Oil price shocks and economic growth : the volatility link
John M. Maheu, Yong Song, Qiao Yang
| Year of publication: |
2020
|
|---|---|
| Authors: | Maheu, John M. ; Song, Yong ; Yang, Qiao |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 2, p. 570-587
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| Subject: | Bayes factors | Predictive likelihoods | Nonlinear dynamics | Density forecast | MCMC | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Theorie | Theory | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1323-1324 |
| Other identifiers: | 10.1016/j.ijforecast.2019.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415259