Sebastien McMahon

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Staff Working Papers

Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion

Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forecasts.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C52, C53, E, E3, E37

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