Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate

DOI10.1016/J.ECONLET.2019.108527MaRDI QIDQ2292735zbMATH OpenOpenAlexFDO

Authors Nima Nonejad

Publication date 5 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2019.108527

zbMATH Keywords

realized volatilityforecast evaluationcrude oilGDP growth rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical methods; economic indices and measures (91B82)

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Cites work

• Approximately normal tests for equal predictive accuracy in nested models
• Oil-price density forecasts of US GDP

Cited in

(5)

• Forecasting crude oil prices: do technical indicators need economic constraints?
• Estimation of direct and indirect impact of oil price on growth.
• Nonlinearities in the response of real GDP to oil price shocks
• What central bankers need to know about forecasting oil prices
• Oil price forecastability and economic uncertainty

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