Details about Christiane Baumeister

Access statistics for papers by Christiane Baumeister.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pba832

Working Papers

2024

1. Risky Oil: It's All in the Tails
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)

2023

2. Pandemic, War, Inflation: Oil Markets at a Crossroads?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)

2021

3. Measuring Market Expectations
   CESifo Working Paper Series, CESifo
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021)
   Working Papers, University of Pretoria, Department of Economics (2021)
4. Tracking Weekly State-Level Economic Conditions
   CESifo Working Paper Series, CESifo View citations (5)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (5)
   Working Papers, Banco de España (2021) View citations (5)
   Working Papers, University of Pretoria, Department of Economics (2021) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (5)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   See also Journal Article Tracking Weekly State-Level Economic Conditions, The Review of Economics and Statistics, MIT Press (2024) View citations (3) (2024)

2020

5. A Comparison of Monthly Global Indicators for Forecasting Growth
   CESifo Working Paper Series, CESifo View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (2)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (3)
   See also Journal Article A comparison of monthly global indicators for forecasting growth, International Journal of Forecasting, Elsevier (2021) View citations (19) (2021)
6. Advances in Structural Vector Autoregressions with Imperfect Identifying Information
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
7. Advances in Using Vector Autoregressions to Estimate Structural Magnitudes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
8. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (36)
   See also Journal Article Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions, Journal of International Money and Finance, Elsevier (2020) View citations (38) (2020)
9. Energy Markets and Global Economic Conditions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (81)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (81)
   Working Papers, Business School - Economics, University of Glasgow (2020) View citations (74)
   CESifo Working Paper Series, CESifo (2020) View citations (80)
   See also Journal Article Energy Markets and Global Economic Conditions, The Review of Economics and Statistics, MIT Press (2022) View citations (52) (2022)

2018

10. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (84)
11. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (84)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2018) View citations (21)
    CESifo Working Paper Series, CESifo (2018) View citations (84)
    See also Journal Article Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations, Journal of Monetary Economics, Elsevier (2018) View citations (69) (2018)

2017

12. Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (8)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2016) View citations (1)
    CESifo Working Paper Series, CESifo (2016) View citations (1)
    Staff Working Papers, Bank of Canada (2017) View citations (8)
13. Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in Staff Working Papers, Bank of Canada (2017) View citations (4)
    CESifo Working Paper Series, CESifo (2017) View citations (4)
    See also Journal Article Is the Discretionary Income Effect of Oil Price Shocks a Hoax?, The Energy Journal (2018) View citations (1) (2018)
14. Lower Oil Prices and the U.S. Economy: Is This Time Different?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in CESifo Working Paper Series, CESifo (2017) View citations (25)
    See also Journal Article Lower Oil Prices and the U.S. Economy: Is This Time Different?, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2016) View citations (89) (2016)
15. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
16. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
    CESifo Working Paper Series, CESifo View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (17)
    See also Journal Article Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks, American Economic Review, American Economic Association (2019) View citations (440) (2019)

2016

17. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
    Staff Working Papers, Bank of Canada View citations (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (25)
    CESifo Working Paper Series, CESifo (2016) View citations (21)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2014) View citations (25)
18. Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
    CESifo Working Paper Series, CESifo View citations (289)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (289)
    See also Journal Article Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us, Journal of Economic Perspectives, American Economic Association (2016) View citations (290) (2016)
19. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
    CESifo Working Paper Series, CESifo View citations (10)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (4)
    See also Journal Article Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (16) (2017)
20. Understanding the Decline in the Price of Oil since June 2014
    CESifo Working Paper Series, CESifo View citations (153)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (49)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (47)
    See also Journal Article Understanding the Decline in the Price of Oil since June 2014, Journal of the Association of Environmental and Resource Economists, University of Chicago Press (2016) View citations (152) (2016)

2014

21. Are There Gains from Pooling Real-Time Oil Price Forecasts?
    Staff Working Papers, Bank of Canada View citations (72)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (70)
    See also Journal Article Are there gains from pooling real-time oil price forecasts?, Energy Economics, Elsevier (2014) View citations (65) (2014)
22. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
    Staff Working Papers, Bank of Canada View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (1)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (3)
    See also Journal Article Do high-frequency financial data help forecast oil prices? The MIDAS touch at work, International Journal of Forecasting, Elsevier (2015) View citations (84) (2015)
23. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information, Econometrica, Econometric Society (2015) View citations (275) (2015)

