G2TT
来源类型Discussion paper
规范类型论文
来源IDDP8388
DP8388 Forecasting the Price of Oil
Lutz Kilian; Ron Alquist; Robert J. Vigfusson
发表日期2011-05-31
出版年2011
语种英语
摘要We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications? Are real or nominal oil prices predictable based on macroeconomic aggregates? Does this predictability translate into gains in out-of-sample forecast accuracy compared with conventional no-change forecasts? How useful are oil futures markets in forecasting the price of oil? How useful are survey forecasts? How does one evaluate the sensitivity of a baseline oil price forecast to alternative assumptions about future demand and supply conditions? How does one quantify risks associated with oil price forecasts? Can joint forecasts of the price of oil and of U.S. real GDP growth be improved upon by allowing for asymmetries?
主题International Macroeconomics
关键词Asymmetries Demand and supply Forecasting Oil price Predictability
URLhttps://cepr.org/publications/dp8388
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/537236
推荐引用方式
GB/T 7714
Lutz Kilian,Ron Alquist,Robert J. Vigfusson. DP8388 Forecasting the Price of Oil. 2011.
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