What Central Bankers Need to Know About Forecasting Oil Prices
暂无分享,去创建一个
[1] Jonathan H. Wright,et al. Forecasting Inflation , 2011 .
[2] Dean D. Croushore,et al. Frontiers of Real-Time Data Analysis , 2008 .
[3] Lutz Kilian,et al. Forecasting the Price of Oil , 2010 .
[4] Lutz Kilian,et al. Forecasting the Price of Oil , 2013 .
[5] L. Kilian. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .
[6] Lutz Kilian,et al. Real-Time Forecasts of the Real Price of Oil , 2011 .
[7] G. Peersman,et al. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market , 2013 .
[8] Florian Zettelmeyer,et al. Are Consumers Myopic? Evidence from New and Used Car Purchases , 2013 .
[9] M. Hashem Pesaran,et al. Testing Dependence Among Serially Correlated Multicategory Variables , 2006, SSRN Electronic Journal.
[10] F. Diebold,et al. Comparing Predictive Accuracy , 1994, Business Cycles.
[11] Chang‐Jin Kim,et al. State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications , 1999 .
[12] Todd E. Clark,et al. Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy , 2009 .
[13] J. Stock,et al. Forecasting Output and Inflation: The Role of Asset Prices , 2001 .
[14] L. Kilian,et al. What Do We Learn from the Price of Crude Oil Futures? , 2007 .
[15] Frank Schorfheide,et al. Real-Time Forecasting With a Mixed-Frequency VAR , 2013 .
[16] D. Giannone,et al. Large Bayesian vector auto regressions , 2010 .
[17] Antonello D’Agostino,et al. A Century of Inflation Forecasts , 2011, Review of Economics and Statistics.
[18] A. Timmermann,et al. Predictability of Stock Returns: Robustness and Economic Significance , 1995 .
[19] D. Giannone,et al. Large Bayesian VARs , 2008, SSRN Electronic Journal.
[20] Todd E. Clark,et al. Tests of equal predictive ability with Real-Time data. Discussion paper , 2007 .
[21] Lutz Kilian,et al. The Role of Inventories and Speculative Trading in the Global Market for Crude Oil , 2010 .
[22] Harald Uhlig,et al. On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations , 2002, Review of Economics and Statistics.
[23] L. Kilian,et al. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios , 2011 .
[24] Antonello D’Agostino,et al. Macroeconomic Forecasting and Structural Change , 2009, SSRN Electronic Journal.
[25] J. Stock,et al. Combination forecasts of output growth in a seven-country data set , 2004 .
[26] T. Sargent,et al. Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System , 2005 .
[27] M. Ravn,et al. On Adjusting the Hp-Filter for the Frequency of Observations , 2001, SSRN Electronic Journal.
[28] Lutz Kilian,et al. On the Selection of Forecasting Models , 2003, SSRN Electronic Journal.
[29] D. Giannone,et al. An Area-Wide Real-Time Database for the Euro Area , 2010, Review of Economics and Statistics.
[30] Pain at the Pump: How Gasoline Prices Aect Automobile Purchasing in New and Used Markets , 2009 .
[31] Eric Ghysels,et al. Forecasting with mixed-frequency data , 2011 .