Another Piece of the Puzzle : Adding Swift Data on Documentary Collections to the Short-Term Forecast of World Trade /

This paper extends earlier research by adding SWIFT data on documentary collections to the short-term forecast of international trade. While SWIFT documentary collections accounted for just over one percent of world trade financing in 2020, they have strong explanatory power to forecast world trade...

詳細記述

書誌詳細
第一著者: Ghazaryan, Narek
その他の著者: Goumilevski, Alexei, Mongardini, Joannes, Radzikowski, Aneta
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2021.
シリーズ:IMF Working Papers; Working Paper ; No. 2021/293
主題:
オンライン・アクセス:Full text available on IMF
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100 1 |a Ghazaryan, Narek. 
245 1 0 |a Another Piece of the Puzzle :   |b Adding Swift Data on Documentary Collections to the Short-Term Forecast of World Trade /  |c Narek Ghazaryan, Alexei Goumilevski, Joannes Mongardini, Aneta Radzikowski. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2021. 
300 |a 1 online resource (63 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper extends earlier research by adding SWIFT data on documentary collections to the short-term forecast of international trade. While SWIFT documentary collections accounted for just over one percent of world trade financing in 2020, they have strong explanatory power to forecast world trade and national trade in selected economies. The informational content from documentary collections helps improve the forecast of world trade, while a horse race with machine learning algorithms shows significant non-linearities between trade and its determinants during the Covid-19 pandemic. 
538 |a Mode of access: Internet 
650 7 |a Machine Learning  |2 imf 
650 7 |a Macroeconomic Aspects of International Trade and Finance  |2 imf 
650 7 |a SWIFT  |2 imf 
650 7 |a Trade Forecast  |2 imf 
650 7 |a Trade  |2 imf 
700 1 |a Goumilevski, Alexei. 
700 1 |a Mongardini, Joannes. 
700 1 |a Radzikowski, Aneta. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2021/293 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2021/293/001.2021.issue-293-en.xml  |z IMF e-Library