Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
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- Yu-chin Chen & Wen-Jen Tsay, 2011. "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research 11-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised May 2011.
References listed on IDEAS
- Marcy Burchfield & Henry G. Overman & Diego Puga & Matthew A. Turner, 2006. "Causes of Sprawl: A Portrait from Space," The Quarterly Journal of Economics, Oxford University Press, vol. 121(2), pages 587-633.
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- Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014. "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers halshs-01078158, HAL.
- Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014.
"Forecasting inflation using commodity price aggregates,"
Journal of Econometrics,
Elsevier, vol. 183(1), pages 117-134.
- Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
- repec:dau:papers:123456789/15216 is not listed on IDEAS
- Evgenia Passari, 2015. "Commodity Currencies Revisited," Post-Print hal-01453266, HAL.
- repec:wsi:gjexxx:v:01:y:2012:i:01:n:s2251361212500048 is not listed on IDEAS
- Chen Yu-Chin & Rogoff Kenneth, 2012.
"Are The Commodity Currencies An Exception To The Rule?,"
Global Journal of Economics (GJE),
World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Buncic, Daniel & Moretto, Carlo, 2015.
"Forecasting copper prices with dynamic averaging and selection models,"
The North American Journal of Economics and Finance,
Elsevier, vol. 33(C), pages 1-38.
- Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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