Access Statistics for Robert Czudaj

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors 0 2 7 18 2 5 13 25
Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers 0 0 2 67 1 2 6 194
Crude oil futures trading and uncertainty 0 0 1 32 0 0 3 148
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach 0 1 2 94 0 1 4 252
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 1 3 34 0 1 7 89
Effective exchange rates, current accounts and global imbalances 0 0 0 35 0 0 0 133
Effective exchange rates, current accounts and global imbalances 0 0 0 55 0 0 3 134
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 1 1 2 29 1 3 7 75
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 34 0 0 1 60
Expectation Formation and the Phillips Curve Revisited 0 0 1 14 2 2 6 13
Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence 1 1 5 50 1 3 25 114
Fundamental determinants of exchange rate expectations 0 0 16 16 2 3 20 20
Fundamental determinants of exchange rate expectations 0 1 3 27 1 3 6 57
Fundamental determinants of exchange rate expectations 0 1 2 27 0 1 9 38
Gold Price Dynamics and the Role of Uncertainty 0 0 1 56 1 4 11 314
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? 0 0 1 97 0 0 3 260
Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework 0 0 1 83 0 1 2 257
Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data 0 0 3 18 0 0 3 28
Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques 0 0 0 166 1 2 4 512
Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques 0 0 0 177 1 2 2 413
Is the negative interest rate policy effective? 1 2 3 80 1 2 9 158
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? 0 1 1 96 1 2 3 278
Long-short speculator sentiment in agricultural commodity markets 0 0 2 18 1 2 8 50
Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries 2 3 18 18 5 8 19 19
Monetary policy shocks, expectations and information rigidities 0 0 0 69 1 2 6 138
Monetary policy shocks, expectations and information rigidities 0 0 1 22 0 2 4 40
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 26 0 0 0 86
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 25 0 0 1 72
Perceived monetary policy uncertainty 0 0 0 19 0 0 2 25
Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach 0 0 1 18 2 3 5 43
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 1 2 8
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 0 13
Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication 0 0 0 42 0 0 4 97
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 0 0 0 0 0 22
The Relative Valuation of Gold 0 1 2 27 1 4 6 106
The impact of uncertainty on professional exchange rate forecasts 0 0 0 78 0 0 0 136
The relative valuation of gold 0 1 1 34 0 1 2 133
The role of expectations for currency crisis dynamics - The case of the Turkish lira 0 0 0 14 0 0 1 6
The role of expectations for currency crisis dynamics - the case of the Turkish lira 1 1 1 26 1 1 1 23
Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring 0 5 40 42 1 12 62 67
Total Working Papers 6 22 120 1,783 27 73 270 4,656


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A melting pot — Gold price forecasts under model and parameter uncertainty 0 0 4 38 0 0 8 103
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 0 1 35
Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area 0 0 1 1 0 1 4 4
Capital flows and GDP in emerging economies and the role of global spillovers 0 0 1 34 1 1 7 175
Causality and volatility patterns between gold prices and exchange rates 0 0 1 51 0 1 4 162
Commodity futures and a wavelet-based risk assessment 0 0 0 5 1 2 3 30
Crude oil futures trading and uncertainty 0 0 1 71 0 0 2 127
Dimensions and Determinants of Inflation Anchoring 0 0 4 5 0 0 8 10
Does global liquidity drive commodity prices? 0 0 2 82 0 0 5 206
Does gold act as a hedge or a safe haven for stocks? A smooth transition approach 0 1 7 53 0 3 24 213
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 0 1 10 1 1 7 33
Effective Exchange Rates, Current Accounts and Global Imbalances 0 0 0 10 0 1 3 61
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 1 3 4 12 1 3 10 50
Exchange rate expectations and economic policy uncertainty 2 9 26 155 4 16 58 472
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 38 0 1 3 130
Expectation formation and the Phillips curve revisited 2 5 5 5 4 9 9 9
Features of overreactions in the cryptocurrency market 1 1 4 9 1 1 6 36
Fiscal policy uncertainty and its effects on the real economy: German evidence 0 0 3 12 2 4 11 42
Gold as an inflation hedge in a time-varying coefficient framework 1 3 16 167 5 13 50 581
Gold price dynamics and the role of uncertainty 0 1 2 27 0 4 14 93
Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data 0 1 2 4 0 4 9 22
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 1 24 2 2 4 75
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 1 1 2 2 2 2 5 5
International parity relationships between Germany and the USA revisited: evidence from the post-DM period 0 0 1 7 0 1 2 29
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques 0 1 2 32 5 7 8 146
Is equity market volatility driven by migration fear? 0 0 0 7 0 0 0 34
Is the negative interest rate policy effective? 0 0 4 57 1 3 10 210
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? 0 1 4 52 2 3 13 250
Long‐short speculator sentiment in agricultural commodity markets 0 0 0 4 0 1 2 7
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES 0 0 1 16 0 1 5 75
Modelling euro area money demand and forecasting inflation in a time-varying environment 0 1 1 15 0 1 1 47
Net Foreign Asset Positions, Capital Flows and GDP Spillovers 0 0 0 9 0 1 1 79
Non-linearities in the relationship of agricultural futures prices 0 0 1 50 0 0 1 139
Nonstationary-volatility robust panel unit root tests and the great moderation 0 0 0 8 0 0 0 44
Oil and gold price dynamics in a multivariate cointegration framework 0 0 3 96 1 2 10 292
Oil price and FX-rates dependency 0 0 4 28 1 1 10 82
Oil prices and effective dollar exchange rates 0 1 4 174 0 6 17 513
P-star in times of crisis - Forecasting inflation for the euro area 0 0 0 38 1 2 3 219
Perceived monetary policy uncertainty 0 1 5 12 0 4 13 45
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact 0 0 0 26 2 2 5 91
Productivity Shocks and Real Effective Exchange Rates 0 0 0 5 0 0 0 32
Professional forecasters' expectations, consistency, and international spillovers 0 1 3 11 0 1 5 92
Regime shifts and the Canada/US exchange rate in a multivariate framework 0 2 3 16 0 3 5 68
Regime-dependent adjustment in energy spot and futures markets 0 0 1 13 0 0 2 95
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 0 0 1 10 0 1 3 53
Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach 0 1 1 24 0 5 8 85
Revisiting the valuable roles of commodities for international stock markets 0 0 5 13 1 3 10 51
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test 0 0 0 172 0 1 3 423
THE RELATIVE VALUATION OF GOLD 0 0 0 10 0 0 3 38
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 0 3 0 1 6 65
The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies 0 0 1 20 0 1 3 65
The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis 0 0 0 9 0 0 0 67
The impact of uncertainty on professional exchange rate forecasts 0 0 0 43 1 1 3 156
The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience 0 0 0 5 1 1 2 26
The prevalence of price overreactions in the cryptocurrency market 1 2 9 40 4 9 24 125
The relationship between oil prices and exchange rates: Revisiting theory and evidence 0 1 21 123 1 5 55 375
The role of expectations for currency crisis dynamics—The case of the Turkish lira 0 1 2 7 0 1 6 21
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 4 1 3 4 19
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 1 1 7 3 4 7 43
Volatility transmission in agricultural futures markets 1 2 7 76 1 3 11 239
Total Journal Articles 10 41 172 2,070 50 147 516 7,114
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics 0 0 0 0 0 0 1 9
Total Chapters 0 0 0 0 0 0 1 9


Statistics updated 2025-03-03