Robert Czudaj

University of Duisburg-Essen

Lotharstrasse 1

Duisburg, 47048

Germany

http://www.oek.wiwi.uni-due.de/en/team/robert-czudaj/

SCHOLARLY PAPERS

12

DOWNLOADS

967

SSRN CITATIONS
Rank 33,454

SSRN RANKINGS

Top 33,454

in Total Papers Citations

15

CROSSREF CITATIONS

10

Scholarly Papers (12)

1.

Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?

Ruhr Economic Paper No. 506
Number of pages: 29 Posted: 08 Feb 2015
Dirk G. Baur, Joscha Beckmann and Robert Czudaj
University of Western Australia - Business School, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 304 (126,452)
Citation 5

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Bayesian econometrics; dynamic model averaging; forecasting; gold

2.

Gold as an Inflation Hedge in a Time-Varying Coefficient Framework

Ruhr Economic Paper No. 362
Number of pages: 31 Posted: 13 Sep 2012
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 258 (149,873)
Citation 9

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Cointegration, gold price, inflation hedge, Markov-switching error correction, price level

3.

Does Gold Act as a Hedge or a Safe Haven for Stocks?

Ruhr Economic Paper No. 502
Number of pages: 23 Posted: 07 Feb 2015
Joscha Beckmann, Theo Berger and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration, University of Bremen and University of Duisburg-Essen
Downloads 193 (197,342)

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Gold; hedge; safe haven; smooth transition; stock prices

4.

Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques

Ruhr Economic Paper No. 171, DIW Berlin Discussion Paper No. 982
Number of pages: 45 Posted: 20 Apr 2010 Last Revised: 13 Jul 2010
Ansgar Hubertus Belke and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 114 (301,405)
Citation 1

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ARDL Model, Cointegration, Euro Area, Financial Crisis, Money Demand

5.

Is There a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?

Ruhr Economic Paper No. 431
Number of pages: 32 Posted: 15 Aug 2013
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 43 (510,021)
Citation 3

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Bayesian econometrics, cointegration, exchange rates, Markov-switching model, oil prices, oil-importing and oil-exporting countries

6.

Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation

Ruhr Economic Paper No. 434
Number of pages: 46 Posted: 16 Aug 2013
Christoph Hanck and Robert Czudaj
University of Dortmund - Department of Statistics and University of Duisburg-Essen
Downloads 27 (594,963)
Citation 1

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Panel unit root test, nonstationary volatility, cross-sectional dependence, GDP stationarity, inflation stationarity

Effective Exchange Rates, Current Accounts and Global Imbalances

Number of pages: 42 Posted: 08 Apr 2016
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 25 (625,913)
Citation 1

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Current account; global imbalances; Markov-switching; multivariate cointegration; real exchange rates

Effective Exchange Rates, Current Accounts and Global Imbalances

Review of International Economics, Vol. 25, Issue 3, pp. 500-533, 2017
Number of pages: 34 Posted: 05 Jul 2017
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
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8.

Monetary Policy Shocks, Expectations, and Information Rigidities

Economic Inquiry, Vol. 56, Issue 4, pp. 2158-2176, 2018
Number of pages: 19 Posted: 26 Sep 2018
Joscha Beckmann and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 1 (793,524)
Citation 3
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9.

The Macroeconomic Role of Currency Reserve Accumulation in Emerging Markets—The Asian Experience

The World Economy, Vol. 41, Issue 1, pp. 77-99, 2018
Number of pages: 23 Posted: 18 Jan 2018
Joscha Beckmann, Theo Berger and Robert Czudaj
University of Duisburg-Essen - Department of Economics and Business Administration, University of Bremen and University of Duisburg-Essen
Downloads 1 (793,524)
Citation 1
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cointegration, currency reserves, emerging markets

10.

Productivity Shocks and Real Effective Exchange Rates

Review of Development Economics, Vol. 19, Issue 3, pp. 502-515, 2015
Number of pages: 14 Posted: 16 Jul 2015
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
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11.

The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies

The World Economy, Vol. 37, Issue 8, pp. 1101-1127, 2014
Number of pages: 27 Posted: 16 Aug 2014
University of Duisburg-Essen - Department of Economics and Business Administration, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
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12.

P-Star in Times of Crisis – Forecasting Inflation for the Euro Area

Economic Systems, Vol. 35, No. 3, 2011
Posted: 13 Mar 2012
Robert Czudaj
University of Duisburg-Essen

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Euro area, Forecast, Inflation, Money demand, P-star