Discussion paper DP19129 Risky Oil: It's All in the Tails Christiane Baumeister Florian Huber Massimiliano Marcellino 3 Jun 2024 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C53 Q41 Q47
Discussion paper DP18347 Pandemic, War, Inflation: Oil Markets at a Crossroads? Christiane Baumeister 4 Aug 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations E31 E58 Q41 Q43
Discussion paper DP16520 Measuring Market Expectations Christiane Baumeister 6 Sep 2021 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C52 E31 E43 E52 G14 Q43
Discussion paper DP16317 Tracking Weekly State-Level Economic Conditions Christiane Baumeister Danilo Leiva-León Eric Sims 1 Jul 2021 Monetary Economics and Fluctuations C32 C55 E32 E66
Discussion paper DP15403 A Comparison of Monthly Global Indicators for Forecasting Growth Christiane Baumeister Pierre Guerin 22 Oct 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C22 C52 E37
Discussion paper DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information Christiane Baumeister James Hamilton 12 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 Q43
Discussion paper DP14580 Energy Markets and Global Economic Conditions Christiane Baumeister Dimitris Korobilis Thomas K. Lee 7 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C52 Q41 Q47
Discussion paper DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions Christiane Baumeister James Hamilton 4 Jan 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C30 E5 F2
Discussion paper DP12911 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 Hamilton 4 May 2018 Monetary Economics and Fluctuations C32 E52 C11
Discussion paper DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Christiane Baumeister James Hamilton 22 Dec 2017 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP11868 Is the Discretionary Income Effect of Oil Price Shocks a Hoax? Christiane Baumeister Lutz Kilian Xiaoqing Zhou 21 Feb 2017 International Macroeconomics and Finance C51 Q43
Discussion paper DP11792 Lower Oil Prices and the U.S. Economy: Is This Time Different? Christiane Baumeister Lutz Kilian 18 Jan 2017 International Macroeconomics and Finance E32 Q43