Robert Czudaj
Names
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Robert |
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Czudaj |
Identifer
Contact
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https://sites.google.com/site/robertczudaj/ |
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| postal address: |
Chair for Economics, in particular (Monetary) Macroeconomics
Department of Economics,
Technical University of Freiberg,
Schlossplatz 1,
D-09599 Freiberg, Germany |
Affiliations
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Technische Universität Bergakademie Freiberg
/ Fakultät Wirtschaftswissenschaften
Research profile
author of:
- How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S (RePEc:aen:journl:ej40-si1-hoang)
by Thi Hong Van Hoang, Syed Jawad Hussain Shahzad, Robert L. Czudaj, and Javed Ahmad Bhat - Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques (RePEc:aeq:aeqaeq:v56_y2010_i4_q4_p285-315)
by Ansgar Belke & Robert Czudaj - Monetary Policy Shocks, Expectations, And Information Rigidities (RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176)
by Joscha Beckmann & Robert L. Czudaj - Productivity Shocks and Real Effective Exchange Rates (RePEc:bla:rdevec:v:19:y:2015:i:3:p:502-515)
by Joscha Beckmann & Ansgar Belke & Robert Czudaj - Effective Exchange Rates, Current Accounts and Global Imbalances (RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533)
by Joscha Beckmann & Robert Czudaj - An empirical assessment of recent challenges in today's financial markets (RePEc:bla:scotjp:v:66:y:2019:i:1:p:1-4)
by Joscha Beckmann & Robert L. Czudaj & Gary Koop - The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies (RePEc:bla:worlde:v:37:y:2014:i:8:p:1101-1127)
by Joscha Beckmann & Ansgar Belke & Robert Czudaj - The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience (RePEc:bla:worlde:v:41:y:2018:i:1:p:77-99)
by Joscha Beckmann & Theo Berger & Robert Czudaj - The role of uncertainty on agricultural futures markets momentum trading and volatility (RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3)
by Czudaj Robert L. - The role of uncertainty on agricultural futures markets momentum trading and volatility (RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:6)
by Czudaj Robert L. - The Relative Valuation Of Gold (RePEc:cup:macdyn:v:24:y:2020:i:6:p:1346-1391_2)
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L. - Dimensions and Determinants of Inflation Anchoring (RePEc:diw:diwvjh:92-2-3)
by Joscha Beckmann & Robert L. Czudaj - Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques (RePEc:diw:diwwpp:dp982)
by Ansgar Belke & Robert Czudaj - Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test (RePEc:ebl:ecbull:eb-12-00122)
by Robert Czudaj & Joscha Beckmann - Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach (RePEc:ebl:ecbull:eb-18-00291)
by Muhammad Shahbaz & Naceur Khraief & Robert L. Czudaj - Volatility transmission in agricultural futures markets (RePEc:eee:ecmode:v:36:y:2014:i:c:p:541-546)
by Beckmann, Joscha & Czudaj, Robert - Regime-dependent adjustment in energy spot and futures markets (RePEc:eee:ecmode:v:40:y:2014:i:c:p:400-409)
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert - Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (RePEc:eee:ecmode:v:48:y:2015:i:c:p:16-24)
by Beckmann, Joscha & Berger, Theo & Czudaj, Robert - Gold as an inflation hedge in a time-varying coefficient framework (RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222)
by Beckmann, Joscha & Czudaj, Robert - Causality and volatility patterns between gold prices and exchange rates (RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300)
by Beckmann, Joscha & Czudaj, Robert & Pilbeam, Keith - Regime shifts and the Canada/US exchange rate in a multivariate framework (RePEc:eee:ecolet:v:123:y:2014:i:2:p:206-211)
by Beckmann, Joscha & Czudaj, Robert - Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach (RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145)
by Czudaj, Robert L. - P-star in times of crisis - Forecasting inflation for the euro area (RePEc:eee:ecosys:v:35:y:2011:i:3:p:390-407)
by Czudaj, Robert - Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data (RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071)
by Czudaj, Robert L. - Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? (RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678)
by Beckmann, Joscha & Czudaj, Robert - Crude oil futures trading and uncertainty (RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811)
by Czudaj, Robert L. - Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S (RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051)
by Hoang, Thi Hong Van & Shahzad, Syed Jawad Hussain & Czudaj, Robert L. - The relationship between oil prices and exchange rates: Revisiting theory and evidence (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122)
by Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin - A melting pot — Gold price forecasts under model and parameter uncertainty (RePEc:eee:finana:v:48:y:2016:i:c:p:282-291)
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert - Is equity market volatility driven by migration fear? (RePEc:eee:finlet:v:27:y:2018:i:c:p:34-37)
by Czudaj, Robert L. - The prevalence of price overreactions in the cryptocurrency market (RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780)
by Borgards, Oliver & Czudaj, Robert L. - Does global liquidity drive commodity prices? (RePEc:eee:jbfina:v:48:y:2014:i:c:p:224-234)
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert - Capital flows and GDP in emerging economies and the role of global spillovers (RePEc:eee:jeborg:v:142:y:2017:i:c:p:140-163)
by Beckmann, Joscha & Czudaj, Robert - Is the negative interest rate policy effective? (RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86)
by Czudaj, Robert L. - Exchange rate expectation, abnormal returns, and the COVID-19 pandemic (RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25)
by Beckmann, Joscha & Czudaj, Robert L. - Perceived monetary policy uncertainty (RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644)
by Beckmann, Joscha & Czudaj, Robert L. - The impact of uncertainty on professional exchange rate forecasts (RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316)
by Beckmann, Joscha & Czudaj, Robert - Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven (RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300)
by Beckmann, Joscha & Czudaj, Robert - Revisiting the valuable roles of commodities for international stock markets (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275)
by Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain - Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact (RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946)
by Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van - Commodity futures and a wavelet-based risk assessment (RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x)
by Berger, Theo & Czudaj, Robert L. - Exchange rate expectations and economic policy uncertainty (RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162)
by Beckmann, Joscha & Czudaj, Robert - Features of overreactions in the cryptocurrency market (RePEc:eee:quaeco:v:80:y:2021:i:c:p:31-48)
by Borgards, Oliver & Czudaj, Robert L. - Oil prices and effective dollar exchange rates (RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636)
by Beckmann, Joscha & Czudaj, Robert - Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification (RePEc:hal:journl:hal-02053864)
by Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang - Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification (RePEc:hal:journl:hal-02058041)
by J. Beckmann & Thierry Berger & R. Czudaj & T. Hoang - Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification (RePEc:hal:journl:hal-02058042)
by J. Beckmann & Thierry Berger & R. Czudaj & T. Hoang - Modelling euro area money demand and forecasting inflation in a time-varying environment (RePEc:ids:ijmefi:v:5:y:2012:i:3:p:244-267)
by Robert Czudaj - Oil and gold price dynamics in a multivariate cointegration framework (RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468)
by Joscha Beckmann & Robert Czudaj - Net Foreign Asset Positions, Capital Flows and GDP Spillovers (RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09563-5)
by Joscha Beckmann & Robert L. Czudaj - Unknown item RePEc:kuk:journl:v:46:y:2013:i:2:p:213-232 (article)
- Unknown item RePEc:kuk:journl:v:54:y:2021:i:3:p:423-446 (article)
- Non-linearities in the relationship of agricultural futures prices (RePEc:oup:erevae:v:41:y:2014:i:1:p:1-23)
by Joscha Beckmann & Robert Czudaj - Fiscal policy uncertainty and its effects on the real economy: German evidence (RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1516-1535.)
by Joscha Beckmann & Robert L Czudaj & Georgios Kouretas - Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach (RePEc:pra:mprapa:103525)
by Shahbaz, Muhammad & Khraief, Naceur & L. Czudaj, Robert - The role of expectations for currency crisis dynamics - the case of the Turkish lira (RePEc:pra:mprapa:114963)
by Beckmann, Joscha & Czudaj, Robert L. - Perceived monetary policy uncertainty (RePEc:pra:mprapa:114964)
by Beckmann, Joscha & Czudaj, Robert L. - Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors (RePEc:pra:mprapa:119029)
by Czudaj, Robert L. - Expectation Formation and the Phillips Curve Revisited (RePEc:pra:mprapa:119478)
by Czudaj, Robert L. - Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring (RePEc:pra:mprapa:119971)
by Beckmann, Joscha & Czudaj, Robert L. - Nonstationary-volatility robust panel unit root tests and the great moderation (RePEc:spr:alstar:v:99:y:2015:i:2:p:161-187)
