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Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model

  • Published:2018-05 Issue: Volume:72 Page:177-187
  • ISSN:0140-9883
  • Container-title:Energy Economics
  • language:en
  • Short-container-title:Energy Economics

Author:

Pan Zhiyuan,Wang Qing,Wang Yudong,Yang Li

Funder

Chinese National Science Foundation

National Social Science Fund of China

Fundamental Research Funds for the Central Universities

Australian Government through the Australian Research Council's Discovery Projects

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference48 articles.

1. Forecasting the price of oil, forthcoming;Alquist,2012

2. Should macroeconomic forecasters use daily financial data and how?;Andreou;J. Bus. Econ. Stat.,2013

3. Forecasting with mixed frequencies;Armesto;Fed. Reserve Bank St. Louis Rev,2010

4. Should oil prices receive so much attention? An evaluation of the predictive power of oil prices for the US economy;Bachmeier;Econ. Inq.,2008

5. Forecasting GDP growth using mixed-frequency models with switching regimes;Barsoum;Int. J. Forecast.,2015

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