A long-term series of consulting projects for Thailand's Government Savings Bank, covering macroeconomic forecasting model development, GDP growth estimation, credit risk scoring, and economic confidence surveys.
Two projects for Thailand's National Economic and Social Development Council: assessing ASEAN integration impacts on inequality, and developing a Current Quarter Model for GDP nowcasting.
A series of consulting projects developing index forecasting models, macroeconomic models, and inequality analysis for Thailand's Ministry of Commerce and its affiliated offices.
Developed an econometric model to forecast housing mortgage credit for the Government Housing Bank of Thailand and the overall banking system.
Two consecutive projects developing econometric forecasting models for energy consumption in Thailand's transport sector and long-term electricity demand, submitted to the Energy Policy and Planning Office.
We compare the forecasting performance of the Autoregressive Moving Average (ARMA) model, ARMA with explanatory variable (ARIMAX), and Mixed-data sampling (MIDAS) model using the Google mobility index. We consider the monthly service production index and manufacture production index. We find that the Google Mobility data help to improve the forecasting performance of various service sector.