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 0 8 22 0 0 12 30
Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers 0 0 0 67 0 0 4 196
Crude oil futures trading and uncertainty 0 0 1 32 0 1 4 150
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach 0 0 2 95 1 3 10 260
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 0 1 34 1 2 5 92
Effective exchange rates, current accounts and global imbalances 0 1 2 57 1 3 6 139
Effective exchange rates, current accounts and global imbalances 0 0 0 35 1 1 1 134
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 1 29 0 0 5 75
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 1 35 0 0 2 61
Expectation Formation and the Phillips Curve Revisited 0 1 1 15 1 2 6 17
Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence 0 0 2 50 0 4 23 121
Fundamental determinants of exchange rate expectations 0 1 5 18 3 6 18 30
Fundamental determinants of exchange rate expectations 0 0 2 28 3 4 12 48
Fundamental determinants of exchange rate expectations 0 0 2 27 0 0 10 63
Gold Price Dynamics and the Role of Uncertainty 0 0 1 56 0 1 16 323
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? 0 0 1 98 2 2 6 265
Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework 0 0 1 84 1 1 4 260
Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data 0 0 0 18 0 0 0 28
Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques 0 0 0 166 0 0 4 513
Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques 0 0 0 177 0 1 4 415
Is the negative interest rate policy effective? 0 0 3 80 1 2 8 161
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? 0 0 2 97 0 1 4 280
Long-short speculator sentiment in agricultural commodity markets 1 1 4 20 1 2 11 53
Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries 1 1 20 20 1 1 26 26
Monetary policy shocks, expectations and information rigidities 0 0 0 69 1 2 5 140
Monetary policy shocks, expectations and information rigidities 0 0 1 22 0 1 5 41
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 25 1 1 1 73
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 1 27 1 2 3 89
Perceived monetary policy uncertainty 0 0 0 19 1 1 5 28
Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach 0 0 0 18 1 1 4 44
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 2 8
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 1 1 14
Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication 0 0 1 43 0 0 5 99
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 0 1 27 1 4 10 112
The impact of uncertainty on professional exchange rate forecasts 0 0 1 79 0 0 1 137
The relative valuation of gold 0 0 2 35 0 0 3 135
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 0 0 1 26 0 0 2 24
Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring 1 3 28 55 3 9 50 93
Total Working Papers 3 8 96 1,819 26 59 299 4,805


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 3 40 1 1 9 110
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 1 2 36
Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area 0 0 0 1 0 0 2 4
Capital flows and GDP in emerging economies and the role of global spillovers 0 0 0 34 0 2 4 177
Causality and volatility patterns between gold prices and exchange rates 0 0 0 51 2 3 8 169
Commodity futures and a wavelet-based risk assessment 0 0 0 5 0 0 2 30
Crude oil futures trading and uncertainty 0 0 1 71 1 1 3 129
Dimensions and Determinants of Inflation Anchoring 0 0 2 6 0 1 10 17
Does global liquidity drive commodity prices? 0 2 3 84 2 5 8 212
Does gold act as a hedge or a safe haven for stocks? A smooth transition approach 0 0 9 58 3 9 36 236
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 0 0 10 1 1 3 34
ECB’s central bank communication and monetary policy transmission: predictability from text-based sentiment indicators? 1 3 4 4 1 3 8 8
Effective Exchange Rates, Current Accounts and Global Imbalances 0 1 2 12 1 3 6 66
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 1 1 5 13 2 2 10 53
Exchange rate expectations and economic policy uncertainty 2 5 21 162 6 12 50 495
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 38 0 2 4 132
Expectation formation and the Phillips curve revisited 0 1 6 6 2 4 15 15
Features of overreactions in the cryptocurrency market 0 0 1 9 0 0 2 37
Fiscal policy uncertainty and its effects on the real economy: German evidence 0 0 1 12 0 1 7 43
Fundamental determinants of exchange rate expectations 0 1 1 1 1 5 5 5
Gold as an inflation hedge in a time-varying coefficient framework 0 2 17 174 5 14 63 616
Gold price dynamics and the role of uncertainty 1 2 3 29 2 6 19 105
Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data 0 0 2 4 0 0 7 22
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 0 24 1 1 5 77
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 2 2 0 0 5 6
International parity relationships between Germany and the USA revisited: evidence from the post-DM period 0 0 0 7 0 0 1 29
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques 0 0 2 32 0 1 12 150
Is equity market volatility driven by migration fear? 0 0 0 7 0 1 1 35
Is the negative interest rate policy effective? 0 0 1 58 2 5 12 218
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? 0 3 5 55 3 8 13 258
Long‐short speculator sentiment in agricultural commodity markets 1 1 1 5 1 1 3 8
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES 0 0 0 16 0 1 3 76
Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries 1 1 1 1 2 4 11 11
Modelling euro area money demand and forecasting inflation in a time-varying environment 0 0 1 15 0 0 1 47
Net Foreign Asset Positions, Capital Flows and GDP Spillovers 0 0 0 9 0 1 2 80
Non-linearities in the relationship of agricultural futures prices 0 0 0 50 0 1 1 140
Nonstationary-volatility robust panel unit root tests and the great moderation 0 0 0 8 0 1 1 45
Oil and gold price dynamics in a multivariate cointegration framework 0 1 2 97 0 2 8 295
Oil price and FX-rates dependency 0 2 4 30 0 3 8 86
Oil prices and effective dollar exchange rates 0 3 6 179 0 5 18 523
P-star in times of crisis - Forecasting inflation for the euro area 0 0 0 38 1 1 5 221
Perceived monetary policy uncertainty 0 2 4 14 0 4 16 53
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact 0 0 0 26 2 5 7 96
Productivity Shocks and Real Effective Exchange Rates 0 0 0 5 0 2 2 34
Professional forecasters' expectations, consistency, and international spillovers 0 1 3 12 0 2 5 95
Regime shifts and the Canada/US exchange rate in a multivariate framework 1 1 3 17 1 1 5 69
Regime-dependent adjustment in energy spot and futures markets 0 0 0 13 0 2 2 97
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 0 1 2 12 0 4 8 59
Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach 1 1 2 25 2 2 9 87
Revisiting the valuable roles of commodities for international stock markets 0 1 4 14 2 3 14 57
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test 0 0 0 172 0 1 3 424
THE RELATIVE VALUATION OF GOLD 0 0 0 10 0 1 2 40
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 1 1 1 4 2 2 9 69
The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies 0 0 0 20 1 2 5 69
The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis 0 0 0 9 0 2 3 70
The impact of uncertainty on professional exchange rate forecasts 0 0 2 45 1 1 5 159
The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience 0 0 0 5 0 1 3 27
The prevalence of price overreactions in the cryptocurrency market 0 2 7 43 0 4 22 132
The relationship between oil prices and exchange rates: Revisiting theory and evidence 0 4 20 133 4 13 43 400
The role of expectations for currency crisis dynamics—The case of the Turkish lira 0 0 2 8 0 0 4 22
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 4 0 0 4 19
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 1 7 0 1 7 44
Volatility transmission in agricultural futures markets 1 1 5 77 2 4 10 243
Total Journal Articles 11 44 162 2,145 57 169 581 7,421
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 2 2 11
Total Chapters 0 0 0 0 0 2 2 11


Statistics updated 2025-09-05