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Christian Pierdzioch

Global rank #4579 94%

Institution: Helmut Schmidt Universität Hamburg

Primary Field: International (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2024

RePEc ID: ppi123 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.18 0.00 0.00 5.36
Last 10 Years 0.00 2.18 2.01 0.00 8.04
All Time 0.00 2.85 10.22 0.00 22.12

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 25.58

Publications (32)

Year Article Journal Tier Authors
2024 Stock market bubbles and the realized volatility of oil price returns Energy Economics A 3
2023 A bootstrap-based efficiency test of growth and inflation forecasts for Germany Economics Letters C 1
2022 Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? Energy Economics A 4
2021 Do oil-price shocks predict the realized variance of U.S. REITs? Energy Economics A 4
2021 OPEC news and jumps in the oil market Energy Economics A 4
2020 Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss Journal of International Money and Finance B 3
2018 Testing the optimality of inflation forecasts under flexible loss with random forests Economic Modeling C 3
2017 Predicting recessions with boosted regression trees International Journal of Forecasting B 3
2016 On international uncertainty links: BART-based empirical evidence for Canada Economics Letters C 3
2016 Inflation forecasts and forecaster herding: Evidence from South African survey data Journal of Behavioral and Experimental Economics B 3
2015 Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding International Journal of Forecasting B 4
2015 Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries Economics Letters C 3
2015 Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross Applied Economics C 2
2013 Do inflation targets anchor inflation expectations? Economic Modeling C 2
2013 Forecasting metal prices: Do forecasters herd? Journal of Banking & Finance B 3
2013 Oil price forecasting under asymmetric loss Applied Economics C 3
2012 A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding Review of International Economics B 3
2012 On the loss function of the Bank of Canada: A note Economics Letters C 3
2012 Forecasting stock prices: Do forecasters herd? Economics Letters C 2
2012 Who believes in the Taylor principle? Evidence from the Livingston survey Economics Letters C 3
2012 On the internal consistency of short-term, medium-term and long-term oil price forecasts Applied Economics C 3
2012 On the internal consistency of short-term, medium-term and long-term oil price forecasts Applied Economics C 3
2011 Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries Applied Economics C 3
2010 New evidence of anti-herding of oil-price forecasters Energy Economics A 3
2009 Efficiency wages, financial market integration, and the fiscal multiplier Journal of International Money and Finance B 2
2009 Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier Review of International Economics B 2
2007 Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* Review of International Economics B 2
2005 Financial openness and business cycle volatility Journal of International Money and Finance B 3
2005 Noise trading and delayed exchange rate overshooting Journal of Economic Behavior and Organization B 1
2004 Modeling the intensity of foreign exchange intervention activity Economics Letters C 3
1999 The term structure of interest rates in a sticky-price target zone model Journal of International Money and Finance B 3
1997 An analytical approximation of target zone exchange rate functions: the technique of collocation Economics Letters C 3