2013

24. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
    Staff Working Papers, Bank of Canada View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (31)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (25)
25. Do Oil Price Increases Cause Higher Food Prices?
    Staff Working Papers, Bank of Canada View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (14)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (14)
    See also Journal Article Do oil price increases cause higher food prices?, Economic Policy, CEPR, CESifo, Sciences Po (2014) View citations (148) (2014)
26. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
    Staff Working Papers, Bank of Canada View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (16)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) View citations (9)
    See also Journal Article Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (178) (2015)
27. What Central Bankers Need to Know about Forecasting Oil Prices
    Staff Working Papers, Bank of Canada View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (11)
    See also Journal Article WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2014) View citations (41) (2014)

2012

28. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article Changes in the effects of monetary policy on disaggregate price dynamics, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (36) (2013)
29. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    Staff Working Papers, Bank of Canada View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (13)
    See also Journal Article Real-Time Analysis of Oil Price Risks Using Forecast Scenarios, IMF Economic Review, Palgrave Macmillan (2014) View citations (45) (2014)
30. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
    Staff Working Papers, Bank of Canada View citations (35)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2008) View citations (69)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (30)
    See also Journal Article Time-Varying Effects of Oil Supply Shocks on the US Economy, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (324) (2013)
31. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    Staff Working Papers, Bank of Canada View citations (34)
    See also Journal Article Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (365) (2013)

2011

32. Real-Time Forecasts of the Real Price of Oil
    Staff Working Papers, Bank of Canada View citations (71)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (36)
    See also Journal Article Real-Time Forecasts of the Real Price of Oil, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (37) (2011)
33. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
    Staff Working Papers, Bank of Canada View citations (34)
    See also Journal Article THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (311) (2013)

2010

34. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
    Bank of England working papers, Bank of England View citations (24)
35. Sources of the Volatility Puzzle in the Crude Oil Market
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (52)
36. Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound
    Working Paper Series, European Central Bank View citations (90)

2009

37. The Economic Consequences of Oil Shocks: Differences Across Countries and Time
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (30)
    See also Chapter The Economic Consequences of Oil Shocks: Differences across Countries and Time, RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia (2010) View citations (72) (2010)

2008

38. Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (40)
    Also in Working Paper Research, National Bank of Belgium (2008) View citations (40)

Journal Articles

2024

1. Tracking Weekly State-Level Economic Conditions
   The Review of Economics and Statistics, 2024, 106, (2), 483-504 View citations (3)
   See also Working Paper Tracking Weekly State-Level Economic Conditions, CESifo Working Paper Series (2021) View citations (5) (2021)

2022

2. Energy Markets and Global Economic Conditions
   The Review of Economics and Statistics, 2022, 104, (4), 828-844 View citations (52)
   See also Working Paper Energy Markets and Global Economic Conditions, NBER Working Papers (2020) View citations (81) (2020)
3. Structural Vector Autoregressions with Imperfect Identifying Information
   AEA Papers and Proceedings, 2022, 112, 466-70 View citations (5)

2021

4. A comparison of monthly global indicators for forecasting growth
   International Journal of Forecasting, 2021, 37, (3), 1276-1295 View citations (19)
   See also Working Paper A Comparison of Monthly Global Indicators for Forecasting Growth, CESifo Working Paper Series (2020) View citations (4) (2020)
5. Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
   Journal of International Money and Finance, 2021, 114, (C) View citations (1)

2020

6. Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
   Journal of International Money and Finance, 2020, 109, (C) View citations (38)
   See also Working Paper Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions, NBER Working Papers (2020) View citations (38) (2020)

2019

7. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
   American Economic Review, 2019, 109, (5), 1873-1910 View citations (440)
   See also Working Paper Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks, CESifo Working Paper Series (2017) View citations (17) (2017)

2018

8. ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS
   Macroeconomic Dynamics, 2018, 22, (3), 562-580 View citations (38)
9. Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
   Journal of Monetary Economics, 2018, 100, (C), 48-65 View citations (69)
   See also Working Paper Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations, NBER Working Papers (2018) View citations (84) (2018)
10. Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
    The Energy Journal, 2018, 39, (2_suppl), 117-137 View citations (1)
    See also Working Paper Is the Discretionary Income Effect of Oil Price Shocks a Hoax?, CEPR Discussion Papers (2017) View citations (6) (2017)

