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

Author

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  • Antzoulatos, Angelos A.
  • Wilfling, Bernd

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.

Suggested Citation

  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics.
    • Handle: RePEc:ags:hwwadp:26169
    DOI: 10.22004/ag.econ.26169
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    Keywords

    Consumer/Household Economics;

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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