Christian Pierdzioch
Economics and Econometrics · 2002–2020
A researcher in the Science corpus: 6 papers; trusts 22 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 95 citations into it; #16,415 of 23,481 by trust here, #8,121 by citations
- Finance — 50 citations into it
- Management Science and Operations Research — 11 citations into it
- Statistics and Probability — 11 citations into it
Whom Christian Pierdzioch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jeffrey C. Fuhrer
- Paul Klein
- Leo Breiman
- Trevor J. Hastie
- Juan Carlos Reboredo
- Fulvio Corsi
- Olivier J. Blanchard
- Philippe Martin
- Philip R. Lane
- Kiho Jeong
Who trusts Christian Pierdzioch overall
Papers from Christian Pierdzioch's perspective
Ordered by how strongly the researchers Christian Pierdzioch trusts endorse each paper. Same corpus, a different order for every researcher.
- Habit Formation in Consumption and Its Implications for Monetary Policy Models
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds, and Gold
- Random Forests
- Quasi-maximum likelihood estimation of volatility with high frequency data
- The Long and Large Decline in U.S. Output Volatility
- Asymptotics for out of sample tests of Granger causality
- The Structure and Degree of Dependence - A Quantile Regression Approach
- The new open economy macroeconomics: a survey
- A consistent nonparametric test for nonlinear causality—Specification in time series regression
- Financial Structure, Macroeconomic Stability and Monetary Policy
Their papers
- Financial Openness and Business Cycle Volatility (2002) — 215 citations
- Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (2016) — 318 citations
- Infectious Diseases, Market Uncertainty and Oil Market Volatility (2020) — 110 citations
- Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (2020) — 132 citations
- Forecasting realized gold volatility: Is there a role of geopolitical risks? (2020) — 118 citations
- Forecasting precious metal returns with multivariate random forests (2018) — 51 citations