What do we know about comparing aggregate and disaggregate forecasts?
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- Helmut Lütkepohl, 2010.
"Forecasting Aggregated Time Series Variables: A Survey,"
OECD Journal: Journal of Business Cycle Measurement and Analysis,
OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-26.
- Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
- Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
- Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
- Giacomo Sbrana & Andrea Silvestrini, 2012. "Comparing aggregate and disaggregate forecasts of first order moving average models," Statistical Papers, Springer, vol. 53(2), pages 255-263, May.
- Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.
More about this item
Keywordscontemporaneous aggregation; forecasting;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-03-28 (All new papers)
- NEP-ECM-2010-03-28 (Econometrics)
- NEP-FOR-2010-03-28 (Forecasting)
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