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23
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2
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1
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ECONIS (ZBW)
23
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1
Structural vector autoregressions with imperfect identifying information
Baumeister, Christiane
;
Hamilton, James D.
- In:
AEA papers and proceedings
112
(
2022
),
pp. 466-470
Persistent link: https://www.econbiz.de/10013254278
Saved in:
2
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
- In:
The review of economics and statistics
104
(
2022
)
4
,
pp. 828-844
Persistent link: https://www.econbiz.de/10013402421
Saved in:
3
A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane
;
Guérin, Pierre
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1276-1295
Persistent link: https://www.econbiz.de/10012794858
Saved in:
4
Reprint: drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Baumeister, Christiane
;
Hamilton, James D.
- In:
Journal of international money and finance
114
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012888502
Saved in:
5
Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Baumeister, Christiane
;
Hamilton, James D.
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012404014
Saved in:
6
Structural interpretation of vector autoregressions with incomplete identification : revisiting the role of oil supply and demand shocks
Baumeister, Christiane
;
Hamilton, James D.
- In:
The American economic review
109
(
2019
)
5
,
pp. 1873-1910
Persistent link: https://www.econbiz.de/10012013583
Saved in:
7
Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane
;
Hamilton, James D.
- In:
Journal of monetary economics
100
(
2018
),
pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
Saved in:
8
Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane
;
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 562-580
Persistent link: https://www.econbiz.de/10011916657
Saved in:
9
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
10
Forty years of oil price fluctuations : why the price of oil may still surprise us
Baumeister, Christiane
;
Kilian, Lutz
- In:
The journal of economic perspectives : EP ; a journal …
30
(
2016
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10011619989
Saved in:
11
Lower oil prices and the U.S. economy : is this time different?
Baumeister, Christiane
;
Kilian, Lutz
- In:
Brookings papers on economic activity : BPEA
(
2016
)
2
,
pp. 287-336
Persistent link: https://www.econbiz.de/10011687891
Saved in:
12
Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane
;
Hamilton, James D.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
5
,
pp. 1963-1999
Persistent link: https://www.econbiz.de/10011417080
Saved in:
13
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
14
Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 338-351
Persistent link: https://www.econbiz.de/10011390071
Saved in:
15
What central bankers need to know about forecasting oil prices
Baumeister, Christiane
;
Kilian, Lutz
- In:
International economic review
55
(
2014
)
3
,
pp. 869-889
Persistent link: https://www.econbiz.de/10010423937
Saved in:
16
Are there gains from pooling real-time oil price forecasts?
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
- In:
Energy economics
46
(
2014
),
pp. 33-43
Persistent link: https://www.econbiz.de/10011299353
Saved in:
17
Do oil price increases cause higher food prices?
Baumeister, Christiane
;
Kilian, Lutz
- In:
Economic policy : a European forum
80
(
2014
),
pp. 691-747
Persistent link: https://www.econbiz.de/10010459743
Saved in:
18
Real-time analysis of oil price risks using forecast scenarios
Baumeister, Christiane
;
Kilian, Lutz
- In:
IMF economic review
62
(
2014
)
1
,
pp. 119-145
Persistent link: https://www.econbiz.de/10011517948
Saved in:
19
Time-varying effects of oil supply shocks on the US economy
Baumeister, Christiane
;
Peersman, Gert
- In:
American economic journal : a journal of the American …
5
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010236010
Saved in:
20
Unconventional monetary policy and the Great Recession : estimating the macroeconomic effects of a spread compression at the zero lower bound
Baumeister, Christiane
;
Benati, Luca
- In:
International journal of central banking : IJCB
9
(
2013
)
2
,
pp. 165-217
Persistent link: https://www.econbiz.de/10009756916
Saved in:
21
Changes in the effects of monetary policy on disaggregate price dynamics
Baumeister, Christiane
;
Liu, Philip
;
Mumtaz, Haroon
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 543-560
Persistent link: https://www.econbiz.de/10009710496
Saved in:
22
The role of time-varying price elasticities in accounting for volatility changes in the crude oil market
Baumeister, Christiane
;
Peersman, Gert
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1087-1109
Persistent link: https://www.econbiz.de/10010351083
Saved in:
23
Real-time forecasts of the real price of oil
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 326-336
Persistent link: https://www.econbiz.de/10009657290
Saved in:
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