Forecasting world trade: Direct versus ``bottom-up approaches

DOI10.1007/s11079-007-9068-yzbMath1168.91440OpenAlexW3125066046MaRDI QIDQ836019

Stephane Dees, Matthias Burgert

Publication date: 31 August 2009

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp882.pdf

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (1)

Trade integration and business cycle synchronization in the EMU: the negative effect of new trade flows

Cites Work

• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Forecasting Using Principal Components From a Large Number of Predictors
• Seasonal Adjustment and Relations Between Variables
• The Generalized Dynamic Factor Model
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