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  • Your search results: "Christiane Baumeister"
Showing 1 - 20 results of 263 for search '"Christiane Baumeister"', query time: 1.46s Narrow search
  • 1
    Cover Image Journal Article
    Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
    by Christiane Baumeister   Lutz Kilian Published in The Journal of economic perspectives (01.01.2016)
    “...It has been 40 years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists...”
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  • 2
    Cover Image Journal Article
    Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
    by Baumeister, Christiane   Hamilton, James D Published in The American economic review (01.05.2019)
    “...Traditional approaches to structural vector autoregressions (VARs) can be viewed as special cases of Bayesian inference arising from very strong prior beliefs...”
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  • 3
    Cover Image Journal Article
    THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET
    by Baumeister, Christiane   Peersman, Gert Published in Journal of applied econometrics (Chichester, England) (01.11.2013)
    “...SUMMARY There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil...”
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  • 4
    Cover Image Journal Article
    Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
    by Baumeister, Christiane   Kilian, Lutz Published in Journal of business & economic statistics (03.07.2015)
    “...The U.S. Energy Information Administration (EIA) regularly publishes monthly and quarterly forecasts of the price of crude oil for horizons up to 2 years,...”
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  • 5
    Cover Image Journal Article
    Real-Time Forecasts of the Real Price of Oil
    by Baumeister, Christiane   Kilian, Lutz Published in Journal of business & economic statistics (01.04.2012)
    “...We construct a monthly real-time dataset consisting of vintages for 1991.1-2010.12 that is suitable for generating forecasts of the real price of oil from a...”
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  • 6
    Cover Image Journal Article
    Time-Varying Effects of Oil Supply Shocks on the US Economy
    by Christiane Baumeister   Gert Peersman Published in American economic journal. Macroeconomics (01.10.2013)
    “...Using time-varying BVARs, we find a substantial decline in the shortrun price elasticity of oil demand since the mid-1980s. This finding helps explain why an...”
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  • 7
    Cover Image Journal Article
    Lower Oil Prices and the U.S. Economy: Is This Time Different?
    by CHRISTIANE BAUMEISTER   LUTZ KILIAN Published in Brookings papers on economic activity (01.10.2016)
    “...We explore the effect of the sharp and sustained decline after June 2014 in the global price of crude oil (and hence in the U.S. price of gasoline) on U.S...”
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  • 8
    Cover Image Journal Article
    SIGN RESTRICTIONS, STRUCTURAL VECTOR AUTOREGRESSIONS, AND USEFUL PRIOR INFORMATION
    by Christiane Baumeister   James D. Hamilton Published in Econometrica (01.09.2015)
    “...This paper makes the following original contributions to the literature. (i) We develop a simpler analytical characterization and numerical algorithm for...”
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  • 9
    Cover Image Journal Article
    WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
    by Christiane Baumeister   Lutz Kilian Published in International economic review (Philadelphia) (01.08.2014)
    “...Central banks routinely use short-horizon forecasts of the quarterly price of oil in assessing the global and domestic economic outlook. We address a number of...”
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  • 10
    Cover Image Journal Article
    Do oil price increases cause higher food prices?
    by Christiane Baumeister   Lutz Kilian   Wolf Wagner   Deren Unalmis Published in Economic policy (01.10.2014)
    “...US retail food price increases in recent years may seem large in nominal terms, but after adjusting for inflation have been quite modest even after the change...”
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  • 11
    Cover Image Journal Article
    Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
    by Baumeister, Christiane   Guérin, Pierre   Kilian, Lutz Published in International journal of forecasting (01.04.2015)
    “...In recent years there has been an increased interest in the link between financial markets and oil markets, including the question of whether financial market...”
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  • 12
    Cover Image Journal Article
    Are there gains from pooling real-time oil price forecasts?
    by Baumeister, Christiane   Kilian, Lutz   Lee, Thomas K Published in Energy economics (01.12.2014)
    “...The answer depends on the objective. The approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting...”
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  • 13
    Cover Image Journal Article
    Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    by CHRISTIANE BAUMEISTER   LUTZ KILIAN Published in IMF economic review (01.01.2014)
    “...Recently, there has been increased interest in real-time forecasts of the real price of crude oil Standard oil price forecasts based on reduced-form...”
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  • 14
    Cover Image Journal Article
    Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
    by Baumeister, Christiane   Kilian, Lutz   Zhou, Xiaoqing Published in The Energy journal (Cambridge, Mass.) (15.10.2018)
    “...The transmission of oil price shocks has been a question of central interest in macroeconomics since the 1970s. There has been renewed interest in this...”
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  • 15
    Cover Image Journal Article
    ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS
    by Baumeister, Christiane   Kilian, Lutz   Zhou, Xiaoqing
    edited by Manera, Matteo Serletis, Apostolos
    Published in Macroeconomic dynamics (01.04.2018)
    “...Many oil industry analysts believe that there is predictive power in the product spread, defined as the difference between suitably weighted refined product...”
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  • 16
    Cover Image Journal Article
    Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
    by Baumeister, Christiane   Kilian, Lutz   Lee, Thomas K Published in Journal of applied econometrics (Chichester, England) (01.03.2017)
    “...Summary Appropriate real‐time forecasting models for the US retail price of gasoline yield substantial reductions in the mean‐squared prediction error (MSPE)...”
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  • 17
    Cover Image Journal Article
    Changes in the effects of monetary policy on disaggregate price dynamics
    by Baumeister, Christiane   Liu, Philip   Mumtaz, Haroon Published in Journal of economic dynamics & control (01.03.2013)
    “...Based on a time-varying factor-augmented vector autoregression, we demonstrate that the propagation mechanism of monetary policy disturbances differs across...”
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  • 18
    Cover Image Book
    Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
    by Baumeister, Christiane
    2020
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  • 19
    Cover Image Book
    Advances in structural vector autoregressions with imperfect identifying information
    by Baumeister, Christiane
    2020
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  • 20
    Cover Image Book
    Energy markets and global economic conditions
    by Baumeister, Christiane
    2020
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