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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...
Autor principal: | Ogura, Manami |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2022
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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 |
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