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Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate

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Publication:5392698
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DOI10.1198/jbes.2009.07112zbMath1209.91134OpenAlexW3121247175MaRDI QIDQ5392698

Kirstin Hubrich, David F. Hendry

Publication date: 13 April 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1155.pdf


zbMATH Keywords

aggregate forecastsdisaggregate informationforecast combinationinflation


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)


Related Items (6)

Grouped multivariate and functional time series forecasting: an application to annuity pricing ⋮ Stock index return forecasting: the information of the constituents ⋮ A predictability test for a small number of nested models ⋮ Nowcasting from disaggregates in the face of location shifts ⋮ Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships ⋮ Multi-factor prediction of water flooding efficiency based on a time-varying system






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