메뉴 건너뛰기




Volumn 55, Issue 3, 2014, Pages 869-889

What central bankers need to know about forecasting oil prices

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84904872876     PISSN: 00206598     EISSN: 14682354     Source Type: Journal    
DOI: 10.1111/iere.12074     Document Type: Article
Times cited : (139)

References (28)
  • 1
    • 77953495106 scopus 로고    scopus 로고
    • What Do We Learn from the Price of Crude Oil Futures?
    • Alquist, R., and L. Kilian, "What Do We Learn from the Price of Crude Oil Futures?" Journal of Applied Econometrics 25 (2010), 539-73.
    • (2010) Journal of Applied Econometrics , vol.25 , pp. 539-573
    • Alquist, R.1    Kilian, L.2
  • 2
    • 84876078530 scopus 로고    scopus 로고
    • Forecasting the Price of Oil
    • G. Elliott and A. Timmermann, eds., Volume 2 (Amsterdam: North-Holland
    • Alquist, R., L. Kilian, and R. J. Vigfusson, "Forecasting the Price of Oil, " in G. Elliott and A. Timmermann, eds., Handbook of Economic Forecasting, Volume 2 (Amsterdam: North-Holland, 2013) 427-507.
    • (2013) Handbook of Economic Forecasting , pp. 427-507
    • Alquist, R.1    Kilian, L.2    Vigfusson, R.J.3
  • 6
    • 84901278927 scopus 로고    scopus 로고
    • Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    • Baumeister, C., and L. Kilian, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios, " IMF Economic Review, 62 (2014), 119-45.
    • (2014) IMF Economic Review , vol.62 , pp. 119-145
    • Baumeister, C.1    Kilian, L.2
  • 7
    • 84887256028 scopus 로고    scopus 로고
    • The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
    • Baumeister, C., and G. Peersman, "The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market, " Journal of Applied Econometrics, 28 (2013), 1087-109.
    • (2013) Journal of Applied Econometrics , vol.28 , pp. 1087-1109
    • Baumeister, C.1    Peersman, G.2
  • 8
    • 84995453303 scopus 로고
    • Irreversibility, Uncertainty, and Cyclical Investment
    • Bernanke, B. S., "Irreversibility, Uncertainty, and Cyclical Investment, " Quarterly Journal of Economics 98 (1983), 85-106.
    • (1983) Quarterly Journal of Economics , vol.98 , pp. 85-106
    • Bernanke, B.S.1
  • 9
    • 84873306899 scopus 로고    scopus 로고
    • Are Consumers Myopic? Evidence from New and Used Car Purchases
    • Busse, M., C. Knittel, and F. Zettelmeyer, "Are Consumers Myopic? Evidence from New and Used Car Purchases, " American Economic Review 103 (2013), 220-56.
    • (2013) American Economic Review , vol.103 , pp. 220-256
    • Busse, M.1    Knittel, C.2    Zettelmeyer, F.3
  • 12
    • 27244458353 scopus 로고    scopus 로고
    • Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System
    • Cogley, T., S. Morozov, and T. J. Sargent, "Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System, " Journal of Economic Dynamics and Control 29 (2005), 1893-925.
    • (2005) Journal of Economic Dynamics and Control , vol.29 , pp. 1893-1925
    • Cogley, T.1    Morozov, S.2    Sargent, T.J.3
  • 13
    • 79953834517 scopus 로고    scopus 로고
    • Frontiers of Real-Time Data Analysis
    • Croushore, D., "Frontiers of Real-Time Data Analysis, " Journal of Economic Literature 49 (2011), 72-100.
    • (2011) Journal of Economic Literature , vol.49 , pp. 72-100
    • Croushore, D.1
  • 18
    • 31344433479 scopus 로고    scopus 로고
    • On the Selection of Forecasting Models
    • Inoue, A., and L. Kilian, "On the Selection of Forecasting Models, " Journal of Econometrics 130 (2006), 273-306.
    • (2006) Journal of Econometrics , vol.130 , pp. 273-306
    • Inoue, A.1    Kilian, L.2
  • 19
    • 64149131955 scopus 로고    scopus 로고
    • Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
    • Kilian, L., "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market, " American Economic Review 99 (2009), 1053-69.
    • (2009) American Economic Review , vol.99 , pp. 1053-1069
    • Kilian, L.1
  • 20
    • 84875960842 scopus 로고    scopus 로고
    • The Role of Inventories and Speculative Trading in the Global Market for Crude Oil
    • Kilian, L., and D. P. Murphy, "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil, " Journal of Applied Econometrics, 29 (2014), 454-78.
    • (2014) Journal of Applied Econometrics , vol.29 , pp. 454-478
    • Kilian, L.1    Murphy, D.P.2
  • 22
    • 84993877356 scopus 로고
    • Predictability of Stock Returns: Robustness and Economic Significance
    • Pesaran, M. H., and A. Timmermann, "Predictability of Stock Returns: Robustness and Economic Significance, " Journal of Finance 50 (1995), 1201-28.
    • (1995) Journal of Finance , vol.50 , pp. 1201-1228
    • Pesaran, M.H.1    Timmermann, A.2
  • 24
    • 18744391055 scopus 로고    scopus 로고
    • On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations
    • Ravn, M. O., and H. Uhlig, "On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations, " Review of Economics and Statistics 84 (2002), 371-80.
    • (2002) Review of Economics and Statistics , vol.84 , pp. 371-380
    • Ravn, M.O.1    Uhlig, H.2
  • 27
    • 2442579426 scopus 로고    scopus 로고
    • Forecasting Output and Inflation: The Role of Asset Prices
    • Stock, J. H., and M. W. Watson, "Forecasting Output and Inflation: The Role of Asset Prices, " Journal of Economic Literature 41 (2003), 788-829.
    • (2003) Journal of Economic Literature , vol.41 , pp. 788-829
    • Stock, J.H.1    Watson, M.W.2
  • 28
    • 4744365124 scopus 로고    scopus 로고
    • Combination Forecasts of Output Growth in a Seven-Country Data Set
    • Stock, J. H., and M. W. Watson, "Combination Forecasts of Output Growth in a Seven-Country Data Set, " Journal of Forecasting 23 (2004), 405-30.
    • (2004) Journal of Forecasting , vol.23 , pp. 405-430
    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.