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Christiane Baumeister

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This is information that was supplied by Christiane Baumeister in registering through RePEc. If you are Christiane Baumeister , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christiane
Middle Name:
Last Name: Baumeister
Suffix:

RePEc Short-ID: pba832

Email:
Homepage: http://www.bankofcanada.ca/profile/christiane-baumeister/
Postal Address: Bank of Canada 234 Laurier Ave West Ottawa, Ontario K1A 0G9
Phone: 613-782-7353

Affiliation

Bank of Canada
Location: Ottawa, Canada
Homepage: http://www.bank-banque-canada.ca/
Email:
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)

Works

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Working papers

  1. Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers 9572, C.E.P.R. Discussion Papers.
  2. Baumeister, Christiane & Kilian, Lutz, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers.
  3. Baumeister, Christiane & Kilian, Lutz, 2013. "Do oil price increases cause higher food prices?," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS).
  4. Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  5. Christiane Baumeister & Philip Liu & Haroon Mumtaz, 2012. "Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics," Working Papers 12-13, Bank of Canada.
  6. Baumeister, Christiane & Kilian, Lutz, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.
  7. Christiane Baumeister & Luca Benati, 2012. "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," Working Papers 12-21, Bank of Canada.
  8. Baumeister, Christiane & Kilian, Lutz, 2011. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers.
  9. Baumeister, Christiane & Kilian, Lutz, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
  10. Christiane Baumeister & Gert Peersman, 2011. "The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market," Working Papers 11-28, Bank of Canada.
  11. C. Baumeister & G. Peersman, 2010. "Sources of the Volatility Puzzle in the Crude Oil Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/634, Ghent University, Faculty of Economics and Business Administration.
  12. Baumeister, Christiane & Benati, Luca, 2010. "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 1258, European Central Bank.
  13. Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon, 2010. "Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR," Bank of England working papers 401, Bank of England.
  14. C. Baumeister & G. Peersman & I. Van Robays, 2009. "The Economic Consequences of Oil Shocks: Differences Across Countries and Time," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/630, Ghent University, Faculty of Economics and Business Administration.
  15. C. Baumeister & G. Peersman, 2008. "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/515, Ghent University, Faculty of Economics and Business Administration.
  16. Christiane Baumeister & Eveline Durinck & Gert Peersman, 2008. "Liquidity, inflation and asset prices in a time-varying framework for the euro area," Working Paper Research 142, National Bank of Belgium.

Articles

  1. Christiane Baumeister & Luca Benati, 2013. "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, vol. 9(2), pages 165-212, June.
  2. Christiane Baumeister & Gert Peersman, 2013. "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., vol. 28(7), pages 1087-1109, November.
  3. Christiane Baumeister & Gert Peersman, 2013. "Time-Varying Effects of Oil Supply Shocks on the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 1-28, October.
  4. Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon, 2013. "Changes in the effects of monetary policy on disaggregate price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 543-560.
  5. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.

Chapters

  1. Christiane Baumeister & Gert Peersman & Ine Van Robays, 2010. "The Economic Consequences of Oil Shocks: Differences across Countries and Time," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2013-11-22 2014-01-10
  2. NEP-BEC: Business Economics (4) 2008-06-27 2010-04-17 2011-12-19 2012-02-20
  3. NEP-CBA: Central Banking (11) 2008-06-27 2008-11-11 2010-10-30 2010-11-06 2011-06-11 2011-10-15 2011-12-19 2012-02-20 2012-05-22 2012-09-09 2013-06-16. Author is listed
  4. NEP-CWA: Central & Western Asia (7) 2011-06-11 2011-10-15 2011-12-19 2011-12-19 2012-02-20 2012-02-20 2012-09-09. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2012-05-22
  6. NEP-EEC: European Economics (2) 2008-11-11 2010-10-30
  7. NEP-ENE: Energy Economics (17) 2008-06-27 2010-04-17 2011-06-11 2011-10-15 2011-12-19 2011-12-19 2012-02-20 2012-02-20 2012-09-09 2013-06-16 2013-08-31 2013-09-24 2013-11-22 2013-11-22 2013-11-22 2013-11-29 2014-01-10. Author is listed
  8. NEP-FDG: Financial Development & Growth (1) 2010-10-30
  9. NEP-FOR: Forecasting (12) 2011-06-11 2011-10-15 2011-12-19 2012-02-20 2012-09-09 2013-06-16 2013-08-23 2013-08-31 2013-09-24 2013-11-22 2013-11-22 2013-11-29. Author is listed
  10. NEP-MAC: Macroeconomics (11) 2008-06-27 2008-11-11 2010-04-17 2010-10-30 2010-11-06 2012-02-20 2012-05-22 2012-07-29 2013-11-22 2013-11-22 2014-01-10. Author is listed
  11. NEP-MON: Monetary Economics (5) 2008-11-11 2010-10-30 2010-11-06 2012-05-22 2012-07-29. Author is listed
  12. NEP-MST: Market Microstructure (1) 2013-11-29
  13. NEP-ORE: Operations Research (2) 2013-08-31 2013-09-24

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