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Thinking Outside the Container: A Sparse Partial Least Squares Approach to Forecasting Trade Flows

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  • Stamer, Vincent

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  • Stamer, Vincent, 2022. "Thinking Outside the Container: A Sparse Partial Least Squares Approach to Forecasting Trade Flows," VfS Annual Conference 2022 (Basel): Big Data in Economics 264096, Verein für Socialpolitik / German Economic Association.
    • Handle: RePEc:zbw:vfsc22:264096
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    1. Giulia Brancaccio & Myrto Kalouptsidi & Theodore Papageorgiou, 2017. "Geography, Search Frictions and Endogenous Trade Costs," NBER Working Papers 23581, National Bureau of Economic Research, Inc.
    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.
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    4. Sharat Ganapati & Woan Foong Wong & Oren Ziv, 2024. "Entrepôt: Hubs, Scale, and Trade Costs," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(4), pages 239-278, October.
    5. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
    6. Boivin, Jean & Ng, Serena, 2006. "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
    7. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    8. Jörg Breitung & Malte Knüppel, 2021. "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 369-392, June.
    9. Mr. Serkan Arslanalp & Mr. Marco Marini & Ms. Patrizia Tumbarello, 2019. "Big Data on Vessel Traffic: Nowcasting Trade Flows in Real Time," IMF Working Papers 2019/275, International Monetary Fund.
    10. Jushan Bai & Serena Ng, 2004. "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, vol. 72(4), pages 1127-1177, July.
    11. Ulltveit-Moe, Karen Helene & Heiland, Inga & Moxnes, Andreas & Zi, Yuan, 2019. "Trade From Space: Shipping Networks and The Global Implications of Local Shocks," CEPR Discussion Papers 14193, C.E.P.R. Discussion Papers.
    12. Grimme, Christian & Lehmann, Robert & Noeller, Marvin, 2021. "Forecasting imports with information from abroad," Economic Modelling, Elsevier, vol. 98(C), pages 109-117.
    13. Julieta Fuentes & Pilar Poncela & Julio Rodríguez, 2015. "Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 576-595, June.
    14. Oya Celasun & Mr. Niels-Jakob H Hansen & Ms. Aiko Mineshima & Mariano Spector & Jing Zhou, 2022. "Supply Bottlenecks: Where, Why, How Much, and What Next?," IMF Working Papers 2022/031, International Monetary Fund.
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    16. Mr. Diego A. Cerdeiro & Andras Komaromi & Yang Liu & Mamoon Saeed, 2020. "World Seaborne Trade in Real Time: A Proof of Concept for Building AIS-based Nowcasts from Scratch," IMF Working Papers 2020/057, International Monetary Fund.
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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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