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 4 25 0 5 19 48
Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers 0 0 0 67 1 5 14 210
Crude oil futures trading and uncertainty 0 0 0 32 6 17 27 176
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach 0 1 1 96 8 21 62 317
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 1 1 2 36 2 9 23 112
Effective exchange rates, current accounts and global imbalances 0 0 1 36 2 3 30 163
Effective exchange rates, current accounts and global imbalances 0 0 1 57 2 3 16 152
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 0 29 2 3 14 89
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 35 1 7 13 74
Expectation Formation and the Phillips Curve Revisited 0 1 2 16 1 3 14 29
Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence 0 0 3 53 1 4 26 143
Fundamental determinants of exchange rate expectations 0 0 2 29 0 2 10 71
Fundamental determinants of exchange rate expectations 1 2 7 34 6 20 55 98
Fundamental determinants of exchange rate expectations 1 1 4 21 8 21 48 70
Gold Price Dynamics and the Role of Uncertainty 1 1 5 61 4 5 31 350
Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? 0 0 0 98 5 10 19 280
Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework 1 1 1 85 7 8 15 274
Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data 0 0 0 18 2 4 15 43
Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques 0 0 0 166 3 8 19 532
Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques 0 0 0 177 2 5 17 431
Is the negative interest rate policy effective? 0 0 0 80 7 11 24 182
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters? 0 0 0 97 2 5 7 286
Long-short speculator sentiment in agricultural commodity markets 0 0 3 22 2 2 10 61
Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries 0 0 2 20 5 7 21 45
Monetary policy shocks, expectations and information rigidities 0 0 0 22 3 3 6 46
Monetary policy shocks, expectations and information rigidities 0 0 0 69 2 5 10 148
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 25 2 4 9 81
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation 0 0 0 27 0 0 8 95
Perceived monetary policy uncertainty 0 0 1 20 3 8 17 44
Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach 0 0 1 19 2 4 11 54
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 0 0 2 15
Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification 0 0 0 0 1 1 2 10
Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication 0 0 1 43 0 3 13 110
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 0 0 2 5 19 41
The Relative Valuation of Gold 0 0 0 27 3 4 23 131
The impact of uncertainty on professional exchange rate forecasts 0 0 0 79 3 4 11 148
The relative valuation of gold 0 0 0 35 1 2 10 144
The role of expectations for currency crisis dynamics - The case of the Turkish lira 0 0 0 14 2 6 14 20
The role of expectations for currency crisis dynamics - the case of the Turkish lira 0 0 0 26 6 9 21 45
Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring 2 3 12 61 6 15 52 132
Total Working Papers 7 11 53 1,857 115 261 777 5,500


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 2 41 1 1 15 120
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 6 6 12 47
Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area 0 0 1 2 0 1 7 11
Capital flows and GDP in emerging economies and the role of global spillovers 0 0 1 35 3 7 18 193
Causality and volatility patterns between gold prices and exchange rates 0 1 4 55 6 10 29 194
Commodity futures and a wavelet-based risk assessment 0 0 0 5 0 3 10 40
Crude oil futures trading and uncertainty 0 0 0 71 2 6 17 144
Dimensions and Determinants of Inflation Anchoring 0 0 0 6 0 2 15 29
Does global liquidity drive commodity prices? 0 0 3 85 1 5 17 223
Does gold act as a hedge or a safe haven for stocks? A smooth transition approach 0 3 13 69 9 24 65 287
Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach 0 0 1 11 2 3 11 44
ECB’s central bank communication and monetary policy transmission: predictability from text-based sentiment indicators? 1 4 12 12 5 17 41 41
Effective Exchange Rates, Current Accounts and Global Imbalances 0 0 2 12 2 6 19 80
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic 0 0 1 13 3 4 15 66
