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Citations for "The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market"

by Christiane Baumeister & Gert Peersman

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  1. Matthias Gubler & Matthias S. Hertweck, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers, Faculty of Business and Economics - University of Basel 2011/05, Faculty of Business and Economics - University of Basel.
  2. Christiane Baumeister & Lutz Kilian, 2014. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 62(1), pages 119-145, April.
  3. Antonia Díaz & Luis A. Puch, 2013. "A theory of vintage capital investment and energy use," Economics Working Papers we1320, Universidad Carlos III, Departamento de Economía, revised Apr 2014.
  4. Fattouh, Bassam & Kilian, Lutz & Mahadeva, Lavan, 2012. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8916, C.E.P.R. Discussion Papers.
  5. Kilian, Lutz & Lee, Thomas K, 2013. "Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9297, C.E.P.R. Discussion Papers.
  6. Benjamin Wong, 2014. "Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey," CAMA Working Papers 2014-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
  8. Gert Peersman & Christiane Baumeister, 2009. "Time-Varying Effects of Oil Supply Shocks on the US Economy," 2009 Meeting Papers, Society for Economic Dynamics 171, Society for Economic Dynamics.
  9. Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, Elsevier, vol. 177(1), pages 1-13.
  10. Jochen Güntner, 2013. "How do oil producers respond to oil demand shocks?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria 2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
  11. Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2012. "What drives oil prices? Emerging versus developed economies," Working Paper, Norges Bank 2012/11, Norges Bank.
  13. Ron Alquist & Olivier Coibion, 2014. "Commodity-Price Comovement and Global Economic Activity," NBER Working Papers 20003, National Bureau of Economic Research, Inc.
  14. Ron Alquist & Olivier Coibion, 2013. "The Comovement in Commodity Prices," IMF Working Papers 13/140, International Monetary Fund.
  15. Dirk-Jan van de Ven & Roger Fouquet, 2014. "Historical energy price shocks and their changing effects on the economy," Grantham Research Institute on Climate Change and the Environment Working Papers, Grantham Research Institute on Climate Change and the Environment 153, Grantham Research Institute on Climate Change and the Environment.
  16. Soojin Jo, 2012. "The Effects of Oil Price Uncertainty on the Macroeconomy," Working Papers, Bank of Canada 12-40, Bank of Canada.
  17. Selien De Schryder & Gert Peersman, 2013. "The U.S. Dollar Exchange Rate and the Demand for Oil," CESifo Working Paper Series 4126, CESifo Group Munich.
  18. Rangan Gupta & Mampho P. Modise, 2013. "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers 201318, University of Pretoria, Department of Economics.
  19. Berg, Tim Oliver, 2014. "Time Varying Fiscal Multipliers in Germany," MPRA Paper 57223, University Library of Munich, Germany.
  20. Ine Van Robays, 2012. "Macroeconomic Uncertainty and the Impact of Oil Shocks," CESifo Working Paper Series 3937, CESifo Group Munich.
  21. Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Working Papers, Bank of Canada 13-15, Bank of Canada.
  22. Imran Shah, 2012. "Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies," Bristol Economics Discussion Papers 12/626, Department of Economics, University of Bristol, UK.
  23. Balke, Nathan S. & Plante, Michael D. & Yucel, Mine K., 2014. "Fuel Subsidies, the Oil Market and the World Economy," Working Papers, Federal Reserve Bank of Dallas 1407, Federal Reserve Bank of Dallas.
  24. Zhang, Bing, 2013. "Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 875-881.
  25. Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014. "The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy," a/ Policy Briefs Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy) 1401, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
  26. Zhang, Bing & Li, Xiao-Ming & He, Fei, 2014. "Testing the evolution of crude oil market efficiency: Data have the conn," Energy Policy, Elsevier, Elsevier, vol. 68(C), pages 39-52.
  27. 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, Bank of Canada 12-21, Bank of Canada.