Library of Munich, Germany
See also Journal Article Expectation formation and the Phillips curve revisited, Macroeconomic Dynamics, Cambridge University Press (2025) (2025)
- The role of expectations for currency crisis dynamics - The case of the Turkish lira
Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel)
Also in MPRA Paper, University Library of Munich, Germany (2022)
See also Journal Article The role of expectations for currency crisis dynamics—The case of the Turkish lira, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) (2023)
2022
- Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology
See also Journal Article Exchange rate expectation, abnormal returns, and the COVID-19 pandemic, Journal of Economic Behavior & Organization, Elsevier (2022) View citations (5) (2022)
- Long-short speculator sentiment in agricultural commodity markets
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology
See also Journal Article Long‐short speculator sentiment in agricultural commodity markets, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023) (2023)
- Perceived monetary policy uncertainty
MPRA Paper, University Library of Munich, Germany
See also Journal Article Perceived monetary policy uncertainty, Journal of International Money and Finance, Elsevier (2023) View citations (5) (2023)
2021
- Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology
See also Journal Article Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data, European Economic Review, Elsevier (2022) View citations (10) (2022)
2020
- Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
See also Journal Article Fiscal policy uncertainty and its effects on the real economy: German evidence, Oxford Economic Papers, Oxford University Press (2021) View citations (6) (2021)
- Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach
MPRA Paper, University Library of Munich, Germany View citations (6)
See also Journal Article Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach, Economics Bulletin, AccessEcon (2020) View citations (6) (2020)
2019
- Crude oil futures trading and uncertainty
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (19)
See also Journal Article Crude oil futures trading and uncertainty, Energy Economics, Elsevier (2019) View citations (18) (2019)
- Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (10)
See also Journal Article Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach, Econometrics and Statistics, Elsevier (2019) View citations (10) (2019)
- Is the negative interest rate policy effective?
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology
See also Journal Article Is the negative interest rate policy effective?, Journal of Economic Behavior & Organization, Elsevier (2020) View citations (7) (2020)
2018
- Monetary policy shocks, expectations and information rigidities
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (10)
Also in VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (10)
See also Journal Article MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES, Economic Inquiry, Western Economic Association International (2018) View citations (10) (2018)
2017
- Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (12)
See also Journal Article Capital flows and GDP in emerging economies and the role of global spillovers, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (11) (2017)
- Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association View citations (26)
See also Journal Article Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven, Journal of International Money and Finance, Elsevier (2017) View citations (27) (2017)
- Gold Price Dynamics and the Role of Uncertainty
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (17)
See also Journal Article Gold price dynamics and the role of uncertainty, Quantitative Finance, Taylor & Francis Journals (2019) View citations (66) (2019)
- Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
Also in Post-Print, HAL (2016) View citations (1)
See also Journal Article Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification, Empirical Economics, Springer (2019) View citations (14) (2019)
- The Relative Valuation of Gold
Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology View citations (3)
Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2016)
See also Journal Article THE RELATIVE VALUATION OF GOLD, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (1) (2020)
2016
- Effective exchange rates, current accounts and global imbalances
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (2)
Also in VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014)
See also Journal Article Effective Exchange Rates, Current Accounts and Global Imbalances, Review of International Economics, Wiley Blackwell (2017) View citations (4) (2017)
- The impact of uncertainty on professional exchange rate forecasts
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (2)
See also Journal Article The impact of uncertainty on professional exchange rate forecasts, Journal of International Money and Finance, Elsevier (2017) View citations (31) (2017)
2015
- Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification
Post-Print, HAL
Also in Post-Print, HAL (2015)
2014
- Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (21)
See also Journal Article Does gold act as a hedge or a safe haven for stocks? A smooth transition approach, Economic Modelling, Elsevier (2015) View citations (249) (2015)
- Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (10)
2013
- Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (83)
See also Journal Article Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?, Energy Economics, Elsevier (2013) View citations (85) (2013)
- Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen
Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (1)
See also Journal Article Nonstationary-volatility robust panel unit root tests and the great moderation, AStA Advances in Statistical Analysis, Springer (2015) View citations (2) (2015)
2012
- Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (5)
See also Journal Article Gold as an inflation hedge in a time-varying coefficient framework, The North American Journal of Economics and Finance, Elsevier (2013) View citations (119) (2013)
2010
- Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen View citations (28)
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (26)
See also Journal Article Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin (2010) (2010)
Journal Articles
2025
- Expectation formation and the Phillips curve revisited
Macroeconomic Dynamics, 2025, 29, -
See also Working Paper Expectation Formation and the Phillips Curve Revisited, MPRA Paper (2023) (2023)
2024
- Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries
European Journal of Political Economy, 2024, 85, (C)
See also Working Paper Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries, MPRA Paper (2024) (2024)
2023
- Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area
Macroeconomic Dynamics, 2023, 27, (3), 698-717
- Dimensions and Determinants of Inflation Anchoring
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2023, 92, (2), 31-43 View citations (1)
- Long‐short speculator sentiment in agricultural commodity markets
International Journal of Finance & Economics, 2023, 28, (4), 3511-3528
See also Working Paper Long-short speculator sentiment in agricultural commodity markets, Chemnitz Economic Papers (2022) (2022)
- Perceived monetary policy uncertainty
Journal of International Money and Finance, 2023, 130, (C) View citations (5)
See also Working Paper Perceived monetary policy uncertainty, MPRA Paper (2022) (2022)
- The role of expectations for currency crisis dynamics—The case of the Turkish lira
Journal of Forecasting, 2023, 42, (3), 625-642
See also Working Paper The role of expectations for currency crisis dynamics - The case of the Turkish lira, Open Access Publications from Kiel Institute for the World Economy (2023) (2023)
2022
- Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
Journal of Economic Behavior & Organization, 2022, 196, (C), 1-25 View citations (5)
See also Working Paper Exchange rate expectation, abnormal returns, and the COVID-19 pandemic, Chemnitz Economic Papers (2022) (2022)
- Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data
European Economic Review, 2022, 143, (C) View citations (10)
See also Working Paper Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data, Chemnitz Economic Papers (2021) (2021)
2021
- Features of overreactions in the cryptocurrency market
The Quarterly Review of Economics and Finance, 2021, 80, (C), 31-48 View citations (3)
- Fiscal policy uncertainty and its effects on the real economy: German evidence
Oxford Economic Papers, 2021, 73, (4), 1516-1535 View citations (6)
See also Working Paper Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence, Chemnitz Economic Papers (2020) View citations (3) (2020)
- Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
Resources Policy, 2021, 71, (C) View citations (34)
2020
- Commodity futures and a wavelet-based risk assessment
Physica A: Statistical Mechanics and its Applications, 2020, 554, (C) View citations (5)
- Is the negative interest rate policy effective?
Journal of Economic Behavior & Organization, 2020, 174, (C), 75-86 View citations (7)
See also Working Paper Is the negative interest rate policy effective?, Chemnitz Economic Papers (2019) (2019)
- Net Foreign Asset Positions, Capital Flows and GDP Spillovers
Open Economies Review, 2020, 31, (2), 295-308 View citations (1)
- Professional forecasters' expectations, consistency, and international spillovers
Journal of Forecasting, 2020, 39, (7), 1001-1024 View citations (2)
- Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S
Energy Economics, 2020, 85, (C) View citations (12)
- Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach
Economics Bulletin, 2020, 40, (4), 2828-2843 View citations (6)
See also Working Paper Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach, MPRA Paper (2020) View citations (6) (2020)
- Revisiting the valuable roles of commodities for international stock markets
Resources Policy, 2020, 66, (C) View citations (56)
- THE RELATIVE VALUATION OF GOLD
Macroeconomic Dynamics, 2020, 24, (6), 1346-1391 View citations (1)
See also Working Paper The Relative Valuation of Gold, Chemnitz Economic Papers (2017) View citations (3) (2017)
- The prevalence of price overreactions in the cryptocurrency market
Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (17)
- The relationship between oil prices and exchange rates: Revisiting theory and evidence
Energy Economics, 2020, 88, (C) View citations (88)
- The role of uncertainty on agricultural futures markets momentum trading and volatility
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 39
Also in Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 39 (2020)
2019
- An empirical assessment of recent challenges in today's financial markets
Scottish Journal of Political Economy, 2019, 66, (1), 1-4
- Crude oil futures trading and uncertainty
Energy Economics, 2019, 80, (C), 793-811 View citations (18)
See also Working Paper Crude oil futures trading and uncertainty, Chemnitz Economic Papers (2019) View citations (19) (2019)
- Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach
Econometrics and Statistics, 2019, 12, (C), 78-145 View citations (10)
See also Working Paper Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach, Chemnitz Economic Papers (2019) View citations (10) (2019)
- Gold price dynamics and the role of uncertainty
Quantitative Finance, 2019, 19, (4), 663-681 View citations (66)
See also Working Paper Gold Price Dynamics and the Role of Uncertainty, Chemnitz Economic Papers (2017) View citations (17) (2017)
- How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S
The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) View citations (5)
Also in The Energy Journal, 2019, 40, (1_suppl), 167-210 (2019)
- Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification
Empirical Economics, 2019, 56, (3), 1117-1144 View citations (14)
See also Working Paper Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication, Chemnitz Economic Papers (2017) View citations (3) (2017)
2018
- Is equity market volatility driven by migration fear?
Finance Research Letters, 2018, 27, (C), 34-37 View citations (5)
- MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES
Economic Inquiry, 2018, 56, (4), 2158-2176 View citations (10)
See also Working Paper Monetary policy shocks, expectations and information rigidities, Chemnitz Economic Papers (2018) View citations (10) (2018)
- The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience
The World Economy, 2018, 41, (1), 77-99
2017
- Capital flows and GDP in emerging economies and the role of global spillovers
Journal of Economic Behavior & Organization, 2017, 142, (C), 140-163 View citations (11)
See also Working Paper Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers, Chemnitz Economic Papers (2017) View citations (12) (2017)
- Effective Exchange Rates, Current Accounts and Global Imbalances
Review of International Economics, 2017, 25, (3), 500-533 View citations (4)
See also Working Paper Effective exchange rates, current accounts and global imbalances, Ruhr Economic Papers (2016) View citations (2) (2016)
- Exchange rate expectations and economic policy uncertainty
European Journal of Political Economy, 2017, 47, (C), 148-162 View citations (99)
- Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
Journal of International Money and Finance, 2017, 74, (C), 283-300 View citations (27)
See also Working Paper Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven, VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking (2017) View citations (26) (2017)
- The impact of uncertainty on professional exchange rate forecasts
Journal of International Money and Finance, 2017, 73, (PB), 296-316 View citations (31)
See also Working Paper The impact of uncertainty on professional exchange rate forecasts, Ruhr Economic Papers (2016) View citations (2) (2016)
2016
- A melting pot — Gold price forecasts under model and parameter uncertainty
International Review of Financial Analysis, 2016, 48, (C), 282-291 View citations (16)
- Oil price and FX-rates dependency
Quantitative Finance, 2016, 16, (3), 477-488 View citations (32)
2015
- Causality and volatility patterns between gold prices and exchange rates
The North American Journal of Economics and Finance, 2015, 34, (C), 292-300 View citations (29)
- Does gold act as a hedge or a safe haven for stocks? A smooth transition approach
Economic Modelling, 2015, 48, (C), 16-24 View citations (249)
See also Working Paper Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Ruhr Economic Papers (2014) View citations (21) (2014)
- International parity relationships between Germany and the USA revisited: evidence from the post-DM period
Applied Economics, 2015, 47, (26), 2745-2767 View citations (6)
- Nonstationary-volatility robust panel unit root tests and the great moderation
AStA Advances in Statistical Analysis, 2015, 99, (2), 161-187 View citations (2)
See also Working Paper Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation, Ruhr Economic Papers (2013) (2013)
- Productivity Shocks and Real Effective Exchange Rates
Review of Development Economics, 2015, 19, (3), 502-515 View citations (4)
2014
- Does global liquidity drive commodity prices?
Journal of Banking & Finance, 2014, 48, (C), 224-234 View citations (56)
- Non-linearities in the relationship of agricultural futures prices
European Review of Agricultural Economics, 2014, 41, (1), 1-23 View citations (16)
- Regime shifts and the Canada/US exchange rate in a multivariate framework
Economics Letters, 2014, 123, (2), 206-211
- Regime-dependent adjustment in energy spot and futures markets
Economic Modelling, 2014, 40, (C), 400-409 View citations (22)
- The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies
The World Economy, 2014, 37, (8), 1101-1127 View citations (19)
- Volatility transmission in agricultural futures markets
Economic Modelling, 2014, 36, (C), 541-546 View citations (54)
2013
- Gold as an inflation hedge in a time-varying coefficient framework
The North American Journal of Economics and Finance, 2013, 24, (C), 208-222 View citations (119)
See also Working Paper Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework, Ruhr Economic Papers (2012) View citations (5) (2012)
- Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Energy Economics, 2013, 40, (C), 665-678 View citations (85)
See also Working Paper Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?, Ruhr Economic Papers (2013) View citations (83) (2013)
- Oil and gold price dynamics in a multivariate cointegration framework
International Economics and Economic Policy, 2013, 10, (3), 453-468 View citations (37)
- Oil prices and effective dollar exchange rates
International Review of Economics & Finance, 2013, 27, (C), 621-636 View citations (87)
- The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis
International Review of Applied Economics, 2013, 27, (4), 472-490 View citations (9)
2012
- Modelling euro area money demand and forecasting inflation in a time-varying environment
International Journal of Monetary Economics and Finance, 2012, 5, (3), 244-267
- Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
Economics Bulletin, 2012, 32, (2), 1695-1707 View citations (2)
2011
- P-star in times of crisis - Forecasting inflation for the euro area
Economic Systems, 2011, 35, (3), 390-407 View citations (12)
2010
- Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
Applied Economics Quarterly (formerly: Konjunkturpolitik), 2010, 56, (4), 285-315
See also Working Paper Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques, Ruhr Economic Papers (2010) View citations (28) (2010)
Chapters
2022
- What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics
Springer
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