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Forecasting output using oil prices: A cascaded artificial neural network approach
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Forecasting output using oil prices: A cascaded artificial neural network approach (2005)Forecasting output using oil prices: A ca…Sectoral job creation and destruction responses to oil price changes (2001)Sectoral job creation and des…What is an Oil Shock? (2000)What is an Oil Shock?Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note (1986)Crude Oil and the Macroeconom…Testing for the Effects of Oil-Price Rises using Vector Autoregressions (1984)Testing for the Effects of Oi…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Irreversibility, Uncertainty, and Cyclical Investment (1980)Macroeconomics and Reality (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Oil prices, US stock return, and the dependence between their quantiles (2015)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
  • 1984Testing for the Effects of Oil-Price Rises using Vector Autoregressions707 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 2001Sectoral job creation and destruction responses to oil price changes650 cited

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  • 1986Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note582 cited
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