| SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY | |
| Bachmeier, Lance ; Li, Qi ; Liu, Dandan | |
| 2010-05-11 ; 2010-05-11 ; OCT | |
| 关键词 | MACROECONOMIC TIME-SERIES MONETARY-POLICY SAMPLE TESTS ACCURACY SHOCKS MODEL INVESTMENT VOLATILITY INFERENCE FORECAST Economics |
| 中文摘要 | This paper evaluates the potential gains from using oil prices to forecast a variety of measures of inflation, economic activity, and monetary policy-related variables. With a few exceptions, oil prices do not have any predictive content for these variables. This finding is robust to the use of rolling forecast windows, the use of industry-level data, changes in the forecast horizon, and allowing for nonlinearities. |
| 语种 | 英语 ; 英语 |
| 出版者 | BLACKWELL PUBLISHING ; OXFORD ; 9600 GARSINGTON RD, OXFORD OX4 2DQ, OXON, ENGLAND |
| 内容类型 | 期刊论文 |
| 源URL | [http://hdl.handle.net/123456789/26253]  |
| 专题 | 清华大学 |
| 推荐引用方式 GB/T 7714 | Bachmeier, Lance,Li, Qi,Liu, Dandan. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY[J],2010, 2010, OCT. |
| APA | Bachmeier, Lance,Li, Qi,&Liu, Dandan.(2010).SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY.. |
| MLA | Bachmeier, Lance,et al."SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY".(2010). |
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