Predicting gasoline prices using Michigan survey data
This study investigates the predictive power of Michigan Surveys of Consumers (MSC) data for gasoline prices. Specifically, we utilize the MSC data on both expected inflation and consumer sentiment to construct a vector autoregressive (VAR) model for forecasting gasoline prices for 2003-2014. Our fi...
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| Format: | article |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/11073/8169 |
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