Blar i Norges Banks vitenarkiv på forfatter "Cross, Jamie L."
-
Inflation expectations and the pass-through of oil prices
Aastveit, Knut Are; Bjørnland, Hilde C.; Cross, Jamie L. (Working Paper;5/2020, Working paper, 2020)Do inflation expectations and the associated pass-through of oil price shocks depend on demand and supply conditions underlying the global market for crude oil? We answer this question with a novel structural vector ... -
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie L.; van Dijk, Herman K. (Working Paper;3/2021, Working paper, 2021)We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ...