Oil-price density forecasts of US GDP

DOI10.1515/snde-2015-0116OpenAlexW2301082393MaRDI QIDQ2691675

Philip Rothman, Francesco Ravazzolo

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2015-0116

zbMATH Keywords

business cycleGDPdensity forecastsoil prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate

Uses Software

• bvarsv

Cites Work

• Unnamed Item
• Making and Evaluating Point Forecasts
• Stochastic volatility with leverage: fast and efficient likelihood inference
• What is an oil shock?
• Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
• Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Time Varying Structural Vector Autoregressions and Monetary Policy

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