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Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany

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Author Info
Antzoulatos, Angelos A.
Wilfling, Bernd

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Abstract

Recent theoretical advances in consumption theory suggest that there may exist predictable consumption surges which, if not taken sufficiently into account in forecasting, may lead to predictable forecast errors. We use this insight to identify economic variables that might help improve the OECD's forecasts for Germany's consumption and GDP growth.

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Publisher Info
Paper provided by Hamburg Institute of International Economics in its series Discussion Paper Series with number 26169.

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Date of creation: 2003
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Handle: RePEc:ags:hiiedp:26169

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Related research
Keywords: Consumption; GDP; macroeconomic forecasts; non-linear dynamics.; Consumer/Household Economics; C53; E21; E37;

References listed on IDEAS
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  1. Antzoulatos, Angelos A., 1996. "Consumer credit and consumption forecasts," International Journal of Forecasting, Elsevier, vol. 12(4), pages 439-453, December. [Downloadable!] (restricted)
  2. Campbell, John Y. & Mankiw, N. Gregory, 1991. "The response of consumption to income : A cross-country investigation," European Economic Review, Elsevier, vol. 35(4), pages 723-756, May. [Downloadable!] (restricted)
  3. Antzoulatos, Angelos A, 1994. "Credit Rationing and Rational Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 182-202, May. [Downloadable!] (restricted)
  4. Campbell, John Y & Mankiw, N Gregory, 1990. "Permanent Income, Current Income, and Consumption," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 265-79, July.
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  5. Antzoulatos, Angelos A., 1997. "On the Excess Sensitivity of Consumption to Information about Income," Journal of Macroeconomics, Elsevier, vol. 19(3), pages 539-553, July. [Downloadable!] (restricted)
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This page was last updated on 2009-12-26.

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