Forecasting international trade: A time series approach

Alexander Keck (), Alexander Raubold () and Alessandro Truppia ()

OECD Journal: Journal of Business Cycle Measurement and Analysis, 2010, vol. 2009, issue 2, 157-176

Abstract: This paper develops a time series model to forecast the growth in imports by major advanced economies in the current and following year (two to six quarters ahead). Both pure time series analysis and structural approaches that include additional predictors based on economic theory are used. Our results compare favourably with other trade forecasts, as measured by standard evaluation statistics and can serve as a benchmark for more complex macroeconomic models.

Keywords: Forecasting; Time Series; International Trade (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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