| dc.contributor.author | BEKIROS, Stelios D. | |
| dc.contributor.author | GUPTA, Rangan | |
| dc.contributor.author | PACCAGNINI, Alessia | |
| dc.date.accessioned | 2016-01-12T14:14:24Z | |
| dc.date.available | 2016-01-12T14:14:24Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | Economics letters, 2015, Vol. 132, pp. 125–128 | en |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.issn | 1873-7374 | |
| dc.identifier.uri | https://hdl.handle.net/1814/38368 | |
| dc.description | Published online: 7 May 2015 | en |
| dc.description.abstract | 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 outranks all alternative models over the period 2007:1–2014:2. | en |
| dc.language.iso | en | en |
| dc.relation.ispartof | Economics letters | en |
| dc.subject | Oil prices | en |
| dc.subject | Economic policy uncertainty | en |
| dc.subject | Forecasting | en |
| dc.subject | C22 | en |
| dc.subject | C32 | en |
| dc.subject | C53 | en |
| dc.subject | E60 | en |
| dc.subject | Q41 | en |
| dc.title | Oil price forecastability and economic uncertainty | en |
| dc.type | Article | en |
| dc.identifier.doi | 10.1016/j.econlet.2015.04.023 | |
| dc.identifier.volume | 132 | en |
| dc.identifier.startpage | 125 | en |
| dc.identifier.endpage | 128 | en |