Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Zhiyuan Pan, Qing Wang, Yudong Wang, Li Yang
| Year of publication: |
May 2018
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| Authors: | Pan, Zhiyuan ; Wang, Qing ; Wang, Yudong ; Li, Yang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 177-187
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| Subject: | Functional coefficient | Mixed-frequency data sampling | Crude oil price | Real GDP growth | Forecasting | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | USA | United States | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Welt | World | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011972301