Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022 - This version: July 2022
This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...
