Forecasting the Nominal Brent Oil Price with VARs-One Model Fits All? /
We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR models based on traditional global macroeconomic and oil market aggregates. While the exact specification of VAR models for nominal oil price prediction is still open to debate, the...
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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
2015.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2015/251 |
| Accesso online: | Full text available on IMF |