Browsing BI Research Centre's Series by Author "Zhang, Bo"
Now showing items 1-2 of 2
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New Kid on the Block? China vs the US in World Oil Markets
Cross, Jamie; Nguyen, Bao H.; Zhang, Bo (CAMP Working Paper Series;02/2019, Working paper, 2019-04-08)China has recently overtaken the US to become the world largest importer of crude oil. In light of this fact, we formally compare contributions of demand shocks from China, the US and the rest of the world. We find that ... -
Time-Varying Trend Models for Forecasting Inflation in Australia
Cross, Jamie; Zhang, Bo; Guo, Na (CAMP Working Paper Series;09/2020, Working paper, 2020-11-18)We investigate whether a class of trend models with various error term structures can improve upon the forecast performance of commonly used time series models when forecasting CPI inflation in Australia. The main result ...