Christiane Baumeister

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

  1185
  Citations

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

  Christiane Baumeister;Gert Peersman

  707
  Citations

• 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

  600
  Citations

• 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

  588
  Citations

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

  Christiane Baumeister;Lutz Kilian

  554
  Citations

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

  Christiane Baumeister;Lutz Kilian

  500
  Citations

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

  Christiane Baumeister;James D. Hamilton

  498
  Citations

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

  Christiane Baumeister;Gert Peersman

  472
  Citations

• Real-Time Forecasts of the Real Price of Oil

  Christiane Baumeister;Lutz Kilian

  414
  Citations

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

  Christiane Baumeister;James D. Hamilton

  342
  Citations

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

  Christiane Baumeister;Lutz Kilian

  332
  Citations

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

  Christiane Baumeister;Luca Benati

  296
  Citations

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

  Christiane Baumeister;Lutz Kilian

  278
  Citations

• Do oil price increases cause higher food prices

  Christiane Baumeister;Lutz Kilian

  232
  Citations

• Energy Markets and Global Economic Conditions

  Christiane Baumeister;Dimitris Korobilis;Thomas K. Lee

  217
  Citations

• What central bankers need to know about forecasting oil prices

  Christiane Baumeister;Lutz Kilian

  200
  Citations

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

  Christiane Baumeister;Pierre Guérin;Lutz Kilian;Lutz Kilian

  163
  Citations

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

  Christiane Baumeister;Lutz Kilian

  149
  Citations

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

  Christiane Baumeister;Lutz Kilian

  120
  Citations

• 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

  108
  Citations