Dynamic forecast vs static forecast

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Dynamic forecast vs static forecast

Postby philipp.jaki2 » Thu Aug 05, 2021 4:43 am


I tried to perform a forecast on a least square regression. I transformed the dependent and independent variables to the first difference.
The range of my data is 2005-2020. Based on GDP (which is estimated until 2030) I would like to forecast the remaining variable. Unfortunately, with a static forecast I only get a forecast until 2024. If I dont transform the variables into the first difference, I could perform a static forecast until 2030.

Could someone explain me, what is the reason for that?

d(apc_t_cb_t) d(gdp_ppp) pan_dummy



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