Bio

Amor Aniss Benmoussa is an Economist in the International Projection Division. In this role, he contributes to the production and communication of the Bank of Canada’s global macroeconomic outlook. His work and research has included macroeconomic and commodities modelling and forecasting. He holds an M.Sc. in Economics from the Université du Québec à Montréal (UQAM).

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Staff working papers

The New Benchmark for Forecasts of the Real Price of Crude Oil

Staff Working Paper 2020-39 Amor Aniss Benmoussa, Reinhard Ellwanger, Stephen Snudden
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.
Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C1, C5, C53, Q, Q4, Q47

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