Title:Oil price forecastability and economic uncertainty Author(s):BEKIROS, Stelios D.; GUPTA, Rangan; PACCAGNINI, AlessiaDate:2015Citation:
- Economics letters, 2015, Vol. 132, pp. 125–128
Type:ArticleAbstract:Information on economic policy uncertainty does matter in predicting the change in oil prices. We compare the forecastability of standard, Bayesian and time-varying VAR against univariate models. The time-varying VAR model ...
Title:Forecasting US GNP growth : the role of uncertainty Author(s):SEGNON, Mawuli; GUPTA, Rangan; BEKIROS, Stelios D.; WOHAR, Mark E.Date:2018Citation:
- Journal of forecasting, 2018, Vol. 37, No. 5, pp. 541-559
Type:ArticleAbstract:A large number of models have been developed in the literature to analyze and forecast changes in output dynamics. The objective of this paper was to compare the predictive ability of univariate and bivariate models, in ...