Real‐time forecast combinations for the oil price (JAE 2019)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
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

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
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This article is a replication of

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
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 - - - - -

References

DOI: 10.1002/jae.2673 IDEAS: a/wly/japmet/v34y2019i3p456-462.html EconPapers: RePEc:wly:japmet:v:34:y:2019:i:3:p:456-462


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