Working paper icon

Working paper

Forecasting economic aggregates by disaggregates.

Abstract:

We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to include disaggregate information or disaggregate variables in the aggregate model as opposed to first forecasting the disaggregate variables separately and then aggregating those forecasts or, alternatively, using only lagged aggregate information in forecasting the aggregate. We show theoretically that the first method of forecasting the aggregate should outperform the alterna...

Expand abstract

Actions


Access Document


Files:

Authors


Volume:
589
Series:
Working Paper Series
Publication date:
2006-01-01
URN:
uuid:30a225cf-0e4e-40ee-8a7e-a3f39262d52d
Local pid:
oai:economics.ouls.ox.ac.uk:11972
Language:
English

Terms of use


Metrics


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP