Forecasting economic aggregates by disaggregates.
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 fore...
| Main Authors: | , |
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| Format: | Working paper |
| Language: | English |
| Published: |
European Central Bank
2006
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