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Ravazzolo et al., 2013 - Google Patents

Oil and US GDP: A real‐time out‐of‐sample examination

Ravazzolo et al., 2013

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Document ID
16700107171461556714
Author
Ravazzolo F
Rothman P
Publication year
Publication venue
Journal of Money, Credit and Banking

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Snippet

We study the real‐time predictive content of crude oil prices for US real GDP growth through a pseudo out‐of‐sample (OOS) forecasting exercise. Comparing our benchmark model “without oil” against alternatives “with oil,” we strongly reject the null hypothesis of no OOS …
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    • G06Q30/0201—Market data gathering, market analysis or market modelling
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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