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 7 25 3 7 21 46
Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers 0 0 0 67 0 6 11 205
Crude oil futures trading and uncertainty 0 0 0 32 4 11 15 163
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach 0 0 1 95 6 34 50 302
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 1 1 35 4 13 18 107
Effective exchange rates, current accounts and global imbalances 0 1 1 36 0 23 27 160
Effective exchange rates, current accounts and global imbalances 0 0 2 57 0 6 15 149
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 0 29 0 8 11 86
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 1 35 3 4 10 70
Expectation Formation and the Phillips Curve Revisited 0 0 1 15 0 7 13 26
Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence 0 1 3 53 2 16 27 141
Fundamental determinants of exchange rate expectations 1 3 6 33 9 24 49 87
Fundamental determinants of exchange rate expectations 0 2 2 29 2 7 14 71
Fundamental determinants of exchange rate expectations 0 0 4 20 9 23 38 58
Gold Price Dynamics and the Role of Uncertainty 0 3 4 60 0 14 31 345
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? 0 0 1 98 4 8 14 274
Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework 0 0 1 84 0 4 9 266
Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data 0 0 0 18 1 9 12 40
Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques 0 0 0 166 2 8 14 526
Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques 0 0 0 177 0 9 13 426
Is the negative interest rate policy effective? 0 0 0 80 1 7 14 172
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? 0 0 1 97 2 2 5 283
Long-short speculator sentiment in agricultural commodity markets 0 1 4 22 0 5 9 59
Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries 0 0 2 20 2 11 21 40
Monetary policy shocks, expectations and information rigidities 0 0 0 22 0 2 3 43
Monetary policy shocks, expectations and information rigidities 0 0 0 69 0 2 5 143
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 25 0 2 5 77
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 1 27 0 5 9 95
Perceived monetary policy uncertainty 0 1 1 20 0 7 11 36
Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach 0 1 1 19 2 7 9 52
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 1 9
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 1 2 15
Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication 0 0 1 43 1 6 11 108
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 0 0 0 12 14 36
The Relative Valuation of Gold 0 0 0 27 1 10 22 128
The impact of uncertainty on professional exchange rate forecasts 0 0 1 79 1 6 9 145
The relative valuation of gold 0 0 1 35 0 5 9 142
The role of expectations for currency crisis dynamics - The case of the Turkish lira 0 0 0 14 2 5 10 16
The role of expectations for currency crisis dynamics - the case of the Turkish lira 0 0 0 26 1 9 14 37
Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring 0 1 16 58 3 17 53 120
Total Working Papers 1 15 64 1,847 65 362 648 5,304


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 41 0 4 16 119
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 3 6 41
Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area 0 0 1 2 1 4 7 11
Capital flows and GDP in emerging economies and the role of global spillovers 0 1 1 35 4 8 15 190
Causality and volatility patterns between gold prices and exchange rates 1 1 4 55 1 10 23 185
Commodity futures and a wavelet-based risk assessment 0 0 0 5 0 6 7 37
Crude oil futures trading and uncertainty 0 0 0 71 2 8 13 140
Dimensions and Determinants of Inflation Anchoring 0 0 1 6 2 10 19 29
Does global liquidity drive commodity prices? 0 0 3 85 2 5 14 220
Does gold act as a hedge or a safe haven for stocks? A smooth transition approach 2 8 15 68 4 23 54 267
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 0 1 11 0 5 8 41
ECB’s central bank communication and monetary policy transmission: predictability from text-based sentiment indicators? 1 3 9 9 7 15 31 31
Effective Exchange Rates, Current Accounts and Global Imbalances 0 0 2 12 3 6 16 77
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 1 13 1 7 13 63
Exchange rate expectations and economic policy uncertainty 2 5 16 171 2 16 52 524
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 38 0 3 6 136
Expectation formation and the Phillips curve revisited 1 1 4 9 3 9 20 29
Features of overreactions in the cryptocurrency market 0 2 2 11 1 6 11 47
Fiscal policy uncertainty and its effects on the real economy: German evidence 0 1 2 14 0 5 8 50
Fundamental determinants of exchange rate expectations 1 2 8 8 7 25 43 43
Gold as an inflation hedge in a time-varying coefficient framework 1 2 14 181 9 22 78 659
Gold price dynamics and the role of uncertainty 3 5 7 34 7 26 42 135
Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data 0 0 0 4 0 4 7 29
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 0 24 1 5 9 84
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 0 2 2 9 11 16
International parity relationships between Germany and the USA revisited: evidence from the post-DM period 0 0 0 7 0 3 5 34
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques 0 0 0 32 0 2 8 154
Is equity market volatility driven by migration fear? 0 0 0 7 0 0 2 36
Is the negative interest rate policy effective? 0 0 1 58 0 2 13 223
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? 0 0 3 55 1 6 20 270
Long‐short speculator sentiment in agricultural commodity markets 0 0 2 6 2 4 7 14
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES 0 0 0 16 0 10 17 92
Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries 1 3 5 5 4 9 28 28
Modelling euro area money demand and forecasting inflation in a time-varying environment 0 0 0 15 0 1 1 48
Net Foreign Asset Positions, Capital Flows and GDP Spillovers 0 0 0 9 0 3 5 84
Non-linearities in the relationship of agricultural futures prices 0 0 0 50 0 5 10 149
Nonstationary-volatility robust panel unit root tests and the great moderation 1 1 1 9 1 5 7 51
Oil and gold price dynamics in a multivariate cointegration framework 0 0 2 98 0 10 15 307
Oil price and FX-rates dependency 0 0 2 30 1 3 10 92
Oil prices and effective dollar exchange rates 0 3 9 183 2 14 31 544
P-star in times of crisis - Forecasting inflation for the euro area 0 0 1 39 1 2 8 227
Perceived monetary policy uncertainty 1 1 4 16 5 13 27 72
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact 1 2 2 28 1 12 21 112
Productivity Shocks and Real Effective Exchange Rates 0 0 0 5 0 5 9 41
Professional forecasters' expectations, consistency, and international spillovers 0 0 1 12 0 4 9 101
Regime shifts and the Canada/US exchange rate in a multivariate framework 0 0 1 17 0 5 6 74
Regime-dependent adjustment in energy spot and futures markets 0 0 0 13 1 5 8 103
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 1 1 4 14 3 9 18 71
Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach 0 1 2 26 3 10 18 103
Revisiting the valuable roles of commodities for international stock markets 0 0 1 14 1 15 24 75
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test 0 0 0 172 1 7 10 433
THE RELATIVE VALUATION OF GOLD 0 0 2 12 0 2 8 46
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 1 4 0 7 12 77
The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies 0 0 1 21 0 7 19 84
The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis 0 0 0 9 0 2 6 73
The impact of uncertainty on professional exchange rate forecasts 0 0 3 46 3 19 27 183
The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience 0 0 0 5 0 4 5 31
The prevalence of price overreactions in the cryptocurrency market 1 1 5 45 3 13 29 154
The relationship between oil prices and exchange rates: Revisiting theory and evidence 0 2 18 141 0 13 55 430
The role of expectations for currency crisis dynamics—The case of the Turkish lira 0 0 1 8 4 19 20 41
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 7 4 7 9 52
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 4 3 3 4 23
Uncertainty shocks and inflation: The role of credibility and expectation anchoring 1 2 2 2 4 7 7 7
Volatility transmission in agricultural futures markets 0 0 2 78 1 5 11 250
Total Journal Articles 19 48 170 2,240 108 516 1,078 8,192
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 5 14
Total Chapters 0 0 0 0 0 2 5 14


Statistics updated 2026-03-04