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 11 11 0 2 12 12
Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers 0 1 2 66 0 2 9 190
Crude oil futures trading and uncertainty 0 0 0 31 0 0 3 145
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach 0 0 6 92 0 0 14 248
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 2 4 32 0 3 12 83
Effective exchange rates, current accounts and global imbalances 0 0 1 35 0 0 7 133
Effective exchange rates, current accounts and global imbalances 0 0 0 55 1 1 3 132
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 1 2 28 0 1 6 69
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 59
Expectation Formation and the Phillips Curve Revisited 0 5 14 14 1 4 9 9
Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence 0 0 1 45 1 2 9 91
Fundamental determinants of exchange rate expectations 0 1 1 26 1 3 5 32
Fundamental determinants of exchange rate expectations 1 1 2 25 1 2 4 53
Fundamental determinants of exchange rate expectations 0 0 0 0 0 0 0 0
Gold Price Dynamics and the Role of Uncertainty 0 0 1 55 2 3 14 305
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? 0 1 2 97 1 2 4 259
Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework 0 0 2 82 0 0 7 255
Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data 0 0 1 15 0 0 3 25
Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques 0 0 0 166 0 0 2 508
Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques 0 0 0 177 0 0 4 411
Is the negative interest rate policy effective? 0 0 6 77 1 5 21 152
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? 0 0 1 95 0 0 5 275
Long-short speculator sentiment in agricultural commodity markets 0 0 3 16 0 0 13 42
Monetary policy shocks, expectations and information rigidities 0 0 1 69 0 0 3 132
Monetary policy shocks, expectations and information rigidities 0 0 0 21 0 0 1 36
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 25 0 0 1 71
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 26 0 0 1 86
Perceived monetary policy uncertainty 0 0 3 19 0 1 8 23
Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach 0 0 1 17 1 1 2 39
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 1 13
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 0 6
Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication 0 0 0 42 0 0 1 93
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 25 0 5 9 101
The impact of uncertainty on professional exchange rate forecasts 0 0 2 78 0 0 4 136
The relative valuation of gold 0 0 2 33 0 2 5 132
The role of expectations for currency crisis dynamics - The case of the Turkish lira 0 0 14 14 0 0 5 5
The role of expectations for currency crisis dynamics - the case of the Turkish lira 0 0 3 25 0 0 8 22
Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring 1 17 17 17 2 17 17 17
Total Working Papers 2 32 105 1,685 12 56 233 4,422


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 1 1 4 35 2 2 7 97
An empirical assessment of recent challenges in today's financial markets 0 0 2 13 0 0 3 34
Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area 0 0 0 0 0 0 0 0
Capital flows and GDP in emerging economies and the role of global spillovers 0 1 2 33 1 4 8 171
Causality and volatility patterns between gold prices and exchange rates 1 2 7 51 2 3 13 160
Commodity futures and a wavelet-based risk assessment 0 0 0 5 1 1 3 28
Crude oil futures trading and uncertainty 0 0 0 70 0 0 2 125
Dimensions and Determinants of Inflation Anchoring 1 1 2 2 1 2 4 4
Does global liquidity drive commodity prices? 1 1 3 81 1 1 5 202
Does gold act as a hedge or a safe haven for stocks? A smooth transition approach 1 2 17 48 1 2 39 191
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 1 3 9 0 1 6 26
Effective Exchange Rates, Current Accounts and Global Imbalances 0 0 1 10 0 0 3 58
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 2 8 1 2 15 42
Exchange rate expectations and economic policy uncertainty 4 7 13 136 5 16 50 427
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 38 0 0 2 127
Features of overreactions in the cryptocurrency market 1 1 1 6 2 2 4 32
Fiscal policy uncertainty and its effects on the real economy: German evidence 1 1 2 10 1 1 5 32
Gold as an inflation hedge in a time-varying coefficient framework 1 3 9 154 3 10 45 541
Gold price dynamics and the role of uncertainty 0 0 5 25 2 3 11 82
Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data 0 0 0 2 1 1 7 14
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 2 2 24 0 3 7 72
International parity relationships between Germany and the USA revisited: evidence from the post-DM period 0 0 1 6 0 0 1 27
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques 0 0 0 30 0 0 6 138
Is equity market volatility driven by migration fear? 0 0 1 7 0 0 3 34
Is the negative interest rate policy effective? 1 4 8 57 1 5 15 204
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? 0 0 0 48 3 3 6 240
Long‐short speculator sentiment in agricultural commodity markets 0 1 4 4 0 2 5 5
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES 0 0 1 15 0 1 3 70
Modelling euro area money demand and forecasting inflation in a time-varying environment 0 0 0 14 0 1 2 46
Net Foreign Asset Positions, Capital Flows and GDP Spillovers 0 0 1 9 0 0 5 78
Non-linearities in the relationship of agricultural futures prices 0 1 1 50 0 1 2 139
Nonstationary-volatility robust panel unit root tests and the great moderation 0 0 0 8 0 0 1 44
Oil and gold price dynamics in a multivariate cointegration framework 0 0 1 93 0 3 6 285
Oil price and FX-rates dependency 0 2 6 25 1 7 14 75
Oil prices and effective dollar exchange rates 1 4 9 172 1 5 19 499
P-star in times of crisis - Forecasting inflation for the euro area 0 0 0 38 0 0 0 216
Perceived monetary policy uncertainty 1 3 8 9 2 6 22 36
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact 0 0 0 26 1 2 4 88
Productivity Shocks and Real Effective Exchange Rates 0 0 0 5 0 0 1 32
Professional forecasters' expectations, consistency, and international spillovers 0 0 1 8 0 1 13 87
Regime shifts and the Canada/US exchange rate in a multivariate framework 0 1 1 14 0 2 4 64
Regime-dependent adjustment in energy spot and futures markets 1 1 1 13 1 2 2 95
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 0 0 1 9 0 0 4 50
Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach 0 1 2 23 0 1 6 77
Revisiting the valuable roles of commodities for international stock markets 0 0 1 8 0 0 3 41
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test 0 0 1 172 0 1 4 421
THE RELATIVE VALUATION OF GOLD 0 0 2 10 2 3 6 37
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 0 3 0 1 2 60
The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies 0 0 0 19 0 0 0 62
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 4 43 0 1 6 153
The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience 0 0 2 5 0 0 3 24
The prevalence of price overreactions in the cryptocurrency market 0 0 1 31 1 1 10 102
The relationship between oil prices and exchange rates: Revisiting theory and evidence 2 7 28 108 7 21 86 337
The role of expectations for currency crisis dynamics—The case of the Turkish lira 0 0 5 5 1 2 15 16
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 1 1 6 0 1 4 36
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 4 0 0 0 15
Volatility transmission in agricultural futures markets 0 3 7 71 2 5 13 232
Total Journal Articles 18 52 174 1,937 47 132 535 6,697
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 3 8
Total Chapters 0 0 0 0 0 0 3 8


Statistics updated 2024-05-04