Discussion on forecasting commodity price indexes using macroeconomic and financial predictors

被引：0

作者：

Groen, Jan J. J. ^{[1
]}

机构：

[1] Fed Reserve Bank New York, Res & Stat Grp, New York, NY 10045 USA

来源：

INTERNATIONAL JOURNAL OF FORECASTING | 2014年 / 30卷 / 03期

关键词：

D O I：

10.1016/j.ijforecast.2013.09.002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：844 / 846

页数：3

共 50 条

[1] Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio
Timmermann, Allan
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2014, 30 (03) : 825 - 843
[2] Impact of Macroeconomic and Financial Factors on the Commodity Price Indexes in the Context of Financialization
Wlodarczyk, Bogdan
Szturo, Marek
[J]. CONTEMPORARY TRENDS AND CHALLENGES IN FINANCE, 2019, : 59 - 68
[3] Macroeconomic forecasting using diffusion indexes
Stock, JH
Watson, MW
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2002, 20 (02) : 147 - 162
[4] Forecasting price movements of global financial indexes using complex quantitative financial networks
Seong, Nohyoon
Nam, Kihwan
[J]. KNOWLEDGE-BASED SYSTEMS, 2022, 235
[5] Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
Guney, I. Ethem
Swanson, Norman R.
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2019, 35 (02) : 555 - 572
[6] Forecasting inflation using commodity price aggregates
Chen, Yu-chin
Turnovsky, Stephen J.
Zivot, Eric
[J]. JOURNAL OF ECONOMETRICS, 2014, 183 (01) : 117 - 134
[7] Macroeconomic Factors and Commodity Price Volatility
Smolik, Kamil
Rejnus, Oldrich
[J]. EUROPEAN FINANCIAL SYSTEMS 2014, 2014, : 550 - 556
[8] NEEDED IMPROVEMENTS IN APPLICATION OF MODELS FOR AGRICULTURE COMMODITY PRICE FORECASTING - DISCUSSION
GALE, HF
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1975, 57 (02) : 185 - 187
[9] Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
Athanasopoulos, George
Hyndman, Rob J.
Jiang, Bin
Vahid, Farshid
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2019, 35 (02) : 616 - 633
[10] Commodity markets, farm-retail spreads, and macroeconomic condition assumptions in food price forecasting
Urbanchuk, JM
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1997, 79 (05) : 1677 - 1680

← 1 2 3 4 5 →