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Baumeister, Christiane's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
732 |
Total
Citations
40 |
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1.
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Baumeister, Christiane
Bank of Canada Peersman, Gert
Ghent University - Department of Financial Economics
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19 Feb 08
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Last Revised:
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07 Sep 08
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197
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14
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Oil prices, vector autoregressions, time-varying coefficients
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2.
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Baumeister, Christiane
Bank of Canada Peersman, Gert
Ghent University - Department of Financial Economics
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10 Sep 09
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Last Revised:
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16 Dec 09
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188
(79,302)
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8
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Oil prices, volatility, time variation, price elasticities
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3.
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Baumeister, Christiane
Bank of Canada Benati, Luca
European Central Bank (ECB)
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185
(80,554)
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6
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Great Recession, structural VARs, time-varying parameters, Bayesian VARs, stochastic volatility, Monte Carlo integration, policy counterfactuals
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4.
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Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area
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Baumeister, Christiane
Bank of Canada Durinck, Eveline John
affiliation not provided to SSRN Peersman, Gert
Ghent University - Department of Financial Economics
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Posted:
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27 Oct 08
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Last Revised:
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02 Oct 10
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93
(141,782)
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2
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Baumeister, Christiane
Bank of Canada Durinck, Eveline John
affiliation not provided to SSRN Peersman, Gert
Ghent University - Department of Financial Economics
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19
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2
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Liquidity, asset prices, inflation, time-varying coefficients
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Baumeister, Christiane
Bank of Canada Durinck, Eveline John
affiliation not provided to SSRN Peersman, Gert
Ghent University - Department of Financial Economics
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74
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2
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Liquidity, asset prices, inflation, time-varying coefficients
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5.
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Baumeister, Christiane
Bank of Canada Liu, Philip
International Monetary Fund (IMF) Mumtaz, Haroon
University of London - Faculty of Social Sciences
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59
(185,059)
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2
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FAVAR, Time-Varying Parameters, Monetary Transmission
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6.
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Baumeister, Christiane
Bank of Canada Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
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6
(322,066)
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4
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Forecast, Oil price, Predictive density, Real time, Risk, Scenario analysis, VAR
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7.
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Baumeister, Christiane
Bank of Canada Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
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3
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4
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Forecast, Oil price, Real time, Scenario analysis
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8.
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Baumeister, Christiane
Bank of Canada Kilian, Lutz
University of Michigan at Ann Arbor - Department of Economics
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1
(342,786)
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Central banks, Forecasting methods, Oil futures prices, Out-of-sample forecast, Quarterly horizon, Real price of oil, Real-time data, VAR
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Records 1 -
8
of 8 matches
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