| Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks C Baumeister, JD Hamilton American Economic Review, forthcoming, 2018 | 769 | 2018 |
| Unconventional monetary policy and the great recession: estimating the macroeconomic effects of a spread compression at the zero lower bound C Baumeister, L Benati International Journal of Central Banking 9 (2), 165-212, 2013 | 695* | 2013 |
| Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us C Baumeister, L Kilian Journal of Economic Perspectives 30 (1), 139-160, 2016 | 662 | 2016 |
| Time-varying effects of oil supply shocks on the US economy C Baumeister, G Peersman American Economic Journal: Macroeconomics 5 (4), 1-28, 2013 | 637 | 2013 |
| The Role of Time‐Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market C Baumeister, G Peersman Journal of Applied Econometrics 28 (7), 1087-1109, 2013 | 546* | 2013 |
| Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information C Baumeister, JD Hamilton Econometrica 83 (5), 1963-1999, 2015 | 481 | 2015 |
| Understanding the Decline in the Price of Oil since June 2014 C Baumeister, L Kilian Journal of the Association of Environmental and Resource Economists 3 (1 …, 2015 | 446 | 2015 |
| Real-time forecasts of the real price of oil C Baumeister, L Kilian Journal of business & economic statistics 30 (2), 326-336, 2012 | 356 | 2012 |
| Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach C Baumeister, L Kilian Journal of Business & Economic Statistics 33 (3), 338-351, 2015 | 313 | 2015 |
| Do oil price increases cause higher food prices? C Baumeister, L Kilian Economic Policy 29 (80), 691-747, 2014 | 294 | 2014 |
| Lower Oil Prices and the US Economy: Is This Time Different? C Baumeister, L Kilian Brookings Papers on Economic Activity, Fall 2016, 287-336, 2016 | 266* | 2016 |
| Energy markets and global economic conditions C Baumeister, D Korobilis, TK Lee Review of Economics and Statistics 104 (4), 828-844, 2022 | 186 | 2022 |
| What Central Bankers Need to Know about Forecasting Oil Prices C Baumeister, L Kilian International Economic Review 55 (3), 869-889, 2014 | 175 | 2014 |
| Do high-frequency financial data help forecast oil prices? The MIDAS touch at work C Baumeister, P Guérin, L Kilian International Journal of Forecasting 31 (2), 238-252, 2015 | 156 | 2015 |
| Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations C Baumeister, JD Hamilton Journal of Monetary Economics 100, 48-65, 2018 | 143 | 2018 |
| The Economic Consequences of Oil Shocks: Differences across Countries and Time C Baumeister, G Peersman, I Van Robays Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia, 91-128, 2010 | 118 | 2010 |
| Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics C Baumeister, P Liu, H Mumtaz Journal of Economic Dynamics and Control 37 (3), 543-560, 2013 | 116* | 2013 |
| Real-Time Analysis of Oil Price Risks Using Forecast Scenarios C Baumeister, L Kilian IMF Economic Review 62 (1), 119-145, 2014 | 104 | 2014 |
| Are Product Spreads Useful for Forecasting Oil Prices? An Empirical Evaluation of the Verleger Hypothesis C Baumeister, L Kilian, X Zhou Macroeconomic Dynamics 22 (3), 562-580, 2018 | 95 | 2018 |
| A general approach to recovering market expectations from futures prices with an application to crude oil C Baumeister, L Kilian CFS Working Paper, 2014 | 88 | 2014 |
James D. HamiltonUniversity of California at San DiegoVerified email at ucsd.edu
