Access Statistics for Christina Anderl

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Global Oil Market Model with Shipping Costs	0	0	2	2	0	0	4	4
Exchange Rate Parities and Taylor Rule Deviations	0	0	0	19	0	0	0	22
Expectations and Speculation in the Natural Gas Markets	0	1	5	6	3	4	9	16
Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts	0	0	0	18	1	1	2	30
Functional Oil Price Expectations Shocks and Inflation	0	0	1	11	0	0	6	14
Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects	0	0	1	34	0	0	2	27
Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks	0	3	4	4	2	3	7	7
Global Food Prices and Inflation	0	0	5	18	2	2	14	28
Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations	0	0	0	22	0	0	3	42
Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations	0	0	0	28	0	0	3	21
Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence	0	1	1	22	1	4	5	27
Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation	0	0	0	6	1	2	3	14
Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations	0	0	1	35	0	0	2	26
The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies	0	1	1	24	0	2	4	26
Time-Varying Parameters in Monetary Policy Rules: A GMM Approach	0	0	0	32	0	2	3	26
Total Working Papers	0	6	21	281	10	20	67	330

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetries, uncertainty and inflation: evidence from developed and emerging economies	1	1	1	2	5	5	8	17
Exchange rate parities and Taylor rule deviations	0	0	0	3	0	2	4	15
Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts	0	0	0	1	0	1	3	5
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects	0	0	0	0	1	2	3	3
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations	0	0	0	0	1	2	6	10
Nonlinearities in the exchange rate pass-through: The role of inflation expectations	0	1	5	13	1	5	15	41
Shadow rates as a measure of the monetary policy stance: Some international evidence	0	1	4	6	0	2	10	18
Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation	1	1	3	3	2	3	7	8
Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations	0	0	0	3	0	0	4	13
Time-varying parameters in monetary policy rules: a GMM approach	1	1	3	5	1	1	10	17
Total Journal Articles	3	5	16	36	11	23	70	147

1 registered items for which data could not be found

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06