Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (J Business & Econ Statistics 2015)

From ReplicationWiki
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Christiane Baumeister, Lutz Kilian Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach J Business & Econ Statistics 2015 3 338–51 C53, E32, Q43 Forecast pooling, Model misspecification, Oil price, Real-time data, Structural change

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Anthony Garratt, Shaun P. Vahey, Yunyi Zhang Real‐time forecast combinations for the oil price JAE 2019 3 456-62 C01, C32, C53 Real oil price forecasting, Brent crude oil, Forecast combination - - - - -

References

DOI: 10.1080/07350015.2014.949342 IDEAS: a/taf/jnlbes/v33y2015i3p338-351.html EconPapers: RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox