Enhancing Trade Forecasting Accuracy in Taiwan: A High-Dimensional Data Approach with Local and Global Variables

Author:

Yin Shou-Yung,Huang Lan-Ting

Publisher

Elsevier BV

Reference21 articles.

1. Determining the number of factors in approximate factor models;J Bai;Econometrica,2002

2. The Federal Funds Rate and the Channels of Monetary Transnission

3. Circularly projected common factors for grouped data;M Chen;Journal of Business & Economic Statistics,2023

4. Uncorrelated lasso;S.-B Chen;Proceedings of the AAAI conference on artificial intelligence,2013

5. International economic linkages between Taiwan and the world: A global vector autoregressive approach;S.-L Chen;Academia Economic Papers,2012

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