EconStor >
Hamburgisches Welt-Wirtschafts-Archiv (HWWA) >
HWWA Discussion Paper, Hamburgisches Welt-Wirtschafts-Archiv >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/19164
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorAntzoulatos, Angelos A.en_US
dc.contributor.authorWilfling, Bernden_US
dc.date.accessioned2009-01-28T15:56:12Z-
dc.date.available2009-01-28T15:56:12Z-
dc.date.issued2003en_US
dc.identifier.urihttp://hdl.handle.net/10419/19164-
dc.description.abstractRecent 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.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesHWWA Discussion Paper 223en_US
dc.subject.jelC53en_US
dc.subject.jelE21en_US
dc.subject.jelE37en_US
dc.subject.ddc330en_US
dc.subject.keywordConsumptionen_US
dc.subject.keywordGDPen_US
dc.subject.keywordmacroeconomic forecastsen_US
dc.subject.keywordnon-linear dynamicsen_US
dc.subject.stwGesamtwirtschaftlicher Konsumen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwStatistischer Fehleren_US
dc.subject.stwEinkommenshypotheseen_US
dc.subject.stwNichtlineare dynamische Systemeen_US
dc.subject.stwSch├Ątzungen_US
dc.subject.stwTheorieen_US
dc.subject.stwDeutschlanden_US
dc.titleNon-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germanyen_US
dc.typeWorking Paperen_US
dc.identifier.ppn361940289en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:hwwadp:26169-
Appears in Collections:HWWA Discussion Paper, Hamburgisches Welt-Wirtschafts-Archiv

Files in This Item:
File Description SizeFormat
223.pdf1.85 MBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.