Do high-frequency financial data help forecast oil prices? The MIDAS touch at work

International Journal of Forecasting

Volumn 31, Issue 2, 2015, Pages 238-252

  Baumeister, Christiane ^a   Guérin, Pierre ^a   Kilian, Lutz ^a,b  

^a Bank of Canada ^*  (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Forecasts; Mixed frequency; Oil price; Real time data

Indexed keywords

EID: 84920583452     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2014.06.005     Document Type: Article

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