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Short-term Forecasting Methods of International Trade Variables

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  • Stephane DEES
  • Audrone JAKAITIENE

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  • Stephane DEES & Audrone JAKAITIENE, 2008. "Short-term Forecasting Methods of International Trade Variables," EcoMod2008 23800029, EcoMod.
    • Handle: RePEc:ekd:000238:23800029
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    References listed on IDEAS

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    1. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
    2. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
    3. Boivin, Jean & Ng, Serena, 2006. "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
    4. Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
    5. Gerard van Welzenis & Wim Suyker, 2005. "Explanatory note on the CPB world trade series," CPB Memorandum 116, CPB Netherlands Bureau for Economic Policy Analysis.
    6. Gerard van Welzenis & Wim Suyker, 2005. "Explanatory note on the CPB world trade series," CPB Memorandum 116.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
    Full references (including those not matched with items on IDEAS)

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