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dc.contributor.authorAlquist, Ronen
dc.contributor.authorKilian, Lutzen
dc.contributor.authorVigfusson, Robert J.en
dc.date.accessioned2011-06-08-
dc.date.accessioned2011-12-15T12:58:09Z-
dc.date.available2011-12-15T12:58:09Z-
dc.date.issued2011-
dc.identifier.pidoi:10.34989/swp-2011-15en
dc.identifier.urihttp://hdl.handle.net/10419/53915-
dc.description.abstractWe 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?en
dc.language.isoengen
dc.publisher|aBank of Canada |cOttawaen
dc.relation.ispartofseries|aBank of Canada Working Paper |x2011-15en
dc.subject.jelC53en
dc.subject.jelQ43en
dc.subject.jelQ47en
dc.subject.ddc330en
dc.subject.keywordEconometric and statistical methodsen
dc.subject.keywordInternational topicsen
dc.subject.stwÖlpreisen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwStatistische Methodeen
dc.titleForecasting the price of oil-
dc.typeWorking Paperen
dc.identifier.ppn661652548en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:bca:bocawp:11-15en

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