Christiane Baumeister
Cited by
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Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks
C Baumeister, JD Hamilton
American Economic Review, forthcoming, 2018
Unconventional monetary policy and the great recession: estimating the macroeconomic effects of a spread compression at the zero lower bound
C Baumeister, L Benati
International Journal of Central Banking 9 (2), 165-212, 2013
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
C Baumeister, L Kilian
Journal of Economic Perspectives 30 (1), 139-160, 2016
Time-varying effects of oil supply shocks on the US economy
C Baumeister, G Peersman
American Economic Journal: Macroeconomics 5 (4), 1-28, 2013
The Role of Time‐Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
C Baumeister, G Peersman
Journal of Applied Econometrics 28 (7), 1087-1109, 2013
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
C Baumeister, JD Hamilton
Econometrica 83 (5), 1963-1999, 2015
Understanding the Decline in the Price of Oil since June 2014
C Baumeister, L Kilian
Journal of the Association of Environmental and Resource Economists 3 (1 …, 2015
Real-time forecasts of the real price of oil
C Baumeister, L Kilian
Journal of business & economic statistics 30 (2), 326-336, 2012
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
C Baumeister, L Kilian
Journal of Business & Economic Statistics 33 (3), 338-351, 2015
Do oil price increases cause higher food prices?
C Baumeister, L Kilian
Economic Policy 29 (80), 691-747, 2014
Lower Oil Prices and the US Economy: Is This Time Different?
C Baumeister, L Kilian
Brookings Papers on Economic Activity, Fall 2016, 287-336, 2016
Energy markets and global economic conditions
C Baumeister, D Korobilis, TK Lee
Review of Economics and Statistics 104 (4), 828-844, 2022
What Central Bankers Need to Know about Forecasting Oil Prices
C Baumeister, L Kilian
International Economic Review 55 (3), 869-889, 2014
Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
C Baumeister, P Guérin, L Kilian
International Journal of Forecasting 31 (2), 238-252, 2015
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
C Baumeister, JD Hamilton
Journal of Monetary Economics 100, 48-65, 2018
The Economic Consequences of Oil Shocks: Differences across Countries and Time
C Baumeister, G Peersman, I Van Robays
Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia, 91-128, 2010
Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
C Baumeister, P Liu, H Mumtaz
Journal of Economic Dynamics and Control 37 (3), 543-560, 2013
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
C Baumeister, L Kilian
IMF Economic Review 62 (1), 119-145, 2014
Are Product Spreads Useful for Forecasting Oil Prices? An Empirical Evaluation of the Verleger Hypothesis
C Baumeister, L Kilian, X Zhou
Macroeconomic Dynamics 22 (3), 562-580, 2018
A general approach to recovering market expectations from futures prices with an application to crude oil
C Baumeister, L Kilian
CFS Working Paper, 2014
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