Christiane Baumeister
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Christiane |
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Baumeister |
Identifer
Contact
Affiliations
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University of Notre Dame
/ Department of Economics
Research profile
author of:
- Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (RePEc:aea:aecrev:v:109:y:2019:i:5:p:1873-1910)
by Christiane Baumeister & James D. Hamilton - Time-Varying Effects of Oil Supply Shocks on the US Economy (RePEc:aea:aejmac:v:5:y:2013:i:4:p:1-28)
by Christiane Baumeister & Gert Peersman - Structural Vector Autoregressions with Imperfect Identifying Information (RePEc:aea:apandp:v:112:y:2022:p:466-70)
by Christiane Baumeister & James D. Hamilton - Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60)
by Christiane Baumeister & Lutz Kilian - The Art and Science of Forecasting the Real Price of Oil (RePEc:bca:bcarev:v:2014:y:2014:i:spring14:p:21-31)
by Christiane Baumeister - Real-Time Forecasts of the Real Price of Oil (RePEc:bca:bocawp:11-16)
by Christiane Baumeister & Lutz Kilian - The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market (RePEc:bca:bocawp:11-28)
by Christiane Baumeister & Gert Peersman - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:bca:bocawp:12-1)
by Christiane Baumeister & Lutz Kilian - Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics (RePEc:bca:bocawp:12-13)
by Christiane Baumeister & Philip Liu & Haroon Mumtaz - Time-Varying Effects of Oil Supply Shocks on the U.S. Economy (RePEc:bca:bocawp:12-2)
by Christiane Baumeister & Gert Peersman - Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound (RePEc:bca:bocawp:12-21)
by Christiane Baumeister & Luca Benati - What Central Bankers Need to Know about Forecasting Oil Prices (RePEc:bca:bocawp:13-15)
by Christiane Baumeister & Lutz Kilian - Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis (RePEc:bca:bocawp:13-25)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:bca:bocawp:13-28)
by Christiane Baumeister & Lutz Kilian - Do Oil Price Increases Cause Higher Food Prices? (RePEc:bca:bocawp:13-52)
by Christiane Baumeister & Lutz Kilian - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:bca:bocawp:14-11)
by Christiane Baumeister & Pierre Guérin & Lutz Kilian - Are There Gains from Pooling Real-Time Oil Price Forecasts? (RePEc:bca:bocawp:14-46)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (RePEc:bca:bocawp:16-18)
by Christiane Baumeister & Lutz Kilian - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:bca:bocawp:17-35)
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:bca:bocawp:17-50)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - Tracking weekly state-level economic conditions (RePEc:bde:wpaper:2134)
by Christiane Baumeister & Danilo Leiva-León & Eric Sims - Lower Oil Prices and the U.S. Economy: Is This Time Different? (RePEc:bin:bpeajo:v:47:y:2016:i:2016-02:p:287-357)
by Christiane Baumeister & Lutz Kilian - Unknown item RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747 (article)
- Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR (RePEc:boe:boeewp:0401)
by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon - Unknown item RePEc:bof:bofrdp:2018_014 (paper)
- Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:ces:ceswps:_5709)
by Christiane Baumeister & Lutz Kilian - Understanding the Decline in the Price of Oil since June 2014 (RePEc:ces:ceswps:_5755)
by Christiane Baumeister & Lutz Kilian - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:ces:ceswps:_5759)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (RePEc:ces:ceswps:_5782)
by Christiane Baumeister & Lutz Kilian - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:ces:ceswps:_6282)
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - Lower Oil Prices and the U.S. Economy: Is this Time Different? (RePEc:ces:ceswps:_6322)
by Christiane Baumeister & Lutz Kilian - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:ces:ceswps:_6369)
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (RePEc:ces:ceswps:_6835)
by Christiane Baumeister & James D. Hamilton - Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations (RePEc:ces:ceswps:_7048)
by Christiane Baumeister & James D. Hamilton - Energy Markets and Global Economic Conditions (RePEc:ces:ceswps:_8282)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:ces:ceswps:_8656)
by Christiane Baumeister & Pierre Guérin - Tracking Weekly State-Level Economic Conditions (RePEc:ces:ceswps:_9165)
by Christiane Baumeister & Danilo Leiva-León & Eric R. Sims - Measuring Market Expectations (RePEc:ces:ceswps:_9305)
by Christiane Baumeister - Are there Gains from Pooling Real-Time Oil Price Forecasts? (RePEc:cpr:ceprdp:10075)
by Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K - A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil (RePEc:cpr:ceprdp:10162)
by Kilian, Lutz & Baumeister, Christiane - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:cpr:ceprdp:10362)
by Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K - Understanding the Decline in the Price of Oil since June 2014 (RePEc:cpr:ceprdp:10404)
by Kilian, Lutz & Baumeister, Christiane - Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (RePEc:cpr:ceprdp:11035)
by Kilian, Lutz & Baumeister, Christiane - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:cpr:ceprdp:11740)
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz - Lower Oil Prices and the U.S. Economy: Is This Time Different? (RePEc:cpr:ceprdp:11792)
by Baumeister, Christiane & Kilian, Lutz - Is the Discretionary Income Effect of Oil Price Shocks a Hoax? (RePEc:cpr:ceprdp:11868)
