Blar i BI Open på forfatter "Rothman, Philip"

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    • Oil and US GDP: A Real-Time Out-of Sample Examination 

      Ravazzolo, Francesco; Rothman, Philip (CAMP Working Paper Series;2/2011, Working paper, 2011)
      We study the real-time predictive content of crude oil prices for US real GDP growth through a pseudo out-of-sample (OOS) forecasting exercise. Comparing our benchmark model "without oil" against alternatives "with oil," ...

    • Oil-Price Density Forecasts of U.S. GDP 

      Ravazzolo, Francesco; Rothman, Philip (CAMP Working Papers Series;10/2015, Working paper, 2015)
      We carry out a pseudo out-of-sample density forecasting study for U.S. GDP with an autoregressive benchmark and alternatives to the benchmark than include both oil prices and stochastic volatility. The alternatives to the ...