Exchange rate expectations and economic policy uncertainty 0 2 15 171 5 12 52 534
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven 0 0 0 38 2 4 10 140
Expectation formation and the Phillips curve revisited 0 1 4 9 1 4 19 30
Features of overreactions in the cryptocurrency market 0 0 2 11 2 6 15 52
Fiscal policy uncertainty and its effects on the real economy: German evidence 0 0 2 14 1 1 9 51
Fundamental determinants of exchange rate expectations 1 2 9 9 10 23 59 59
Gold as an inflation hedge in a time-varying coefficient framework 1 2 11 182 7 26 80 676
Gold price dynamics and the role of uncertainty 1 5 9 36 6 15 47 143
Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data 0 0 0 4 1 1 8 30
How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S 0 0 0 2 2 4 13 18
International parity relationships between Germany and the USA revisited: evidence from the post-DM period 0 0 0 7 1 1 6 35
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques 0 0 0 32 3 4 10 158
Is equity market volatility driven by migration fear? 0 0 0 7 2 2 4 38
Is the negative interest rate policy effective? 0 0 0 58 13 17 29 240
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? 0 0 3 55 1 2 21 271
Long‐short speculator sentiment in agricultural commodity markets 0 1 3 7 2 6 11 18
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES 0 0 0 16 3 4 21 96
Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries 0 1 5 5 2 6 27 30
Modelling euro area money demand and forecasting inflation in a time-varying environment 0 0 0 15 2 2 3 50
Net Foreign Asset Positions, Capital Flows and GDP Spillovers 0 0 0 9 4 4 9 88
Non-linearities in the relationship of agricultural futures prices 0 0 0 50 1 1 11 150
Nonstationary-volatility robust panel unit root tests and the great moderation 0 1 1 9 0 1 7 51
Oil and gold price dynamics in a multivariate cointegration framework 0 1 3 99 0 2 17 309
Oil price and FX-rates dependency 0 0 2 30 3 5 13 96
Oil prices and effective dollar exchange rates 2 2 9 185 5 8 33 550
P-star in times of crisis - Forecasting inflation for the euro area 0 0 1 39 3 4 11 230
Perceived monetary policy uncertainty 0 1 4 16 3 9 28 76
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact 0 1 2 28 4 9 29 120
Productivity Shocks and Real Effective Exchange Rates 0 0 0 5 1 3 12 44
Professional forecasters' expectations, consistency, and international spillovers 0 0 1 12 1 3 11 104
Regime shifts and the Canada/US exchange rate in a multivariate framework 0 0 1 17 2 2 8 76
Regime-dependent adjustment in energy spot and futures markets 0 0 0 13 0 1 8 103
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 0 1 3 14 6 9 23 77
Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach 0 0 2 26 1 6 21 106
Revisiting the valuable roles of commodities for international stock markets 0 0 1 14 1 4 24 78
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test 0 0 0 172 6 11 20 443
THE RELATIVE VALUATION OF GOLD 0 0 2 12 0 1 8 47
Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification 0 0 1 4 3 4 14 81
The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies 0 0 1 21 1 2 21 86
The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis 0 0 0 9 5 5 11 78
The impact of uncertainty on professional exchange rate forecasts 1 1 2 47 6 16 38 196
The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience 0 0 0 5 0 0 5 31
The prevalence of price overreactions in the cryptocurrency market 2 3 6 47 8 14 38 165
The relationship between oil prices and exchange rates: Revisiting theory and evidence 0 0 17 141 5 6 55 436
The role of expectations for currency crisis dynamics—The case of the Turkish lira 0 0 1 8 6 15 31 52
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 4 5 10 11 30
The role of uncertainty on agricultural futures markets momentum trading and volatility 0 0 0 7 3 8 13 56
Uncertainty shocks and inflation: The role of credibility and expectation anchoring 1 4 5 5 7 16 19 19
Volatility transmission in agricultural futures markets 0 0 2 78 2 3 13 252
Total Journal Articles 10 37 170 2,234 198 417 1,297 8,418
3 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 1 1 1 1 3 3 8 17
Total Chapters 1 1 1 1 3 3 8 17


Statistics updated 2026-05-06