How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts-Reference-Cited by-同舟云学术

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How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts

Published:2016-02 Issue: Volume:53 Page:75-88
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Bec Frédérique,De Gaye Annabelle

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference38 articles.

1. Forecasting the price of oil;Alquist,2013

2. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

3. Seven Questions About the Recent Oil Price Slump;Arezki,2014

4. The macroeconomic effects of oil price shocks: why are the 2000s so different from the 1970s?;Blanchard,2010

5. The Inflation Report projections: understanding the fan chart;Britton;Bank England Q. Bull.,1998

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3. New Tests of the Theory of Storage and the Theory of Normal Backwardation: Time and Frequency Dimensions;SSRN Electronic Journal;2023

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