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

DOI10.1007/S11079-007-9068-YMaRDI QIDQ836019zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Trade models (91B60)

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Cites work

• scientific article; zbMATH DE number 2206038 (Why is no real title available?)
• scientific article; zbMATH DE number 3092208 (Why is no real title available?)
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
• Forecasting Using Principal Components From a Large Number of Predictors
• Seasonal Adjustment and Relations Between Variables
• 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?
• The Generalized Dynamic Factor Model

Cited in

(6)

• Predicting the pattern of international trade in the neoclassical model: a synthesis
• Global economic activity indexes revisited
• A hierarchical forecasting model for China's foreign trade
• 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
• Forecasting method for import and export trade on the basis of GMDH network model

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