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Growth forecasts using time series and growth models

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Author Info
Kraay, Aart
Monokroussos, George

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Abstract

The authors consider two alternative methods of forecasting real per capita GDP at various horizons: 1) univariate time series models estimated country by country; and 2) cross-country growth regressions. They evaluate the out-of-sample forecasting performance of both approaches for a large sample of industrial and developing countries. They find only modest differences between the two approaches. In almost all cases, differences in median (across countries) forecast performance are small relative to the large discrepancies between forecasts and actual outcomes. Interestingly, the performance of both models is similar to that of forecasts generated by the World Bank's Unified Survey. The results do not provide a compelling case for one approach over another, but they do indicate that there are potential gains from combining time series and growth-regression-based forecasting approaches.

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Publisher Info
Paper provided by The World Bank in its series Policy Research Working Paper Series with number 2224.

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Date of creation: 30 Nov 1999
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Handle: RePEc:wbk:wbrwps:2224

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Related research
Keywords: Statistical&Mathematical Sciences; Economic Theory&Research; Scientific Research&Science Parks; Educational Technology and Distance Education; Public Health Promotion; Economic Forecasting; Economic Theory&Research; Achieving Shared Growth; Scientific Research&Science Parks; Science Education;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Michael J. Artis, 1996. "How Accurate are the IMF's Short-Term Forecasts? Another Examination of the World Economic Outlook," IMF Working Papers 96/89, International Monetary Fund.
  2. Diebold, Francis X., 1989. "Forecast combination and encompassing: Reconciling two divergent literatures," International Journal of Forecasting, Elsevier, vol. 5(4), pages 589-592. [Downloadable!] (restricted)
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  3. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July. [Downloadable!] (restricted)
    Other versions:
  4. repec:cup:etheor:v:13:y:1997:i:6:p:818-49 is not listed on IDEAS
  5. Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Vogelsang, Timothy J., 1997. "Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series," Econometric Theory, Cambridge University Press, vol. 13(06), pages 818-848, December. [Downloadable!]
  7. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ianchovichina, Elena & Kacker, Pooja, 2005. "Growth trends in the developing world : country forecasts and determinants," Policy Research Working Paper Series 3775, The World Bank. [Downloadable!]
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