Oil price forecastability and economic uncertainty

DOI10.1016/j.econlet.2015.04.023zbMath1364.62274OpenAlexW1860928946MaRDI QIDQ529755

Rangan Gupta, Alessia Paccagnini, Stelios D. Bekiros

Publication date: 9 June 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://repec.dems.unimib.it/repec/pdf/mibwpaper298.pdf

zbMATH Keywords

forecastingoil priceseconomic policy uncertainty

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test ⋮ Macroeconomic uncertainty and forecasting macroeconomic aggregates

Cites Work

• Changes in the effects of monetary policy on disaggregate price dynamics
• Asymptotics for out of sample tests of Granger causality
• The Impact of Uncertainty Shocks
• On Gibbs sampling for state space models
• A test for independence based on the correlation dimension

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