Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/72062 
Erscheinungsjahr: 
2006
Schriftenreihe/Nr.: 
WTO Staff Working Paper No. ERSD-2006-05
Verlag: 
World Trade Organization (WTO), Geneva
Zusammenfassung: 
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 International Monetary Fund, as measured by standard evaluation measures, such as the root mean square forecast error. In comparison to other models, our approach offers several methodological advantages, inter alia, a focus on import growth as the core variable, the avoidance of certain difficulties affecting the performance of structural models, the selection of variables and lags on the basis of theoretical considerations and empirical testing as well as a full documentation of the modelling process.
Schlagwörter: 
Forecasting
time series
international trade
WTO
JEL: 
F17
C53
C32
C22
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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