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1.
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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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2.
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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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3.
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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 |
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4.
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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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5.
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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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6.
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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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7.
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We examine the implications of increased unconventional crude oil production in North America. This production increase has been made possible by the existence of alterna[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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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 |
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9.
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This paper investigates the effect of oil price uncertainty on real economic activity using a quarterly VAR with stochastic volatility in mean. Stochastic volatility allo[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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We examine the relative ability of simple inflation targeting (IT) and price level targeting (PLT) monetary policy rules to minimize both inflation variability and busine[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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