We propose a new time series model aimed at forecasting crude oil prices. The proposed specification is an unobserved …

GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help …

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …