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1.
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We examine the evolution of the effects of monetary policy shocks on the distribution of disaggregate prices and quantities of personal consumption expenditures to assess[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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U.S. retail food price increases in recent years may seem large in nominal terms, but after adjusting for inflation have been quite modest even after the change in U.S. b[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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The U.S. Energy Information Administration regularly publishes short-term forecasts of the price of crude oil. Traditionally, such out-of-sample forecasts have been large[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of [...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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Recently, there has been increased interest in real-time forecasts of the real price of crude oil. Standard oil price forecasts based on reduced-form regressions or based[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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We construct a monthly real-time data set consisting of vintages for 1991.1-2010.12 that is suitable for generating forecasts of the real price of oil from a variety of m[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the earl[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the earl[...]
2013 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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9.
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We use vector autoregressions with drifting coefficients and stochastic volatility to investigate how the dynamic effects of oil supply shocks on the U.S. economy have ch[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the Great Recession of 2007-2009 via a time-varying paramet[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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