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Long-run trends or short-run fluctuations : what establishes the correlation between oil and food prices? ; conference paper

Krätschell, Karoline; Schmidt, Torsten - 2013 - This version: July, 2012

In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...

Persistent link: https://www.econbiz.de/10010341671

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one … forecasting a wide range of macroeconomic variables. Moreover, we analyse to what extent its forecasting accuracy depends on the …

Persistent link: https://www.econbiz.de/10010491104