Forecasting commodity price indexes using macroeconomic and financial predictors
Year of publication: |
2014
|
---|---|
Authors: | Gargano, Antonio ; Timmermann, Allan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 825-843
|
Subject: | Predictability of commodity spot prices | Out-of-sample forecast performance | Recessions and expansions | Prognoseverfahren | Forecasting model | Rohstoffpreis | Commodity price | Konjunktur | Business cycle | Prognose | Forecast | Schätzung | Estimation | Frühindikator | Leading indicator |
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