Some considerations about “Forecasting aggregates and disaggregates with common features”

B-Tier
Journal: International Journal of Forecasting
Year: 2013
Volume: 29
Issue: 4
Pages: 733-735

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Espasa and Mayo provide consistent forecasts for an aggregate economic indicator and its basic components as well as for useful sub-aggregates. To do so, they develop a procedure based on single-equation models that includes the restrictions arisen from the fact that some components share common features. The classification by common features provides a disaggregation map useful in several applications. We discuss their classification procedure and suggest some issues that should be taken into account when designing an algorithm to identify subsets of series that share one common trend.

Technical Details

RePEc Handle
repec:eee:intfor:v:29:y:2013:i:4:p:733-735
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25