Concepedia

Christiane Baumeister

CB

46

Publications

6.3K

Citations

34

H-Index

2008

Active since

Affiliations

University of Notre Dame(Current)

National Bureau of Economic Research

Centre for Economic Policy Research

University of Michigan

Christiane Baumeister is an author at University of Notre Dame specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceEconometricsMacroeconomicsEconomic AnalysisEngineeringForecastingStatisticsAsset Pricing

Publications per year

2008–2022

46

Publications

46

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

Christiane Baumeister, James D. Hamilton · American Economic Review · 2019 · 809 citations

Engineering, Macroeconomic Forecasting, Economic Fluctuation +17

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

Christiane Baumeister, Gert Peersman · American Economic Journal Macroeconomics · 2013 · 515 citations · Full text

Economic Fluctuation, Time-varying Bvars, External Shock +16

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

Christiane Baumeister, Lutz Kilian · The Journal of Economic Perspectives · 2016 · 502 citations · Full text

Economics, Asset Pricing, Macroeconomics +15

THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET

Christiane Baumeister, Gert Peersman · Journal of Applied Econometrics · 2012 · 403 citations · Full text

Volatility Modeling, Economics, Financial Economics +14

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

Christiane Baumeister, James D. Hamilton · Econometrica · 2015 · 399 citations

Bayesian Decision Theory, Parameter Estimation, Engineering +19

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