1.
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 |
2.
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and abou[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
3.
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 |
4.
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 |
5.
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 |
6.
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 |
7.
Forecasts of the quarterly real price of oil are routinely used by international organizations and central banks worldwide in assessing the global and domestic economic o[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
8.
Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change[...]
2010 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |