Forecasting world trade: Direct versus ``bottom-up approaches
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Publication:836019
DOI10.1007/S11079-007-9068-YzbMATH Open1168.91440OpenAlexW3125066046MaRDI QIDQ836019FDOQ836019
Authors: Matthias Burgert, Stephane Dees 
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
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Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- The Generalized Dynamic Factor Model
- 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?
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
- Seasonal Adjustment and Relations Between Variables
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (6)
- Predicting the pattern of international trade in the neoclassical model: a synthesis
- Foreign trade survey data: do they help in forecasting exports and imports?
- Trade integration and business cycle synchronization in the EMU: the negative effect of new trade flows
- A hierarchical forecasting model for China's foreign trade
- Global economic activity indexes revisited
- Forecasting method for import and export trade on the basis of GMDH network model
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