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Christiane Baumeister

Christiane Baumeister

D-Index & Metrics

Economics and Finance

D-Index
36
Citations
9391
World Ranking
2741
National Ranking
1524

Best Publications

  • Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

    Christiane J.S. Baumeister;James D Hamilton

  • Time-Varying Effects of Oil Supply Shocks on the US Economy

    Christiane Baumeister;Gert Peersman

  • Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound

    Christiane Baumeister;Luca Benati

  • Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound

    Christiane Baumeister;Christiane Baumeister;Christiane Baumeister;Luca Benati

  • Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

    Christiane Baumeister;Lutz Kilian

  • Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

    Christiane Baumeister;Lutz Kilian

  • Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information ∗

    Christiane Baumeister;James D. Hamilton

  • The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market

    Christiane Baumeister;Gert Peersman

  • Real-Time Forecasts of the Real Price of Oil

    Christiane Baumeister;Lutz Kilian

  • Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

    Christiane Baumeister;James D. Hamilton

  • Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

    Christiane Baumeister;Lutz Kilian

  • Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

    Christiane Baumeister;Luca Benati

  • Understanding the Decline in the Price of Oil since June 2014

    Christiane Baumeister;Lutz Kilian

  • Do oil price increases cause higher food prices

    Christiane Baumeister;Lutz Kilian

  • Energy Markets and Global Economic Conditions

    Christiane Baumeister;Dimitris Korobilis;Thomas K. Lee

  • What central bankers need to know about forecasting oil prices

    Christiane Baumeister;Lutz Kilian

  • Do high-frequency financial data help forecast oil prices? The MIDAS touch at work

    Christiane Baumeister;Pierre Guérin;Lutz Kilian;Lutz Kilian

  • Lower Oil Prices and the U.S. Economy: Is This Time Different?

    Christiane Baumeister;Lutz Kilian

  • Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

    Christiane Baumeister;Lutz Kilian

  • Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations

    Christiane Baumeister;James D. Hamilton

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