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Forecasting Imports with Information from Abroad
Grimme, Christian - 2018
Globalization has led to huge increases in import volumes, but the literature on import forecasting is still in its … infancy. We introduce the first leading indicator especially constructed for total import growth, the so-called Import Climate …. It builds on the idea that the import demand of the domestic country should be reflected in the expected export …
Persistent link: https://www.econbiz.de/10012914684
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Forecasting imports with information from abroad
Grimme, Christian; Lehmann, Robert; Nöller, Marvin - 2018
Globalization has led to huge increases in import volumes, but the literature on import forecasting is still in its … infancy. We introduce the first leading indicator especially constructed for total import growth, the so-called Import Climate …. It builds on the idea that the import demand of the domestic country should be reflected in the expected export …
Persistent link: https://www.econbiz.de/10011862823
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Forecasting imports with information from abroad
Grimme, Christian; Lehmann, Robert; Nöller, Marvin - 2019
Globalization has led to huge increases in import volumes, increasing the importance of imports for total output. Since … domestic product. We introduce the first leading indicator constructed to forecast import growth, the Import Climate. It builds … on the idea that the import demand of the domestic country should be reflected in the expected export developments of its …
Persistent link: https://www.econbiz.de/10011980329
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Estimation and Machine Learning Prediction of Imports of Goods in European Countries in the Period 2010-2019
Costantiello, Alberto; Laureti, Lucio; Leogrande, Angelo - 2021
In this article we estimate the “Imports of Goods” in European countries in the period 2010-2019 for 28 countries. We use Panel Data with Fixed Effects, Panel Data with Random Effects, Pooled OLS, WLS. Our results show that “Imports of Goods” is negatively associated with “Private...
Persistent link: https://www.econbiz.de/10013211272
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Forecasting world trade: direct versus “bottom-up” approaches
Burgert, Matthias; Dées, Stéphane - 2008
In a globalised world economy, global factors have become increasingly important to explain trade flows at the expense of country-specific determinants. This paper shows empirically the superiority of direct forecasting methods, in which world trade is directly forecasted at the aggregate...
Persistent link: https://www.econbiz.de/10011604928
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Exchange rate uncertainty and trade growth : a comparison of linear and nonlinear (forecasting) models
Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2007
A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and international trade. Empirical findings about the impact of FX uncertainty on trade figures are at best weak and often ambiguous with respect to its direction. Almost...
Persistent link: https://www.econbiz.de/10003634011
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Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver; Herwartz, Helmut - 2008
Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....
Persistent link: https://www.econbiz.de/10003796145
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On economic evaluation of directional forecasts
Blaskowitz, Oliver; Herwartz, Helmut - 2009
It is commonly accepted that information is helpful if it can be exploited to improve a decision making process. In economics, decisions are often based on forecasts of up- or downward movements of the variable of interest. We point out that directional forecasts can provide a useful framework...
Persistent link: https://www.econbiz.de/10003893151
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Macroeconomic and Financial Market Analyses and Predictions Through Deep Learning
Kim, Soohyon - 2020
Since Hinton, Osindero, and Teh (2006) developed the fast learning algorithm, deep learning has been a set of powerful tools that has recently achieved impressive performance across a wide spectrum of industries as well as in academia. For the macroeconomic and financial variables, however, more...
Persistent link: https://www.econbiz.de/10012824112
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Balance of Payments in Q1 2018 : Analysis and Forecast
Bozhechkova, Alexandra - 2018
Russia's positive balance of trade increased in Q1 2018 reflecting an increase of exports value amid slower growth of imports deliveries. Private capital outflow was observed triggered by the growth of foreign assets of Russian enterprises amid negative geopolitical expectations
Persistent link: https://www.econbiz.de/10012919585