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Monitoring and forecasting annual public deficit every month: the case of France

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  • SILVESTRINI, Andrea
  • SALTo, Matteo
  • MOULIN, Laurent
  • VEREDAS, David

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File URL: http://dx.doi.org/10.1007/s00181-007-0132-7
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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers RP with number -2019.

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Handle: RePEc:cor:louvrp:-2019

Note: In : Empirical Economics, 3(3), 493-524, 2008
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  1. Drost, F.C. & Nijman, T.E., 1993. "Temporal aggregation of GARCH processes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153273, Tilburg University.
  2. Nijman, T.E. & Palm, F.C., 1984. "Missing observations in the dynamic regression model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153295, Tilburg University.
  3. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques 2005044, Université catholique de Louvain, Département des Sciences Economiques.
  4. Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(3), pages 595-607.
  5. Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153276, Tilburg University.
  6. Camba-Méndez, Gonzalo & Lamo, Ana, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series, European Central Bank 0152, European Central Bank.
  7. William W. S. Wei, 1978. "Some Consequences of Temporal Aggregation in Seasonal Time Series Models," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 433-448 National Bureau of Economic Research, Inc.
  8. Yue Fang & Sergio G. Koreisha, 2004. "Updating ARMA predictions for temporal aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(4), pages 275-296.
  9. Santos Silva, J. M. C. & Cardoso, F. N., 2001. "The Chow-Lin method using dynamic models," Economic Modelling, Elsevier, Elsevier, vol. 18(2), pages 269-280, April.
  10. Bretschneider, Stuart I. & Gorr, Wilpen L. & Grizzle, Gloria & Klay, Earle, 1989. "Political and organizational influences on the accuracy of forecasting state government revenues," International Journal of Forecasting, Elsevier, Elsevier, vol. 5(3), pages 307-319.
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Cited by:
  1. Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series, European Central Bank 0901, European Central Bank.
  2. Diego J. Pedregal & Javier J. Pérez & A. Jesús Sánchez-Fuentes, 2014. "A toolkit to strengthen government budget surveillance," Banco de Espa�a Working Papers 1416, Banco de Espa�a.
  3. Helmut Luetkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series 2591, CESifo Group Munich.
  4. Teresa Leal Linares & Javier J. Pérez, 2009. "Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado," Hacienda Pública Española, IEF, IEF, vol. 190(3), pages 27-58, June.
  5. Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, 09.
  6. Ramirez, Octavio A., 2012. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 123470, Agricultural and Applied Economics Association.
  7. Laura Carabotta, 2014. "Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy," International Journal of Economic Sciences, University of Economics, Prague, University of Economics, Prague, vol. 2014(1), pages 27-46.
  8. Teresa Leal & Diego Pedregal & Javier Pérez, 2011. "Short-term monitoring of the Spanish government balance," SERIEs, Spanish Economic Association, vol. 2(1), pages 97-119, March.

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