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into gains in out-of-sample forecast accuracy compared with conventional no-change forecasts? How useful are oil futures … baseline oil price forecast to alternative assumptions about future oil demand and oil supply conditions? How does one quantify …
Persistent link: https://www.econbiz.de/10014025541
There has been much interest in the relationship between the price of crude oil, the value of the U.S. dollar, and the U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often attributed to the declining real value of the U.S. dollar as...
Persistent link: https://www.econbiz.de/10012230400
There has been much interest in the relationship between the price of crude oil, the value of the U.S. dollar, and the U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often attributed to the declining real value of the U.S. dollar as...
Persistent link: https://www.econbiz.de/10011966739
Persistent link: https://www.econbiz.de/10012056013
Persistent link: https://www.econbiz.de/10003835977
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There is a long tradition of using oil prices to forecast U.S. real GDP. It has been suggested that the predictive … 2008 recession could have been forecast using the latter class of time-varying threshold models …
Persistent link: https://www.econbiz.de/10014167514
There is a long tradition of using oil prices to forecast U.S. real GDP. It has been suggested that the predictive … 2008 recession could have been forecast using the latter class of time-varying threshold models …
Persistent link: https://www.econbiz.de/10013100207
Persistent link: https://www.econbiz.de/10014287125