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Publications by Christiane Baumeister

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

American Economic Review

English

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

American Economic Journal: Macroeconomics

English

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

SSRN Electronic Journal

English

A General Approach to Recovering Market Expectations From Futures Prices With an Application to Crude Oil

SSRN Electronic Journal

English

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

English

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

SSRN Electronic Journal

English