Christiane Baumeister - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011 | 2010 | 2008

Title Other author(s)

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

Bank of Canada Working papers [View] (Paper: 2017-35, 11.09.2017)

JEL: Q18, Q28, Q42, Q58

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

Bank of Canada Working papers [View] (Paper: 2016-18, 18.04.2016)

JEL: C5, C53, D8, D84, G1, G14, Q4, Q43

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

Bank of Canada Working papers [View] (Paper: 2013-28, 20.08.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-25, 16.08.2013)

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

IJCB International Journal of Central Banking [View] (Paper: 13q2a9, 03.06.2013)

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

Bank of Canada Working papers [View] (Paper: 2012-21, 23.07.2012)

JEL: C11, C32, E52, E58

Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics

Bank of Canada Working papers [View] (Paper: 2012-13, 01.05.2012)

JEL: E30, E32

Time-Varying Effects of Oil Supply Shocks on the U.S. Economy

Bank of Canada Working papers [View] (Paper: 2012-02, 26.01.2012)

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Bank of Canada Working papers [View] (Paper: 2012-01, 26.01.2012)

The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market

Bank of Canada Working papers [View] (Paper: 2011-28, 30.11.2011)

Real-Time Forecasts of the Real Price of Oil

Bank of Canada Working papers [View] (Paper: 2011-16, 04.08.2011)

Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR

Bank of England Working papers [View] (Paper: 401, 28.10.2010)

Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound,

European Central Bank Working papers [View] (Paper: 1258, 20.10.2010)

Liquidity, inflation and asset prices in a timevarying framework for the euro area

National Bank of Belgium Working Papers [View] (Paper: 142, 20.10.2008)

JEL: E31, E32, E44, E51, E52

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011 | 2010 | 2008