1.
|
The transmission of oil price shocks has been a question of central interest in macroeconomics since the 1970s. There has been renewed interest in this question since the[...]
2018 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
2.
|
It is widely understood that the real price of globally traded commodities is determined by the forces of demand and supply. One of the main determinants of the real pric[...]
2018 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
3.
|
The U.S. Energy Information Administration (EIA) regularly publishes monthly and quarterly forecasts of the price of crude oil for horizons up to 2 years, which are widel[...]
2015 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
4.
|
In recent years there has been an increased interest in the link between financial markets and oil markets, including the question of whether financial market information[...]
2015 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
5.
|
The answer depends on the objective. The approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting one model and[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
6.
|
Summary: US 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[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
7.
|
Central banks routinely use short-horizon forecasts of the quarterly price of oil in assessing the global and domestic economic outlook. We address a number of econometri[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
8.
|
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[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
9.
|
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 |
|
10.
|
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 |
|