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing - Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman (RePEc:cpr:ceprdp:12532)
by Baumeister, Christiane & Hamilton, James - Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role (RePEc:cpr:ceprdp:12911)
by Baumeister, Christiane & Hamilton, James - Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions (RePEc:cpr:ceprdp:14271)
by Baumeister, Christiane & Hamilton, James - Energy Markets and Global Economic Conditions (RePEc:cpr:ceprdp:14580)
by Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K. - Advances in Structural Vector Autoregressions with Imperfect Identifying Information (RePEc:cpr:ceprdp:14603)
by Baumeister, Christiane & Hamilton, James - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:cpr:ceprdp:15403)
by Baumeister, Christiane & Guerin, Pierre - Tracking Weekly State-Level Economic Conditions (RePEc:cpr:ceprdp:16317)
by Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric - Measuring Market Expectations (RePEc:cpr:ceprdp:16520)
by Baumeister, Christiane - Real-Time Forecasts of the Real Price of Oil (RePEc:cpr:ceprdp:8414)
by Kilian, Lutz & Baumeister, Christiane - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:cpr:ceprdp:8698)
by Kilian, Lutz & Baumeister, Christiane - What Central Bankers Need to Know about Forecasting Oil Prices (RePEc:cpr:ceprdp:9118)
by Kilian, Lutz & Baumeister, Christiane - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:cpr:ceprdp:9569)
by Kilian, Lutz & Baumeister, Christiane - Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis (RePEc:cpr:ceprdp:9572)
by Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing - Do Oil Price Increases Cause Higher Food Prices? (RePEc:cpr:ceprdp:9689)
by Kilian, Lutz & Baumeister, Christiane - Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work (RePEc:cpr:ceprdp:9768)
by Kilian, Lutz & Baumeister, Christiane - Are Product Spreads Useful For Forecasting Oil Prices? An Empirical Evaluation Of The Verleger Hypothesis (RePEc:cup:macdyn:v:22:y:2018:i:03:p:562-580_00)
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing - Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound (RePEc:ecb:ecbwps:20101258)
by Baumeister, Christiane & Benati, Luca - Changes in the effects of monetary policy on disaggregate price dynamics (RePEc:eee:dyncon:v:37:y:2013:i:3:p:543-560)
by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon - Are there gains from pooling real-time oil price forecasts? (RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s33-s43)
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K. - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz - A comparison of monthly global indicators for forecasting growth (RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295)
by Baumeister, Christiane & Guérin, Pierre - Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions (RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060)
by Baumeister, Christiane & Hamilton, James D. - Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions (RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541)
by Baumeister, Christiane & Hamilton, James D. - Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations (RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65)
by Baumeister, Christiane & Hamilton, James D. - A comparison of monthly global indicators for forecasting growth (RePEc:een:camaaa:2020-93)
by Christiane Baumeister & Pierre Guérin - Tracking weekly state-level economic conditions (RePEc:een:camaaa:2021-55)
by Christiane Baumeister & Danilo Leiva-León & Eric Sims - Energy Markets and Global Economic Conditions (RePEc:gla:glaewp:2020_08)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee - Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound (RePEc:ijc:ijcjou:y:2013:q:2:a:9)
by Christiane Baumeister & Luca Benati - Liquidity, inflation and asset prices in a time-varying framework for the euro area (RePEc:nbb:reswpp:200810-17)
by Christiane Baumeister & Eveline Durinck & Gert Peersman - Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (RePEc:nbr:nberwo:20741)
by Christiane Baumeister & James D. Hamilton - Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? (RePEc:nbr:nberwo:23752)
by Christiane J.S. Baumeister & Reinhard Ellwanger & Lutz Kilian - Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (RePEc:nbr:nberwo:24167)
by Christiane J.S. Baumeister & James D. Hamilton - Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations (RePEc:nbr:nberwo:24597)
by Christiane Baumeister & James D. Hamilton - Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions (RePEc:nbr:nberwo:26606)
by Christiane Baumeister & James D. Hamilton - Energy Markets and Global Economic Conditions (RePEc:nbr:nberwo:27001)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee - Advances in Using Vector Autoregressions to Estimate Structural Magnitudes (RePEc:nbr:nberwo:27014)
by Christiane Baumeister & James D. Hamilton - A Comparison of Monthly Global Indicators for Forecasting Growth (RePEc:nbr:nberwo:28014)
by Christiane Baumeister & Pierre Guérin - Tracking Weekly State-Level Economic Conditions (RePEc:nbr:nberwo:29003)
by Christiane Baumeister & Danilo Leiva-León & Eric R. Sims - Measuring Market Expectations (RePEc:nbr:nberwo:29232)
by Christiane Baumeister - Pandemic, War, Inflation: Oil Markets at a Crossroads? (RePEc:nbr:nberwo:31496)
by Christiane Baumeister - Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area (RePEc:not:notcfc:08/06)
by Christiane Baumeister & Eveline Durinck & Gert Peersman - Do oil price increases cause higher food prices?
