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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2016
the no-change forecast. Our key finding is that substantial reductions in the mean-squared prediction error (MSPE) of … greater reductions in MSPEs are possible by constructing a pooled forecast that assigns equal weight to five of the most …
Persistent link: https://www.econbiz.de/10011429580
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
no-change forecast. Our key finding is that substantial reductions in the mean-squared prediction error (MSPE) of … greater reductions in MSPEs are possible by constructing a pooled forecast that assigns equal weight to five of the most …
Persistent link: https://www.econbiz.de/10010464683
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 953-987
Persistent link: https://www.econbiz.de/10013281374
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2018
Shocks to the demand for housing that originate in one region may seem important only for that regional housing market. We provide evidence that such shocks can also affect housing markets in other regions. Our analysis focuses on the response of Canadian housing markets to oil price shocks. Oil...
Persistent link: https://www.econbiz.de/10011933475
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The Propagation of Regional Shocks in Housing Markets : Evidence from Oil Price Shocks in Canada
Kilian, Lutz - 2018
Shocks to the demand for housing that originate in one region may seem important only for that regional housing market. We provide evidence that such shocks can also affect housing markets in other regions. Our analysis focuses on the response of Canadian housing markets to oil price shocks. We...
Persistent link: https://www.econbiz.de/10012916565
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The Propagation of Regional Shocks in Housing Markets : Evidence from Oil Price Shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2018
Shocks to the demand for housing that originate in one region may seem important only for that regional housing market. We provide evidence that such shocks can also affect housing markets in other regions. Our analysis focuses on the response of Canadian housing markets to oil price shocks. Oil...
Persistent link: https://www.econbiz.de/10014110368
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What do we learn from the price of crude oil futures
Alquist, Ron; Kilian, Lutz - 2007
Persistent link: https://www.econbiz.de/10003593232
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Real-time forecasts of the real price of oil
Baumeister, Christiane; Kilian, Lutz - 2011
Persistent link: https://www.econbiz.de/10009260180
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Real-time forecasts of the real price of oil
Baumeister, Christiane; Kilian, Lutz - 2011
-time forecasts of the real price of oil can be more accurate than the no-change forecast at horizons up to one year. In some cases … prices, forecasts based on AR and ARMA models, and the no-change forecast. In addition, these VAR models have consistently … forecasters to interpret their oil price forecast in light of economic models and to evaluate its sensitivity to alternative …
Persistent link: https://www.econbiz.de/10009260885