2017

11. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
    Journal of Applied Econometrics, 2017, 32, (2), 275-295 View citations (16)
    See also Working Paper Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump, CESifo Working Paper Series (2016) View citations (10) (2016)

2016

12. Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
    Journal of Economic Perspectives, 2016, 30, (1), 139-60 View citations (290)
    See also Working Paper Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us, CESifo Working Paper Series (2016) View citations (289) (2016)
13. Lower Oil Prices and the U.S. Economy: Is This Time Different?
    Brookings Papers on Economic Activity, 2016, 47, (2 (Fall)), 287-357 View citations (89)
    See also Working Paper Lower Oil Prices and the U.S. Economy: Is This Time Different?, CEPR Discussion Papers (2017) View citations (10) (2017)
14. Understanding the Decline in the Price of Oil since June 2014
    Journal of the Association of Environmental and Resource Economists, 2016, 3, (1), 131 - 158 View citations (152)
    See also Working Paper Understanding the Decline in the Price of Oil since June 2014, CESifo Working Paper Series (2016) View citations (153) (2016)

2015

15. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
    International Journal of Forecasting, 2015, 31, (2), 238-252 View citations (84)
    See also Working Paper Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work, Staff Working Papers (2014) View citations (13) (2014)
16. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
    Journal of Business & Economic Statistics, 2015, 33, (3), 338-351 View citations (178)
    See also Working Paper Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach, Staff Working Papers (2013) View citations (9) (2013)
17. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
    Econometrica, 2015, 83, (5), 1963-1999 View citations (275)
    See also Working Paper Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information, NBER Working Papers (2014) View citations (12) (2014)

2014

18. Are there gains from pooling real-time oil price forecasts?
    Energy Economics, 2014, 46, (S1), S33-S43 View citations (65)
    See also Working Paper Are There Gains from Pooling Real-Time Oil Price Forecasts?, Staff Working Papers (2014) View citations (72) (2014)
19. Do oil price increases cause higher food prices?
    (Biofuels, binding constraints, and agricultural commodity price volatility)
    Economic Policy, 2014, 29, (80), 691-747 View citations (148)
    See also Working Paper Do Oil Price Increases Cause Higher Food Prices?, Staff Working Papers (2013) View citations (14) (2013)
20. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    IMF Economic Review, 2014, 62, (1), 119-145 View citations (45)
    See also Working Paper Real-Time Analysis of Oil Price Risks Using Forecast Scenarios, Staff Working Papers (2012) View citations (13) (2012)
21. The Art and Science of Forecasting the Real Price of Oil
    Bank of Canada Review, 2014, 2014, (Spring), 21-31 View citations (12)
22. WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
    International Economic Review, 2014, 55, (3), 869-889 View citations (41)
    See also Working Paper What Central Bankers Need to Know about Forecasting Oil Prices, Staff Working Papers (2013) View citations (6) (2013)

2013

23. Changes in the effects of monetary policy on disaggregate price dynamics
    Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560 View citations (36)
    See also Working Paper Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics, Staff Working Papers (2012) View citations (1) (2012)
24. THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET
    Journal of Applied Econometrics, 2013, 28, (7), 1087-1109 View citations (311)
    See also Working Paper The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market, Staff Working Papers (2011) View citations (34) (2011)
25. Time-Varying Effects of Oil Supply Shocks on the US Economy
    American Economic Journal: Macroeconomics, 2013, 5, (4), 1-28 View citations (324)
    See also Working Paper Time-Varying Effects of Oil Supply Shocks on the U.S. Economy, Staff Working Papers (2012) View citations (35) (2012)
26. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    International Journal of Central Banking, 2013, 9, (2), 165-212 View citations (365)
    See also Working Paper Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound, Staff Working Papers (2012) View citations (34) (2012)

2011

27. Real-Time Forecasts of the Real Price of Oil
    Journal of Business & Economic Statistics, 2011, 30, (2), 326-336 View citations (37)
    See also Working Paper Real-Time Forecasts of the Real Price of Oil, Staff Working Papers (2011) View citations (71) (2011)

Chapters

2010

1. The Economic Consequences of Oil Shocks: Differences across Countries and Time
   A chapter in Inflation in an Era of Relative Price Shocks, 2010 View citations (72)
   See also Working Paper The Economic Consequences of Oil Shocks: Differences Across Countries and Time, Ghent University, Faculty of Economics and Business Administration (2009) View citations (30) (2009)