Christiane Baumeister

University of Notre Dame

722 Flanner Hall

Notre Dame, IN 46556

United States

http://https://sites.google.com/site/cjsbaumeister/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

London

United Kingdom

  • University of Notre Dame

    • Email
    • Tel: +1 574 631 8450

  • National Bureau of Economic Research (NBER)

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

32

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CROSSREF CITATIONS

475

Scholarly Papers (32)

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1.

Understanding the Decline in the Price of Oil Since June 2014

Downloads 3,704 ( 5,622)
Citation 64

Understanding the Decline in the Price of Oil Since June 2014

CFS Working Paper No. 501
Number of pages: 36 Posted: 29 Jan 2015 Last Revised: 31 Mar 2015
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 3,163 (7,179)
Citation 36

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Oil price declines, OPEC, oil supply, oil demand, shale oil

Understanding the Decline in the Price of Oil Since June 2014

CESifo Working Paper Series No. 5755
Number of pages: 41 Posted: 15 Mar 2016
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 537 (95,022)
Citation 26

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oil price declines, OPEC, oil supply, oil demand, shale oil

Understanding the Decline in the Price of Oil Since June 2014

CEPR Discussion Paper No. DP10404
Number of pages: 37 Posted: 10 Feb 2015
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4 (1,133,709)
Citation 18
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Oil demand, Oil price declines, Oil supply, OPEC, Shale oil

2.

Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound

ECB Working Paper No. 1258
Number of pages: 52 Posted: 22 Oct 2010
Christiane Baumeister and Luca Benati
University of Notre Dame and European Central Bank (ECB)
Downloads 1,572 (21,887)
Citation 86

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Great Recession, structural VARs, time-varying parameters, Bayesian VARs, stochastic volatility, Monte Carlo integration, policy counterfactuals

3.

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

Downloads 765 (61,268)
Citation 86

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

CFS Working Paper, No. 525
Number of pages: 40 Posted: 13 Jan 2016 Last Revised: 20 Mar 2024
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 634 (76,980)
Citation 11

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Oil market, oil price shock, heterogeneous price expectations, OPEC, peak oil, unconventional oil

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

CESifo Working Paper Series No. 5709
Number of pages: 38 Posted: 18 Feb 2016
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 130 (399,429)
Citation 35

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oil market, oil price shock, heterogeneous price expectations, OPEC, peak oil, unconventional oil

Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us

CEPR Discussion Paper No. DP11035
Number of pages: 39 Posted: 20 Jan 2016
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (1,159,322)
Citation 22
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Oil market, Oil price expectations, Oil price shock, Peak oil, Unconventional oil

4.

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Downloads 514 (101,421)
Citation 26

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

CFS Working Paper, No. 466
Number of pages: 58 Posted: 23 Sep 2014
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 357 (153,679)
Citation 19

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futures, risk premium, market expectation, model uncertainty, forecast, oil price

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

CESifo Working Paper Series No. 5782
Number of pages: 47 Posted: 24 Mar 2016
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 157 (342,773)
Citation 17

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futures, risk premium, market expectation, model uncertainty, forecast, oil price

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

CEPR Discussion Paper No. DP10162
Number of pages: 58 Posted: 30 Sep 2014
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
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Citation 1
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Forecast, Futures, Market expectation, Model uncertainty, Oil price, Risk premium

5.

Time-Varying Effects of Oil Supply Shocks on the US Economy

Number of pages: 48 Posted: 19 Feb 2008 Last Revised: 07 Sep 2008
Christiane Baumeister and Gert Peersman
University of Notre Dame and Ghent University - Department of Financial Economics
Downloads 464 (114,734)
Citation 102

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Oil prices, vector autoregressions, time-varying coefficients

6.

Sources of the Volatility Puzzle in the Crude Oil Market

Number of pages: 42 Posted: 10 Sep 2009 Last Revised: 16 Dec 2009
Christiane Baumeister and Gert Peersman
University of Notre Dame and Ghent University - Department of Financial Economics
Downloads 380 (144,412)
Citation 16

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Oil prices, volatility, time variation, price elasticities

7.

Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area

Downloads 305 (183,212)
Citation 49

Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area

National Bank of Belgium Working Paper No. 142
Number of pages: 55 Posted: 02 Oct 2010
Christiane Baumeister, Eveline John Durinck and Gert Peersman
University of Notre Dame, affiliation not provided to SSRN and Ghent University - Department of Financial Economics
Downloads 170 (320,037)
Citation 49

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Liquidity, asset prices, inflation, time-varying coefficients

Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area

Number of pages: 48 Posted: 27 Oct 2008
Christiane Baumeister, Eveline John Durinck and Gert Peersman
University of Notre Dame, affiliation not provided to SSRN and Ghent University - Department of Financial Economics
Downloads 135 (387,606)
Citation 49

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Liquidity, asset prices, inflation, time-varying coefficients

8.

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

Downloads 274 (204,779)
Citation 9

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CFS Working Paper No. 500
Number of pages: 46 Posted: 17 Jan 2015
Christiane Baumeister, Lutz Kilian and Thomas K Lee
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 217 (256,159)
Citation 5

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Retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CESifo Working Paper Series No. 5759
Number of pages: 47 Posted: 18 Mar 2016
Christiane Baumeister, Lutz Kilian and Thomas K Lee
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 57 (677,537)
Citation 1

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retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CEPR Discussion Paper No. DP10362
Number of pages: 45 Posted: 02 Feb 2015
Christiane Baumeister, Lutz Kilian and Thomas K Lee
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
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Citation 5
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Brent, Expert forecasts, Forecast combination, Oil market, Real-time data, Retail gasoline price, Survey expectations, WTI

9.

Changes in the Transmission of Monetary Policy: Evidence from a Time-Varying Factor-Augmented VAR

Bank of England Working Paper No. 401
Number of pages: 51 Posted: 01 Nov 2010
Christiane Baumeister, Philip Liu, Haroon Mumtaz and Haroon Mumtaz
University of Notre Dame, International Monetary Fund (IMF) and Bank of EnglandUniversity of London - School of Sciences
Downloads 204 (272,140)
Citation 15

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FAVAR, Time-Varying Parameters, Monetary Transmission

10.

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

Downloads 125 (410,556)

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

CFS Working Paper, No. 563
Number of pages: 57 Posted: 06 Jan 2017 Last Revised: 11 Jan 2018
Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian
University of Notre Dame, Government of Canada - Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 68 (617,711)

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Biofuels, policy uncertainty, term structure of price expectations, price shocks, market integration, anticipation, storage demand, risk premium, crude oil, gasoline, corn

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

CESifo Working Paper Series No. 6282
Number of pages: 55 Posted: 07 Feb 2017
Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian
University of Notre Dame, Government of Canada - Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 36 (823,681)

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biofuels, policy uncertainty, term structure of price expectations, price shocks, market integration, anticipation, storage demand, risk premium, crude oil, gasoline, corn

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

NBER Working Paper No. w23752
Number of pages: 55 Posted: 06 Sep 2017 Last Revised: 27 May 2023
Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian
University of Notre Dame, Government of Canada - Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 21 (961,601)

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Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

CEPR Discussion Paper No. DP11740
Number of pages: 57 Posted: 09 Jan 2017
Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian
University of Notre Dame, Government of Canada - Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
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biofuels, corn, crude oil, gasoline, market integration, policy uncertainty, Risk premium, storage demand, term structure of price expectations

11.

A Comparison of Monthly Global Indicators for Forecasting Growth

Downloads 107 (463,779)
Citation 7

A Comparison of Monthly Global Indicators for Forecasting Growth

CAMA Working Paper No. 93/2020
Number of pages: 37 Posted: 27 Oct 2020
Christiane Baumeister and Pierre Guérin
University of Notre Dame and International Monetary Fund
Downloads 43 (769,597)

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MIDAS models, global economic conditions, world GDP growth, nowcasting, forecasting, mixed frequency

A Comparison of Monthly Global Indicators for Forecasting Growth

CESifo Working Paper No. 8656
Number of pages: 37 Posted: 03 Nov 2020
Christiane Baumeister and Pierre Guérin
University of Notre Dame and affiliation not provided to SSRN
Downloads 37 (815,540)

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MIDAS models, global economic conditions, world GDP growth, nowcasting, forecasting, mixed frequency

A Comparison of Monthly Global Indicators for Forecasting Growth

NBER Working Paper No. w28014
Number of pages: 36 Posted: 02 Nov 2020 Last Revised: 19 Jul 2023
Christiane Baumeister and Pierre Guérin
University of Notre Dame and International Monetary Fund
Downloads 27 (911,938)

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A Comparison of Monthly Global Indicators for Forecasting Growth

CEPR Discussion Paper No. DP15403
Number of pages: 38 Posted: 03 Nov 2020
Christiane Baumeister and Pierre Guérin
University of Notre Dame and International Monetary Fund
Downloads 0
Citation 3
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Forecasting, global economic conditions, MIDAS models, Mixed frequency, Nowcasting, world GDP growth

12.

Lower Oil Prices and the U.S. Economy: Is this Time Different?

Downloads 85 (535,685)
Citation 22

Lower Oil Prices and the U.S. Economy: Is this Time Different?

CESifo Working Paper Series No. 6322
Number of pages: 57 Posted: 28 Feb 2017
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 85 (541,236)
Citation 28

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stimulus, oil price decline, uncertainty, reallocation, savings, shale oil, oil loans

Lower Oil Prices and the U.S. Economy: Is this Time Different?

CEPR Discussion Paper No. DP11792
Number of pages: 59 Posted: 23 Jan 2017
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
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oil loans, oil price decline, reallocation, shale oil, Stimulus, uncertainty

13.

Energy Markets and Global Economic Conditions

Downloads 75 (576,502)
Citation 51

Energy Markets and Global Economic Conditions

CESifo Working Paper No. 8282
Number of pages: 60 Posted: 14 May 2020
Christiane Baumeister, Dimitris Korobilis and Thomas K Lee
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 45 (755,101)
Citation 29

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energy demand, forecasting, stochastic volatility, oil price pressures, petroleum consumption

Energy Markets and Global Economic Conditions

NBER Working Paper No. w27001
Number of pages: 59 Posted: 20 Apr 2020 Last Revised: 12 Apr 2023
Christiane Baumeister, Dimitris Korobilis and Thomas K Lee
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 30 (874,877)

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Energy Markets and Global Economic Conditions

CEPR Discussion Paper No. DP14580
Number of pages: 61 Posted: 08 May 2020
Christiane Baumeister, Dimitris Korobilis and Thomas K Lee
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 0
Citation 21
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Energy demand, Forecasting, oil price pressures, petroleum consumption, state of the world economy, stochastic volatility

14.

Tracking Weekly State-Level Economic Conditions

NBER Working Paper No. w29003
Number of pages: 52 Posted: 12 Jul 2021 Last Revised: 01 Apr 2023
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame, Banco de España and University of Michigan at Ann Arbor
Downloads 70 (598,940)

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15.

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

Downloads 62 (637,872)
Citation 3

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

CESifo Working Paper Series No. 6369
Number of pages: 38 Posted: 27 Mar 2017
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 61 (654,669)
Citation 3

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stimulus, oil price decline, discretionary income effect, expenditure share, gasoline, net oil imports

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

CEPR Discussion Paper No. DP11868
Number of pages: 40 Posted: 02 Mar 2017
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (1,159,322)
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discretionary income effect, expenditure share, gasoline, net oil imports, oil price decline, Stimulus

16.

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

Downloads 60 (648,299)
Citation 40

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CESifo Working Paper Series No. 7048
Number of pages: 54 Posted: 18 Jul 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 37 (815,540)
Citation 7

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structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

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 Paper No. w24597
Number of pages: 53 Posted: 14 May 2018 Last Revised: 18 Mar 2023
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 23 (941,285)
Citation 15

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Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CEPR Discussion Paper No. DP12911
Number of pages: 55 Posted: 24 May 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
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historical decompositions, impulse-response functions, informative priors, Model uncertainty, monetary policy, set identification, structural vector autoregressions

17.

Structural Interpretation of Vecor Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

CESifo Working Paper Series No. 6835
Number of pages: 52 Posted: 27 Feb 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 57 (664,522)

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oil prices, vector autoregressions, sign restrictions, Bayesian inference, measurement error

18.

Inference in Structural Vector Auto Regressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

Bank of Finland Research Discussion Paper No. 14/2018
Number of pages: 55 Posted: 20 Jun 2018 Last Revised: 18 Nov 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 49 (711,520)

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structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

19.

