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Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996-2010)
Gouvêa, Raphael Rocha; Schettini, Bernardo Patta - In: Economia : revista da ANPEC 16 (2015) 2, pp. 250-271
This paper presents econometric estimates for the Brazilian aggregate imports over the period 1996-2010. To the best of our knowledge, this is the first paper that uses the Brazilian quarterly national accounts with this goal in mind. Besides estimating a demand equation (canonical model), as it...
Persistent link: https://www.econbiz.de/10011865510
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Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product
Abras, Ana Luísa G.; Borges, Bráulio Lima; Sekkel, Rodrigo - In: Applied economics letters 11 (2004) 6, pp. 361-364
Persistent link: https://www.econbiz.de/10002061181
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Estimates of uncertainty around Australian budget forecasts
Clark, John; Gibbons, Caroline; Morrissey, Susan; … - In: OECD journal on budgeting (2013) 3, pp. 95-113
Persistent link: https://www.econbiz.de/10011474272
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Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume - In: International journal of forecasting 30 (2014) 3, pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
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Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis; Thomakos, Dimitrios D. - In: International journal of forecasting 33 (2017) 1, pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
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The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D. - In: Journal of forecasting 21 (2002) 4, pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
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Forecasting European GDP using self-exciting threshold autoregressive models : a warning
Crespo Cuaresma, Jesús - 2000
Persistent link: https://www.econbiz.de/10001503758
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Forecasting European GDP using self-exciting threshold autoregressive models : a warning
Crespo Cuaresma, Jesús - 2000
A two-regime self-exciting threshold autoregressive process is estimated for quarterly aggregate GDP of the fifteen countries that compose the European Union, and the forecasts from this nonlinear model are compared, by means of a Monte Carlo simulation, with those from a simple autoregressive...
Persistent link: https://www.econbiz.de/10009714284