by Christoph Hanck & Robert Czudaj - Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification (RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8)
by Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang - What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics (RePEc:spr:sprchp:978-3-030-92957-2_2)
by Joscha Beckmann & Robert Czudaj - International parity relationships between Germany and the USA revisited: evidence from the post-DM period (RePEc:taf:applec:v:47:y:2015:i:26:p:2745-2767)
by Robert Czudaj & Jan Prüser - The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis (RePEc:taf:irapec:v:27:y:2013:i:4:p:472-490)
by Joscha Beckmann & Robert Czudaj - Oil price and FX-rates dependency (RePEc:taf:quantf:v:16:y:2016:i:3:p:477-488)
by Joscha Beckmann & Theo Berger & Robert Czudaj - Gold price dynamics and the role of uncertainty (RePEc:taf:quantf:v:19:y:2019:i:4:p:663-681)
by Joscha Beckmann & Theo Berger & Robert Czudaj - The Relative Valuation of Gold (RePEc:tch:wpaper:cep005)
by Dirk G. Baur & Joscha Beckmann & Robert Czudaj - Gold Price Dynamics and the Role of Uncertainty (RePEc:tch:wpaper:cep006)
by Joscha Beckmann & Theo Berger & Robert Czudaj - Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers (RePEc:tch:wpaper:cep009)
by Joscha Beckmann & Robert Czudaj - Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication (RePEc:tch:wpaper:cep012)
by Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang - Monetary policy shocks, expectations and information rigidities (RePEc:tch:wpaper:cep019)
by Joscha Beckmann & Robert Czudaj - Crude oil futures trading and uncertainty (RePEc:tch:wpaper:cep027)
by Robert Czudaj - Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach (RePEc:tch:wpaper:cep030)
by Robert Czudaj - Is the negative interest rate policy effective? (RePEc:tch:wpaper:cep034)
by Robert L. Czudaj - Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence (RePEc:tch:wpaper:cep039)
by Robert L. Czudaj & Joscha Beckmann - Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data (RePEc:tch:wpaper:cep050)
by Robert L. Czudaj - Exchange rate expectation, abnormal returns, and the COVID-19 pandemic (RePEc:tch:wpaper:cep054)
by Joscha Beckmann & Robert L. Czudaj - Long-short speculator sentiment in agricultural commodity markets (RePEc:tch:wpaper:cep055)
by Oliver Borgards & Robert L. Czudaj - Fundamental determinants of exchange rate expectations (RePEc:tch:wpaper:cep056)
by Joscha Beckmann & Robert L. Czudaj - Long‐short speculator sentiment in agricultural commodity markets (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3511-3528)
by Oliver Borgards & Robert L. Czudaj - Professional forecasters' expectations, consistency, and international spillovers (RePEc:wly:jforec:v:39:y:2020:i:7:p:1001-1024)
by Joscha Beckmann & Robert L. Czudaj - The role of expectations for currency crisis dynamics—The case of the Turkish lira (RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642)
by Joscha Beckmann & Robert L. Czudaj - The role of expectations for currency crisis dynamics - The case of the Turkish lira (RePEc:zbw:ifwkie:279397)
by Beckmann, Joscha & Czudaj, Robert L. - Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques (RePEc:zbw:rwirep:171)
by Belke, Ansgar & Czudaj, Robert - Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework (RePEc:zbw:rwirep:362)
by Beckmann, Joscha & Czudaj, Robert - Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? (RePEc:zbw:rwirep:431)
by Beckmann, Joscha & Czudaj, Robert - Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation (RePEc:zbw:rwirep:434)
by Hanck, Christoph & Czudaj, Robert - Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach (RePEc:zbw:rwirep:502)
by Beckmann, Joscha & Berger, Theo & Czudaj, Robert - Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? (RePEc:zbw:rwirep:506)
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert - The relative valuation of gold (RePEc:zbw:rwirep:604)
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert - Effective exchange rates, current accounts and global imbalances (RePEc:zbw:rwirep:610)
by Beckmann, Joscha & Czudaj, Robert - The impact of uncertainty on professional exchange rate forecasts (RePEc:zbw:rwirep:637)
by Beckmann, Joscha & Czudaj, Robert - Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation (RePEc:zbw:vfsc13:79734)
by Czudaj, Robert & Hanck, Christoph - Effective exchange rates, current accounts and global imbalances (RePEc:zbw:vfsc14:100364)
by Beckmann, Joscha & Czudaj, Robert - Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven (RePEc:zbw:vfsc17:168291)
by Beckmann, Joscha & Czudaj, Robert - Monetary policy shocks, expectations and information rigidities (RePEc:zbw:vfsc18:181573)
by Czudaj, Robert & Beckmann, Joscha - Fundamental determinants of exchange rate expectations (RePEc:zbw:vfsc20:224617)
by Beckmann, Joscha & Czudaj, Robert L.