Forecasting consumption expenditure using a dynamic panel model with cross-sectional dependence: the case of Japan
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DOI: 10.1007/s43546-022-00311-5
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More about this item
Keywords
Forecasting; Cross-sectional dependence; Panel unit root test; Dynamic panel model; Disaggregate age group;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
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