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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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    5. 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.
    6. 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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    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. 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.
    10. Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
    11. 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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    15. Theodore Papageorgiou & Myrto Kalouptsidi & Giulia Brancaccio, 2017. "Geography, Search Frictions and Trade Costs," 2017 Meeting Papers 1105, Society for Economic Dynamics.
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    18. 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.
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    JEL classification:

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

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