Publications

"Not all oil types are alike in trade substitution" (Joint with Peter Öhlinger and Michael Irlacher, JKU Linz), Nature Communications forthcoming, July 2024; CESifo Working Paper No. 10652, September 2023.

"Sudden stop: Supply and demand shocks in the German natural gas market" (joint with Magnus Reif, Deutsche Bundesbank and Maik Wolters, Kiel University), Journal of Applied Econometrics forthcoming, July 2024; Bundesbank Discussion Paper 22/2024.

"The Chronology of Brexit and UK Monetary Policy" (joint with Martin Geiger, Liechtenstein Institute), Journal of Monetary Economics 142(103516), March 2024; Article at Elsevier.

> Data on daily and monthly instrument series of quantified Brexit-related events (for January 2013 through December 2020)

"Central bank information and private-sector expectations", Journal of Forecasting 41(7), 1372-1385, November 2022; Article at Wiley Online Library.

"Oil price shocks and the hedging benefit of airline investments" (joint with Peter Öhlinger, JKU Linz), Journal of Economic Dynamics and Control 143, 1-19, October 2022; Article at Elsevier.

"Exogenous oil supply shocks in OPEC and non-OPEC countries" (joint with Johannes Henßler, JKU Linz), The Energy Journal 42(6), 227-244, November 2021, JKU Working Paper No. 2002, January 2020, new version, June 2020; Article at IAEE.

> Data on Exogenous Oil Supply Shocks (extended to December 2020 and based on the historical composition of OPEC)

"Bank market power and the risk channel of monetary policy" (joint with Elena Afanasyeva, Federal Reserve Board), Journal of Monetary Economics 111, 118-134, May 2020; Article at Elsevier.

"How do oil producers respond to giant oil field discoveries?", Energy Economics 80, 59-74, May 2019. JKU Working Paper No. 1704, March 2017; new versionwith online appendix, November 2018; Article at Elsevier.

"The effects of oil supply and demand shocks on U.S. consumer sentiment" (joint with Katharina Linsbauer, Johannes Kepler University Linz), Journal of Money, Credit and Banking 50(7), 1617-1644, October 2018. JKU Working Paper No. 1614, December 2016; Article at Wiley Online Library.

"Forecasting inflation across euro area countries and sectors: A panel VAR approach" (joint with Stéphane Dées, European Central Bank), Journal of Forecasting 36(4), 431-453, July 2017. ECB Working Paper No. 1724, European Central Bank, August 2014; new version, June 2016; Article at Wiley Online Library.

"The federal funds market, excess reserves, and unconventional monetary policy", Journal of Economic Dynamics and Control 53, 225-250, April 2015. JKU Working Paper No. 1312; Article at Elsevier.

"How do international stock markets respond to oil demand and supply shocks?", Macroeconomic Dynamics 18(8), 1657-1682, December 2014. FEMM Working Paper Series 28/2011; Article at Cambridge University Press.

"How do oil producers respond to oil demand shocks?", Energy Economics 44, 1-13, July 2014. Working Paper; Article at Elsevier.

"Competition among banks and the pass-through of monetary policy", Economic Modelling 28(4), 1891-1901, July 2011. FEMM Working Paper Series 35/2009; Article at Elsevier.

updated July 2024