Amor Aniss Benmoussa - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:36:48+00:00The New Benchmark for Forecasts of the Real Price of Crude Oil
https://www.bankofcanada.ca/2020/09/staff-working-paper-2020-39/
How can we assess the quality of a forecast? We propose a new benchmark to evaluate forecasts of temporally aggregated series and show that the real price of oil is more difficult to predict than we thought.2020-09-22T12:42:51+00:00enThe New Benchmark for Forecasts of the Real Price of Crude Oil2020-09-22Econometric and statistical methodsInternational topicsStaff Working Paper 2020-39https://www.bankofcanada.ca/wp-content/uploads/2020/09/swp2020-39.pdfStaff Working Paper 2020-39Amor Aniss BenmoussaReinhard EllwangerStephen SnuddenSeptember 2020CC1C5C53QQ4Q47