Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Journal of Business and Economic Statistics

Volumn 33, Issue 3, 2015, Pages 338-351

  Baumeister, Christiane ^a   Kilian, Lutz ^b  

^a BANK OF CANADA   (Canada)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Forecast pooling; Model misspecification; Oil price; Real time data; Structural change

Indexed keywords

EID: 84937204409     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2014.949342     Document Type: Article

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