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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

    as
    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.
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