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Skriner, Edith - 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/10011347054

Forecasting global flows

Skriner, Edith - 2007

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

Persistent link: https://www.econbiz.de/10009736654

Forecasting global flows

Skriner, Edith - 2008

Persistent link: https://www.econbiz.de/10003819837

Forecasting global flows

Skriner, Edith - 2007

Persistent link: https://www.econbiz.de/10003492413

Forecasting Trade

Keck, Alexander - 2006

This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international … trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the …

Persistent link: https://www.econbiz.de/10012733678

Assessing the Accuracy of Exponentially Weighted Moving Average Models for Value-at-Risk and Expected Shortfall of Crypto Portfolios

Alexander, Carol; Dakos, Michael - 2022

provide extensive backtests of hourly and daily Value-at-Risk (VaR) and Expected Shortfall (ES) forecasts that are regarded as … model's variance and covariance forecasts using average scores generated from proper univariate and multivariate scoring … rules, there is no evidence of superior performance of variance and covariance forecasts generated by GARCH models, using …

Persistent link: https://www.econbiz.de/10013292091

A Predictive System for International Trade Growth

Chon, Sora - 2017

The objective of this paper is to suggest a new predictive system for international trade, based on an unobserved component model. We employ the predictive system developed by Pastor and Stambaugh (2009), which is unlike other conventional predictive regression models. This paper derives an...

Persistent link: https://www.econbiz.de/10012968343

Nowcasting aggregate services trade

Jaax, Alexander - 2021

The increasing importance of services trade in the global economy contrasts with the lack of timely data to monitor recent developments. The nowcasting models developed in this paper are aimed at providing insights into current changes in total services trade, as recorded in monthly statistics...

Persistent link: https://www.econbiz.de/10012661017

Forecasting the Great Trade Collapse

Yilmazkuday, Hakan - 2016

This paper introduces a simple methodology to forecast international trade. The main innovation is to calculate non-unitary expenditure elasticities of import demand implied by non-homothetic preferences in the previous year to be further combined with the current change in expenditure to...

Persistent link: https://www.econbiz.de/10013006843

Can Trade Partners Help Better Forcee the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected Cesee Countries

Slacik, Tomas - 2015

For Central, Eastern and Southeastern European (CESEE) countries, the euro area is the most important export destination. Nevertheless, geographical export patterns differ among individual CESEE countries, and economic growth within the euro area has diverged in the run-up to and since the...

Persistent link: https://www.econbiz.de/10013011906