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Skriner, Edith - Department of Economics and Finance Research and … - 2007

information criteria. Then one-step ahead forecasts have been generated. It was found, that the ARs generate the best forecasts at …

Persistent link: https://www.econbiz.de/10005764162

Forecasting Global Flows

Skriner, Edith - FIW - 2008

information criteria. Then one-step ahead forecasts have been generated. It was found, that the ARs generate the best forecasts at …

Persistent link: https://www.econbiz.de/10005146600

Factor Forecasts for the UK

Artis, Michael J; Banerjee, Anindya; Marcellino, … - C.E.P.R. Discussion Papers - 2002

variables, model it using a dynamic factor model, and compare the resulting forecasts with those from a set of standard time …, the factor-based forecasts are shown to improve upon standard benchmarks for prices, real aggregates, and financial …

Persistent link: https://www.econbiz.de/10005661430

A nonparametric approach to forecasting realized volatility

Clements, Adam; Becker, Ralf - National Centre for Econometric Research (NCER) - 2009

application of a multivariate kernel scheme. It is found that at a 1 day forecast horizon, the proposed method produces forecasts …

Persistent link: https://www.econbiz.de/10005036160

Evaluating multivariate volatility forecasts

Clements, Adam; Doolan, Mark; Hurn, Stan; Becker, Ralf - National Centre for Econometric Research (NCER) - 2009

The performance of techniques for evaluating univariate volatility forecasts are well understood. In the multivariate … setting however, the efficacy of the evaluation techniques is not developed. Multivariate forecasts are often evaluated within … identifying optimal forecasts whereas statistical methods are more effective. …

Persistent link: https://www.econbiz.de/10005635667

Competitiveness and Specialisation of the Austrian Export Sector. A Constant-Market-Shares Analysis

Skriner, Edith - Department of Economics and Finance Research and … - 2009

This constant-market-shares (CMS) analysis shows the development of competitiveness, market and product structure of the Austrian merchandise exports from 1990 to 2006. The traditional CMS application was transformed to a dynamic model, such that the static indicators have been replaced by time...

Persistent link: https://www.econbiz.de/10005764168

South-South Trade: A Quantitative Assessment

Raihan, Selim - Volkswirtschaftliche Fakultät, … - 2014

The share of North-North trade in global trade declined from 55.5 percent in 1990 to around 32 percent in 2010. Such fall in North-North trade had been accompanied by rising trade involving the South countries. The South-North trade share increased from 13.9 percent to 16.5 percent during the...

Persistent link: https://www.econbiz.de/10011109174

Estimating gravity equations with endogeneous trade costs

Rudolph, Stephan - Fakultät Wirtschaftswissenschaften, Technische … - 2010

A basic assumption of the gravity equation of international trade is that increasing trade costs lower exports. Butintuition and theory imply that a high export volume lowers bilateral trade costs as well, because a fixed cost intensivetrade sector probably bears lower average costs with more...

Persistent link: https://www.econbiz.de/10009226178

Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports

Baum, Christopher F; Caglayan, Mustafa - Money Macro and Finance Research Group - 2007

We present an empirical investigation of a recently suggested but untested proposition that exchange rate volatility can have an impact on both the volume and variability of trade flows, considering a broad set of countries' bilateral real trade flows over the period 1980-1998. We generate...

Persistent link: https://www.econbiz.de/10004977138

The impact of the global economic crisis on non-oil operations of ports in Iran

Ahmadzadeh Mashinchi, Sina - Volkswirtschaftliche Fakultät, … - 2010

It is generally accepted that the recent economic crisis of 2007-2010 has caused widespread economic recession in different countries. Since the ports and coastal regions are of great importance to economic infrastructure, this study examined the possible impact resulting from such a global...

Persistent link: https://www.econbiz.de/10011108429