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Forecasting consumption expenditure using a dynamic panel model with cross-sectional dependence: the case of Japan

In this study, we predict the future trends of consumption expenditure in disaggregated age groups in both the within-sample and out-of-sample periods. In addition, we incorporate the estimation of a dynamic panel model with cross-sectional dependence into our forecasting methodology. As a whole, ou...

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Detalles Bibliográficos
Autor principal: Ogura, Manami
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9388366/
https://www.ncbi.nlm.nih.gov/pubmed/35999862
http://dx.doi.org/10.1007/s43546-022-00311-5