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Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach

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  • Chow, Hwee Kwan
  • Choy, Keen Meng

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  • Chow, Hwee Kwan & Choy, Keen Meng, 2006. "Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach," International Journal of Forecasting, Elsevier, vol. 22(2), pages 301-315.
    • Handle: RePEc:eee:intfor:v:22:y:2006:i:2:p:301-315
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    7. Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, vol. 13(2), pages 281-291, June.
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    11. Victor Zarnowitz, 1992. "Business Cycles: Theory, History, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number zarn92-1, January.
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    Cited by:

    1. Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2009(1), pages 19-41.
    2. Li, Hongkuan & He, Haiyan & Shan, Jiefei & Cai, Jingjing, 2019. "Innovation efficiency of semiconductor industry in China: A new framework based on generalized three-stage DEA analysis," Socio-Economic Planning Sciences, Elsevier, vol. 66(C), pages 136-148.
    3. Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," International Journal of Forecasting, Elsevier, vol. 33(4), pages 833-847.
    4. Hwee Kwan Chow & Keen Meng Choy, 2008. "Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Economic Growth Centre Working Paper Series 0802, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    5. M. Aubry & P. Renou-Maissant, 2013. "Investigating the semiconductor industry cycles," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3058-3067, July.
    6. Byron Gangnes & Ari Van Assche, 2010. "Global Production Networks in Electronics and Intra-Asian Trade," Working Papers 201004, University of Hawaii at Manoa, Department of Economics.
    7. Aubry, Mathilde & Renou-Maissant, Patricia, 2014. "Semiconductor industry cycles: Explanatory factors and forecasting," Economic Modelling, Elsevier, vol. 39(C), pages 221-231.
    8. Chew Lian Chua & Sarantis Tsiaplias, 2009. "Can consumer sentiment and its components forecast Australian GDP and consumption?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 698-711.
    9. Pascual, Lorenzo & Ruiz Ortega, Esther & Fresoli, Diego Eduardo, 2011. "Bootstrap forecast of multivariate VAR models without using the backward representation," DES - Working Papers. Statistics and Econometrics. WS ws113426, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.

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