Granger Predictability of Oil Prices After the Great Recession
November 1, 2019
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Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Consumer price indexes, Gold prices, Inflation, Monetary base, Money, Oil prices, Prices
Keywords: Consumer price indexes, CPI Granger, E510, E520, Excess reserves, Expectations Granger, EXPMICH inflation expectations variable, Gold prices, Granger predictability, Inflation, Inflation expectation, Inflation expectations Granger, Long term inflation expectations Granger, Longer term inflation expectations Granger, M1 Divis-SWP, Monetary base, Oil prices, Predictability CPI inflation, Q43, Sub, WP, WTI price
Publication Details
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Pages:
18
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2019/237
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Stock No:
WPIEA2019237
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ISBN:
9781513518626
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ISSN:
1018-5941
