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The Role of Two Interest Rates in the Intertemporal CA Model

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  • Michal RUBASZEK

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  • Michal RUBASZEK, 2010. "The Role of Two Interest Rates in the Intertemporal CA Model," EcoMod2010 259600145, EcoMod.
    • Handle: RePEc:ekd:002596:259600145
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    References listed on IDEAS

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    1. Michael Ye & John Zyren & Joanne Shore, 2002. "Forecasting crude oil spot price using OECD petroleum inventory levels," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(4), pages 324-333, November.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Ye, Michael & Zyren, John & Shore, Joanne, 2005. "A monthly crude oil spot price forecasting model using relative inventories," International Journal of Forecasting, Elsevier, vol. 21(3), pages 491-501.
    4. Michael Ye & John Zyren & Joanne Shore, 2003. "Short-run elasticity of relative demand for petroleum inventory," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(1), pages 87-87, February.
    5. Michael Ye & John Zyren & Joanne Shore, 2003. "Elasticity of demand for relative petroleum inventory in the short run," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(1), pages 87-102, March.
    6. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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