Essays about: "export performance determinants"

Found 1 essay containing the words export performance determinants.

  1. 1. VARs and ECMs in forecasting – a comparative study of the accuracy in forecasting Swedish exports

    University essay from Nationalekonomiska institutionen

    Author : Arizo Karimi; [2008]
    Keywords : VAR-model; ECM-model; co-integration; forecast accuracy; export demand equation;

    Abstract : In this paper, the forecast performance of an unrestricted Vector Autoregressive (VAR) model was compared against the forecast accuracy of a Vector error correction (VECM) model when computing out-of-sample forecasts for Swedish exports. The co-integrating relation used to estimate the error correction specification was based upon an economic theory for international trade suggesting that a long run equilibrium relation among the variables included in an export demand equation should exist. READ MORE