Wednesday, January 12, 2022
By Philip Hans Franses and Max Welz
“This paper deals with forecasting low-frequency macroeconomic variables, when data
are available for a reasonably large number of countries or states. As many macroeconomic
variables have a stochastic trend, the forecasting methodology also addresses potentially
common stochastic trends. In this paper the particular focus is on forecasting annual real
GDP (Gross Domestic Product) growth rates in Africa.”
To read more click here.
Posted by at 10:22 AM
Labels: Forecasting Forum
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