Predictability of Aggregated Time Series
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More about this item
Keywords
Forecasting and Prediction Methods; Interest Rates; Exchange Rates; Asset Prices; Oil Prices; Commodity Prices;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-09-20 (Econometrics)
- NEP-ENE-2021-09-20 (Energy Economics)
- NEP-ETS-2021-09-20 (Econometric Time Series)
- NEP-FOR-2021-09-20 (Forecasting)
- NEP-ISF-2021-09-20 (Islamic Finance)
- NEP-MAC-2021-09-20 (Macroeconomics)
Statistics
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