Inflation expectations and energy price forecasting
In this study, we ask whether US consumers' inflation expectations provide useful information for accurately predicting the direction of change in energy prices. As such, we set up a forecasting model to generate the one-, two- and three-quarter-ahead random walk forecasts of crude oil, gasolin...
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| Main Author: | Baghestani, Hamid (author) |
|---|---|
| Format: | article |
| Published: |
2014
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| Online Access: | http://hdl.handle.net/11073/8175 |
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