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Home > Publications and Research > Research > Working Papers > June 2011

Working Papers

Forecasting the Price of Oil

Working Paper 2011-15 - Ron Alquist, Lutz Kilian, Robert Vigfusson

We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications?
Topics: Econometric and statistical methods; International topics

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