[Biofuels, binding constraints, and agricultural commodity price volatility] (RePEc:oup:ecpoli:v:29:y:2014:i:80:p:691-747.)
by Christiane Baumeister & Lutz Kilian - Real-Time Analysis of Oil Price Risks Using Forecast Scenarios (RePEc:pal:imfecr:v:62:y:2014:i:1:p:119-145)
by Christiane Baumeister & Lutz Kilian - Tracking Weekly State-Level Economic Conditions (RePEc:pre:wpaper:202151)
by Christiane Baumeister & Danilo Leiva-Leon & Eric Sims - Measuring Market Expectations (RePEc:pre:wpaper:202163)
by Christiane Baumeister - The Economic Consequences of Oil Shocks: Differences across Countries and Time (RePEc:rba:rbaacv:acv2009-06)
by Christiane Baumeister & Gert Peersman & Ine Van Robays - Time-Varying Effects of Oil Supply Shocks on the US Economy (RePEc:red:sed009:171)
by Gert Peersman & Christiane Baumeister - Time-Varying Effects of Oil Supply Shocks on the US Economy (RePEc:rug:rugwps:08/515)
by C. Baumeister & G. Peersman - The Economic Consequences of Oil Shocks: Differences Across Countries and Time (RePEc:rug:rugwps:09/630)
by C. Baumeister & G. Peersman & I. Van Robays & - - Sources of the Volatility Puzzle in the Crude Oil Market (RePEc:rug:rugwps:10/634)
by C. Baumeister & G. Peersman & - - Real-Time Forecasts of the Real Price of Oil (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:326-336)
by Christiane Baumeister & Lutz Kilian - Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351)
by Christiane Baumeister & Lutz Kilian - Energy Markets and Global Economic Conditions (RePEc:tpr:restat:v:104:y:2022:i:4:p:828-844)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee - Tracking Weekly State-Level Economic Conditions (RePEc:tpr:restat:v:106:y:2024:i:2:p:483-504)
by Christiane Baumeister & Danilo Leiva-León & Eric Sims - Understanding the Decline in the Price of Oil since June 2014 (RePEc:ucp:jaerec:doi:10.1086/684160)
by Christiane Baumeister & Lutz Kilian - Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (RePEc:wly:emetrp:v:83:y:2015:i:5:p:1963-1999)
by Christiane Baumeister & James D. Hamilton - What Central Bankers Need To Know About Forecasting Oil Prices (RePEc:wly:iecrev:v:55:y:2014:i:3:p:869-889)
by Christiane Baumeister & Lutz Kilian - The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market (RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109)
by Christiane Baumeister & Gert Peersman - Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (RePEc:wly:japmet:v:32:y:2017:i:2:p:275-295)
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations (RePEc:zbw:bofrdp:rdp2018_014)
by Baumeister, Christiane & Hamilton, James D. - Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis (RePEc:zbw:cfswop:201309)
by Baumeister, Christiane & Kilian, Lutz - Do oil price increases cause higher food prices? (RePEc:zbw:cfswop:201310)
by Baumeister, Christiane & Kilian, Lutz - Forecasting the real price of oil in a changing world: A forecast combination approach (RePEc:zbw:cfswop:201311)
by Baumeister, Christiane & Kilian, Lutz - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (RePEc:zbw:cfswop:201322)
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz - A general approach to recovering market expectations from futures prices with an application to crude oil (RePEc:zbw:cfswop:466)
by Baumeister, Christiane & Kilian, Lutz - Inside the crystal ball: New approaches to predicting the gasoline price at the pump (RePEc:zbw:cfswop:500)
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K. - Understanding the decline in the price of oil since June 2014 (RePEc:zbw:cfswop:501)
by Baumeister, Christiane & Kilian, Lutz - Forty years of oil price fluctuations: Why the price of oil may still surprise us (RePEc:zbw:cfswop:525)
by Baumeister, Christiane & Kilian, Lutz - Did the renewable fuel standard shift market expectations of the price of ethanol? (RePEc:zbw:cfswop:563)
by Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz