EconPapers    
Economics at your fingertips  
 

Details about Christiane Baumeister

E-mail:
Homepage:https://sites.google.com/site/cjsbaumeister/
Workplace:Department of Economics, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Christiane Baumeister.

Last updated 2021-10-29. Update your information in the RePEc Author Service.

Short-id: pba832


Jump to Journal Articles Chapters

Working Papers

2021

  1. Measuring Market Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    CESifo Working Paper Series, CESifo (2021) Downloads
    Working Papers, University of Pretoria, Department of Economics (2021) Downloads
  2. Tracking Weekly State-Level Economic Conditions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CESifo Working Paper Series, CESifo (2021) Downloads
    Working Papers, University of Pretoria, Department of Economics (2021) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads
    Working Papers, Banco de España (2021) Downloads

2020

  1. A Comparison of Monthly Global Indicators for Forecasting Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (1)

    See also Journal Article in International Journal of Forecasting (2021)
  2. Advances in Structural Vector Autoregressions with Imperfect Identifying Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
  3. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (11)

    See also Journal Article in Journal of International Money and Finance (2020)
  4. Energy Markets and Global Economic Conditions
    CESifo Working Paper Series, CESifo Downloads View citations (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (20)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (20)
    Working Papers, Business School - Economics, University of Glasgow (2020) Downloads View citations (18)

2018

  1. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (38)
    CESifo Working Paper Series, CESifo (2018) Downloads View citations (38)
    Research Discussion Papers, Bank of Finland (2018) Downloads View citations (25)

    See also Journal Article in Journal of Monetary Economics (2018)

2017

  1. Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo (2016) Downloads View citations (1)
    Staff Working Papers, Bank of Canada (2017) Downloads View citations (7)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2016) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (7)
  2. Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (5)
  3. Lower Oil Prices and the U.S. Economy: Is This Time Different?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (8)

    See also Journal Article in Brookings Papers on Economic Activity (2016)
  4. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
    CESifo Working Paper Series, CESifo Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (13)

    See also Journal Article in American Economic Review (2019)

2016

  1. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
    Staff Working Papers, Bank of Canada Downloads View citations (10)
    Also in CESifo Working Paper Series, CESifo (2016) Downloads View citations (10)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (13)
  2. Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (139)
    Also in CESifo Working Paper Series, CESifo (2016) Downloads View citations (137)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (5)

    See also Journal Article in Journal of Economic Perspectives (2016)
  3. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (4)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2017)
  4. Understanding the Decline in the Price of Oil since June 2014
    CESifo Working Paper Series, CESifo Downloads View citations (88)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (44)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (42)

    See also Journal Article in Journal of the Association of Environmental and Resource Economists (2016)

2014

  1. Are There Gains from Pooling Real-Time Oil Price Forecasts?
    Staff Working Papers, Bank of Canada Downloads View citations (48)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (48)

    See also Journal Article in Energy Economics (2014)
  2. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
    Staff Working Papers, Bank of Canada Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (2)

    See also Journal Article in International Journal of Forecasting (2015)
  3. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Econometrica (2015)

2013

  1. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
    Staff Working Papers, Bank of Canada Downloads View citations (13)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (29)
  2. Do Oil Price Increases Cause Higher Food Prices?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Staff Working Papers, Bank of Canada (2013) Downloads View citations (11)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (11)

    See also Journal Article in Economic Policy (2014)
  3. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
    Staff Working Papers, Bank of Canada Downloads View citations (8)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (15)

    See also Journal Article in Journal of Business & Economic Statistics (2015)
  4. What Central Bankers Need to Know about Forecasting Oil Prices
    Staff Working Papers, Bank of Canada Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (10)

    See also Journal Article in International Economic Review (2014)

2012

  1. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    Staff Working Papers, Bank of Canada Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (12)

    See also Journal Article in IMF Economic Review (2014)
  3. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
    Staff Working Papers, Bank of Canada Downloads View citations (25)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (26)
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2008) Downloads View citations (64)

    See also Journal Article in American Economic Journal: Macroeconomics (2013)
  4. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    Staff Working Papers, Bank of Canada Downloads View citations (23)
    See also Journal Article in International Journal of Central Banking (2013)

2011

  1. Real-Time Forecasts of the Real Price of Oil
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    Also in Staff Working Papers, Bank of Canada (2011) Downloads View citations (60)

    See also Journal Article in Journal of Business & Economic Statistics (2011)
  2. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
    Staff Working Papers, Bank of Canada Downloads View citations (26)
    See also Journal Article in Journal of Applied Econometrics (2013)

2010

  1. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
    Bank of England working papers, Bank of England Downloads View citations (21)
  2. Sources of the Volatility Puzzle in the Crude Oil Market
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (48)
  3. Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound
    Working Paper Series, European Central Bank Downloads View citations (64)

2009

  1. The Economic Consequences of Oil Shocks: Differences Across Countries and Time
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (29)
    See also Chapter (2010)

2008

  1. Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads View citations (21)
    Also in Working Paper Research, National Bank of Belgium (2008) Downloads View citations (20)

Journal Articles

2021

  1. A comparison of monthly global indicators for forecasting growth
    International Journal of Forecasting, 2021, 37, (3), 1276-1295 Downloads
    See also Working Paper (2020)
  2. Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
    Journal of International Money and Finance, 2021, 114, (C) Downloads

2020

  1. Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
    Journal of International Money and Finance, 2020, 109, (C) Downloads View citations (8)
    See also Working Paper (2020)

2019

  1. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
    American Economic Review, 2019, 109, (5), 1873-1910 Downloads View citations (130)
    See also Working Paper (2017)

2018

  1. ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS
    Macroeconomic Dynamics, 2018, 22, (3), 562-580 Downloads View citations (19)
  2. Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
    Journal of Monetary Economics, 2018, 100, (C), 48-65 Downloads View citations (38)
    See also Working Paper (2018)

2017

  1. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
    Journal of Applied Econometrics, 2017, 32, (2), 275-295 Downloads View citations (10)
    See also Working Paper (2016)

2016

  1. Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
    Journal of Economic Perspectives, 2016, 30, (1), 139-60 Downloads View citations (140)
    See also Working Paper (2016)
  2. Lower Oil Prices and the U.S. Economy: Is This Time Different?
    Brookings Papers on Economic Activity, 2016, 47, (2 (Fall)), 287-357 Downloads View citations (27)
    See also Working Paper (2017)
  3. Understanding the Decline in the Price of Oil since June 2014
    Journal of the Association of Environmental and Resource Economists, 2016, 3, (1), 131 - 158 Downloads View citations (88)
    See also Working Paper (2016)

2015

  1. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
    International Journal of Forecasting, 2015, 31, (2), 238-252 Downloads View citations (56)
    See also Working Paper (2014)
  2. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
    Journal of Business & Economic Statistics, 2015, 33, (3), 338-351 Downloads View citations (106)
    See also Working Paper (2013)
  3. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
    Econometrica, 2015, 83, (5), 1963-1999 Downloads View citations (120)
    See also Working Paper (2014)

2014

  1. Are there gains from pooling real-time oil price forecasts?
    Energy Economics, 2014, 46, (S1), S33-S43 Downloads View citations (48)
    See also Working Paper (2014)
  2. Do oil price increases cause higher food prices?
    (Biofuels, binding constraints, and agricultural commodity price volatility)
    Economic Policy, 2014, 29, (80), 691-747 Downloads View citations (18)
    See also Working Paper (2013)
  3. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    IMF Economic Review, 2014, 62, (1), 119-145 Downloads View citations (24)
    See also Working Paper (2012)
  4. The Art and Science of Forecasting the Real Price of Oil
    Bank of Canada Review, 2014, 2014, (Spring), 21-31 Downloads View citations (9)
  5. WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
    International Economic Review, 2014, 55, (3), 869-889 Downloads View citations (1)
    See also Working Paper (2013)

2013

  1. Changes in the effects of monetary policy on disaggregate price dynamics
    Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560 Downloads View citations (24)
    See also Working Paper (2012)
  2. THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET
    Journal of Applied Econometrics, 2013, 28, (7), 1087-1109 Downloads View citations (232)
    See also Working Paper (2011)
  3. Time-Varying Effects of Oil Supply Shocks on the US Economy
    American Economic Journal: Macroeconomics, 2013, 5, (4), 1-28 Downloads View citations (211)
    See also Working Paper (2012)
  4. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    International Journal of Central Banking, 2013, 9, (2), 165-212 Downloads View citations (248)
    See also Working Paper (2012)

2011

  1. Real-Time Forecasts of the Real Price of Oil
    Journal of Business & Economic Statistics, 2011, 30, (2), 326-336 Downloads View citations (21)
    See also Working Paper (2011)

Chapters

2010

  1. The Economic Consequences of Oil Shocks: Differences across Countries and Time
    A chapter in Inflation in an Era of Relative Price Shocks, 2010 Downloads View citations (43)
    See also Working Paper (2009)
 
Page updated 2021-12-05