Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
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DOI: 10.26509/frbc-wp-202206
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- Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
References listed on IDEAS
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Cited by:
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
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More about this item
Keywords
Regional data; Mixed frequency; Nowcasting; Bayesian methods; Real-time data; Vector autoregressions;All these keywords.
JEL classification:
- 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
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-04-04 (Econometrics)
- NEP-ETS-2022-04-04 (Econometric Time Series)
- NEP-GEO-2022-04-04 (Economic Geography)
- NEP-MAC-2022-04-04 (Macroeconomics)
- NEP-ORE-2022-04-04 (Operations Research)
- NEP-URE-2022-04-04 (Urban and Real Estate Economics)
Statistics
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