A Dynamic Factor Model for World Trade Growth
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
- Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent, 2016. "A World Trade Leading Index (WTLI)," Economics Letters, Elsevier, vol. 146(C), pages 111-115.
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More about this item
Keywordsbridge models; Commerce mondial; dynamic factor models; forecasting; modèle d’étalonnage; modèles á facteurs dynamiques; prévisions; world trade;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-29 (All new papers)
- NEP-CWA-2011-08-29 (Central & Western Asia)
- NEP-FOR-2011-08-29 (Forecasting)
- NEP-INT-2011-08-29 (International Trade)
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