WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES

DOI10.1111/IERE.12074zbMath1405.91504OpenAlexW2237144617MaRDI QIDQ2921203

Christiane Baumeister, Lutz Kilian

Publication date: 7 October 2014

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2013/05/wp2013-15.pdf

zbMATH Keywords

vector autoregressive modelscentral banksoil price forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (3)

On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach ⋮ Forecasting crude oil prices: do technical indicators need economic constraints? ⋮ Global economic activity indexes revisited

Cites Work

• On the selection of forecasting models
• Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
• Testing Dependence Among Serially Correlated Multicategory Variables

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