Browsing Department of Economics (ECO) by Subject "Aggregation"

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Subject "Aggregation"

Sort by: Order: Results:

  • Icon
    Title: Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Many contemporaneously aggregated variables have stochasticaggregation weights. We compare different forecasts for such variables including univariate forecasts of the aggregate, a multivariate forecast of the aggregate ...
  • Icon
    Title: Forecasting Euro-Area Variables with German Pre-EMU Data  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, Massimiliano Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based ...