Foreign trade survey data: do they help in forecasting exports and imports?

DOI10.1007/S11424-022-1015-XzbMath1504.91161OpenAlexW4283169153MaRDI QIDQ2109290

Yun Bai, Xun Zhang, Shou-Yang Wang

Publication date: 20 December 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-022-1015-x

zbMATH Keywords

forecastingcomposite indexsurvey dataartificial neural networkGranger causality testARIMAXforeign trade

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Artificial neural networks and deep learning (68T07) Trade models (91B60)

Cites Work

• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Did speculative activities contribute to high crude oil prices during 1993 to 2008?
• Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
• Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach
• A hierarchical forecasting model for China's foreign trade
• Exploring the linear and nonlinear causality between Internet big data and stock markets
• Estimating turning points using large data sets
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

This page was built for publication: Foreign trade survey data: do they help in forecasting exports and imports?