Keeping track of global trade in real time
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Keywordsbayesian model averaging; cycles; dynamic factor models; goods trade; granger non-causality; leading indicators; markov switching models; Real-time forecasting; services trade; VAR models; world trade;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ETS-2018-12-17 (Econometric Time Series)
- NEP-FOR-2018-12-17 (Forecasting)
- NEP-INT-2018-12-17 (International Trade)
- NEP-MAC-2018-12-17 (Macroeconomics)
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