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

Downloads 45 (737,222)
Citation 172

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

NBER Working Paper No. w24167
Number of pages: 54 Posted: 03 Jan 2018 Last Revised: 15 Jul 2023
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 45 (755,101)
Citation 1

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Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

CEPR Discussion Paper No. DP12532
Number of pages: 53 Posted: 02 Jan 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 54
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Bayesian inference, Measurement error, oil prices, sign restrictions, vector autoregressions

20.

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

NBER Working Paper No. w20741
Number of pages: 62 Posted: 15 Dec 2014 Last Revised: 05 Mar 2023
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 44 (743,964)
Citation 82

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21.

Pandemic, War, Inflation: Oil Markets at a Crossroads?

NBER Working Paper No. w31496
Number of pages: 36 Posted: 25 Jul 2023
Christiane Baumeister
University of Notre Dame
Downloads 27 (875,535)
Citation 1

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22.

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

Downloads 22 (921,809)
Citation 11

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

NBER Working Paper No. w26606
Number of pages: 33 Posted: 06 Jan 2020 Last Revised: 13 Mar 2023
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 22 (951,358)

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Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

CEPR Discussion Paper No. DP14271
Number of pages: 35 Posted: 14 Jan 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 14
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Bayesian inference, Capital Flows, identified set, informative priors, monetary policy, sign restrictions, structural vector autoregressions

23.

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

Downloads 19 (951,173)
Citation 4

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

NBER Working Paper No. w27014
Number of pages: 47 Posted: 20 Apr 2020 Last Revised: 24 Apr 2023
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 19 (982,670)

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Advances in Structural Vector Autoregressions with Imperfect Identifying Information

CEPR Discussion Paper No. DP14603
Number of pages: 27 Posted: 08 May 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 1
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Bayesian Analysis, Elasticities, identification, proxy VARs, sign restrictions, structural vector autoregressions

24.

Measuring Market Expectations

NBER Working Paper No. w29232
Number of pages: 46 Posted: 13 Sep 2021 Last Revised: 17 May 2023
Christiane Baumeister
University of Notre Dame
Downloads 16 (981,256)

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25.

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

CEPR Discussion Paper No. DP8698
Number of pages: 36 Posted: 22 Dec 2011
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 6 (1,074,944)
Citation 15
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Forecast, Oil price, Predictive density, Real time, Risk, Scenario analysis, VAR

26.

Real-Time Forecasts of the Real Price of Oil

CEPR Discussion Paper No. DP8414
Number of pages: 46 Posted: 06 Jun 2011
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4 (1,090,164)
Citation 29
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Forecast, Oil price, Real time, Scenario analysis

27.

What Central Bankers Need to Know About Forecasting Oil Prices

CEPR Discussion Paper No. DP9118
Number of pages: 39 Posted: 28 Sep 2012
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (1,112,149)
Citation 14
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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

28.

Are There Gains from Pooling Real-Time Oil Price Forecasts?

CEPR Discussion Paper No. DP10075
Number of pages: 30 Posted: 25 Sep 2014
Christiane Baumeister, Lutz Kilian and Thomas K Lee
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 0 (1,120,022)
Citation 9
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forecast combination, forecast pooling, oil price, real-time data, refiners' acquisition cost, WTI

29.

Do High-Frequency Financial Data Help Forecast Oil Prices? The Midas Touch at Work

CEPR Discussion Paper No. DP9768
Number of pages: 38 Posted: 02 Dec 2013
Christiane Baumeister, Pierre Guérin and Lutz Kilian
University of Notre Dame, Government of Canada - Bank of Canada and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0 (1,120,022)
Citation 2
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Forecasts, Mixed frequency, Oil price, Real-time data

30.

Do Oil Price Increases Cause Higher Food Prices?

CEPR Discussion Paper No. DP9689
Number of pages: 70 Posted: 16 Oct 2013
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0 (1,120,022)
Citation 9
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agriculture, biofuel, consumer prices, corn, crop prices, ethanol, food crisis, food price volatility, globalization, inflation, pass-through

31.

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

CEPR Discussion Paper No. DP9572
Number of pages: 40 Posted: 24 Jul 2013
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0 (1,120,022)
Citation 5
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acquisition cost, crack spread, forecast accuracy, futures, oil price, real-time data, refined products, WTI

32.

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

CEPR Discussion Paper No. DP9569
Posted: 24 Jul 2013
Christiane Baumeister and Lutz Kilian
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas

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Forecast combination, Model misspecification, Oil price, Real-time data, Structural change