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Citations for "A Note on Aggregation, Disaggregation and Forecasting Performance"

by Zellner, Arnold & Tobias, Justin

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  1. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941.
  2. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  3. Bermingham, Colin & D’Agostino, Antonello, 2011. "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series 1365, European Central Bank.
  4. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(05), pages 667-684, November.
  5. Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 0247, European Central Bank.
  6. Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
  7. Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
  8. Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
  9. Jae Kim & Geoffrey Hewings, 2012. "Integrating the fragmented regional and subregional socioeconomic forecasting and analysis: a spatial regional econometric input–output framework," The Annals of Regional Science, Springer, vol. 49(2), pages 485-513, October.
  10. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, . "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
  11. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  12. Arnold Zellner & Jacques Kibambe Ngoie, 2015. "Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 56-81, February.
  13. Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
  14. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
  15. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
  16. Jacques Kibambe & Arnold Zellner, 2010. "The Use Of A Marshallian Macroeconomic Model For Policy Evaluation: Case Of South Africa," Working Papers 201013, University of Pretoria, Department of Economics.
  17. A. Espasa & E. Senra & R. Albacete, 2001. "Forecasting Inflation In The European Monetary Union: A Disaggregated Approach By Countries And By Sectors," Statistics and Econometrics Working Papers ws013723, Universidad Carlos III, Departamento de Estadística y Econometría.
  18. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series 2004-07, Centre for the Study of African Economies, University of Oxford.
  19. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
  20. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, EconWPA.
  21. Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
  22. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
  23. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada.
  24. Zellner, Arnold & Israilevich, Guillermo, 2005. "The Marshallian macroeconomic model: A progress report," International Journal of Forecasting, Elsevier, vol. 21(4), pages 627-645.
  25. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
  26. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Working Papers 05-31, Bank of Canada.
  27. David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.
  28. Zotteri, Giulio & Kalchschmidt, Matteo, 2007. "A model for selecting the appropriate level of aggregation in forecasting processes," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 74-83, July.
  29. Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics.
  30. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," CORE Discussion Papers 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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