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Wouter Van der Veken

Personal Details

First Name:Wouter
Middle Name:
Last Name:Van der Veken
Suffix:
RePEc Short-ID:pva960
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/wouter-van-der-veken-111940113/
Terminal Degree:2022 Faculteit Economie en Bedrijfskunde; Universiteit Gent (from RePEc Genealogy)

Affiliation

(50%) Nationale Bank van België/Banque national de Belqique (BNB)

Bruxelles/Brussel, Belgium
http://www.nbb.be/
RePEc:edi:bnbgvbe (more details at EDIRC)

(50%) Faculteit Economie en Bedrijfskunde
Universiteit Gent

Gent, Belgium
https://www.ugent.be/eb/
RePEc:edi:ferugbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Miriam Braig & Sebastian K. Rüth & Wouter Van der Veken, 2024. "Exchange rate overshooting: unraveling the puzzles," Working Paper Research 455, National Bank of Belgium.
  2. De Santis, Roberto A. & Van der Veken, Wouter, 2022. "Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation," Working Paper Series 2727, European Central Bank.
  3. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.
  4. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
  5. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019. "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers 0665, University of Heidelberg, Department of Economics.

Articles

  1. Sebastian K. Rüth & Wouter Van der Veken, 2023. "Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1085-1092, November.
  2. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021. "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, vol. 133(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. De Santis, Roberto A. & Van der Veken, Wouter, 2022. "Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation," Working Paper Series 2727, European Central Bank.

    Cited by:

    1. Beckmann, Joscha & Czudaj, Robert L., 2024. "Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring," MPRA Paper 119971, University Library of Munich, Germany.
    2. Koivisto, Tero, 2024. "Asset price shocks and inflation in the Finnish economy," BoF Economics Review 6/2024, Bank of Finland.
    3. Nicholas Apergis, 2024. "Eurozone inflation: fresh projections from global factors," Economics and Business Letters, Oviedo University Press, vol. 13(1), pages 39-47.
    4. Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
    5. Brignone, Davide & Gambetti, Luca & Ricci, Martino, 2024. "Geopolitical risk shocks: when the size matters," Working Paper Series 2972, European Central Bank.
    6. Berthold, Brendan, 2023. "The macroeconomic effects of uncertainty and risk aversion shocks," European Economic Review, Elsevier, vol. 154(C).

  2. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.

    Cited by:

    1. Noy, Ilan & Uher, Tomáš, 2021. "Economic consequences of pre-COVID-19 epidemics: A literature review," Working Paper Series 21107, Victoria University of Wellington, School of Economics and Finance.
    2. Brzezinski, Michal, 2021. "The impact of past pandemics on economic and gender inequalities," Economics & Human Biology, Elsevier, vol. 43(C).
    3. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho,, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
    4. Sanchez Serrano, Antonio, 2022. "From Lost Turnover to Nonperforming Loans: The Impact of the COVID-19 Pandemic on the Economy and on the Financial System," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 4(3), pages 99-164, April.
    5. Agnesa Krasniqi Pervetica & Skender Ahmeti, 2023. "The Effect of Financial Risk Management on the Financial Performance of Commercial Banks in Western Balkan Before and During COVID-19," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 179-190.

  3. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.

    Cited by:

    1. Wolf, Elias, 2022. "Estimating growth at risk with skewed stochastic volatility models," Discussion Papers 2022/2, Free University Berlin, School of Business & Economics.
    2. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
    3. Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
    4. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.
    5. Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
    6. Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.
    7. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
    8. Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.

  4. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019. "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers 0665, University of Heidelberg, Department of Economics.

    Cited by:

    1. Gert Peersman, 2022. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 85-100, March.
    2. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta & Vellucci, Pierluigi, 2022. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Resources Policy, Elsevier, vol. 77(C).
    3. de Moura, Fernanda Senra & Barbrook-Johnson, Peter, 2022. "Using data-driven systems mapping to contextualise complexity economics insights," INET Oxford Working Papers 2022-27, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    4. Fry-McKibbin, Renée & McKinnon, Kate, 2023. "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, vol. 32(C).
    5. Naeem, Muhammad Abubakr & Karim, Sitara & Hasan, Mudassar & Lucey, Brian M. & Kang, Sang Hoon, 2022. "Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain," Energy Economics, Elsevier, vol. 112(C).
    6. Sánchez Arévalo, Jorge Luis & Ferreira de Andrade, Alisson Maxwell & de Oliveira Vendramin, Elisabeth, 2023. "Ibovespa’s response to the behavior of oil and ore prices during the international crisis caused by COVID-19," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(1), pages 21-43, January.
    7. Allayioti, Anastasia & Venditti, Fabrizio, 2024. "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series 2901, European Central Bank.
    8. Zhang, Tianding & Zeng, Song, 2023. "Dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metal futures market," Resources Policy, Elsevier, vol. 80(C).
    9. Hung, Ngo Thai, 2021. "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 73(C).
    10. Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
    11. Mohamad B. Karaki & Andrios Neaimeh, 2024. "Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 559-571, July.
    12. Shahzad, Umer & Jena, Sangram Keshari & Tiwari, Aviral Kumar & Doğan, Buhari & Magazzino, Cosimo, 2022. "Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices," Resources Policy, Elsevier, vol. 78(C).
    13. Khan, Khalid & Su, Chi Wei & Koseoglu, Sinem Derindere, 2022. "Who are the influencers in the commodity markets during COVID-19?," Resources Policy, Elsevier, vol. 78(C).
    14. Saroj Bhattarai & Arpita Chatterjee & Gautham Udupa, 2024. "Food, Fuel, and Facts: Distributional Effects of Global Price Shocks," CAMA Working Papers 2024-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    15. Wei, Yanfeng & Qiu, Feng & An, Henry & Zhang, Xindon & Li, Changhong & Guo, Xiaoying, 2024. "Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 394-414.
    16. Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States," CESifo Working Paper Series 6193, CESifo.
    17. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    18. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
    19. Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
    20. Teresa Messner & Thomas Zörner, 2023. "Aggregate price pressures along the supply chain: a euro area perspective," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/22-Q1/, pages 21-32.

Articles

  1. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021. "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, vol. 133(C).
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2019-09-16 2019-09-30 2020-08-24 2024-10-07. Author is listed
  2. NEP-AGR: Agricultural Economics (3) 2019-09-16 2019-09-23 2019-09-30. Author is listed
  3. NEP-ENE: Energy Economics (3) 2019-09-16 2019-09-23 2019-09-30. Author is listed
  4. NEP-CBA: Central Banking (1) 2024-10-07
  5. NEP-DGE: Dynamic General Equilibrium (1) 2024-10-07
  6. NEP-FDG: Financial Development and Growth (1) 2022-10-17
  7. NEP-FOR: Forecasting (1) 2020-08-24
  8. NEP-IFN: International Finance (1) 2022-10-17
  9. NEP-MON: Monetary Economics (1) 2024-10-07
  10. NEP-OPM: Open Economy Macroeconomics (1) 2024-10-07
  11. NEP-RMG: Risk Management (1) 2020-08-24

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