Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany

Angelos A. Antzoulatos and Bernd Wilfling

No 26169, Discussion Paper Series from Hamburg Institute of International Economics

Abstract: Recent theoretical advances in consumption theory suggest that there may exist predictable consumption surges which, if not taken sufficiently into account in forecasting, may lead to predictable forecast errors. We use this insight to identify economic variables that might help improve the OECD's forecasts for Germany's consumption and GDP growth.

Keywords: Consumer/Household; Economics (search for similar items in EconPapers)
Pages: 18
Date: 2003
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Working Paper: Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:hwwadp:26169

DOI: 10.22004/ag.econ.26169

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