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Forecasting trade
Keck, Alexander (contributor);  … - 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10003315802
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Forecasting Trade
Keck, Alexander - 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10012733678
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Forecasting trade
Keck, Alexander; Raubold, Alexander - Economic Research and Statistics Division (ERSD), World … - 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10011114993
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A Predictive System for International Trade Growth
Chon, Sora - 2017
The objective of this paper is to suggest a new predictive system for international trade, based on an unobserved component model. We employ the predictive system developed by Pastor and Stambaugh (2009), which is unlike other conventional predictive regression models. This paper derives an...
Persistent link: https://www.econbiz.de/10012968343
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Forecasting World Trade : Direct versus 'Bottom-Up' Approaches
Dees, Stephane - 2013
of country-specific determinants. This paper shows empirically the superiority of direct forecasting methods, in which …
Persistent link: https://www.econbiz.de/10012753643
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Forecasting German Car Sales Using Google Data and Multivariate Models
Fantazzini, Dean - 2015
data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons …
Persistent link: https://www.econbiz.de/10013015773
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Forecasting the world economy in the short-term
Jakaitiene, Audrone; Dées, Stephane - European Central Bank - 2009
Forecasting the world economy is a di¢ cult task given the complex interre-lationships within and across countries …, …rst, at ranking various forecasting methods in terms offorecast accuracy and, second, at checking whether methods … forecasting di-rectly aggregate variables (direct approaches) outperform methods based onthe aggregation of country …
Persistent link: https://www.econbiz.de/10005866572
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Forecasting the World Economy in the Short-Term
Jakaitiene, Audrone - 2009
Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …, first, at ranking various forecasting methods in terms of forecast accuracy and, second, at checking whether methods … forecasting directly aggregate variables (direct approaches) outperform methods based on the aggregation of country …
Persistent link: https://www.econbiz.de/10013159358
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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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Forecasting the world economy in the short-term
Jakaitiene, Audrone; Dées, Stéphane - 2009
Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …, first, at ranking various forecasting methods in terms of forecast accuracy and, second, at checking whether methods … forecasting directly aggregate variables (direct approaches) outperform methods based on the aggregation of country …
Persistent link: https://www.econbiz.de/10003867019