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

DOI10.1007/S11424-022-1015-XMaRDI QIDQ2109290zbMATH OpenOpenAlexFDO

Authors Yun Bai, Xun Zhang, Shouyang 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

forecastingartificial neural networksurvey datacomposite indexGranger causality testARIMAXforeign trade

Mathematics Subject Classification ID

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

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Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• A hierarchical forecasting model for China's foreign trade
• 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
• Estimating turning points using large data sets
• Exploring the linear and nonlinear causality between Internet big data and stock markets
• Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Cited in

(4)

• China's export cycle analysis and forecasting
• Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach
• Optimal model average prediction in orthogonal kriging models
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