IMF-用多区域因素模型预测世界贸易(英)-2026.3
聚焦IMF-用多区域因素模型预测世界贸易(英)-2026.3。The model also highlights the regional sources of fluctuations in global trade. We use a generalized forecast error variance decomposition, developed by Pesaran and Shin 1998 and Diebold and Yilmaz 2012, to analyze the spillovers between the global and regional factors in the model.