Browsing Working Papers by Subject "vector autoregressive"

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Browsing Working Papers by Subject "vector autoregressive"

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    Title: Forecasting Aggregated Time Series Variables: A Survey  Author(s): LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Aggregated times series variables can be forecasted in different ways. For example, they may be forecasted on the basis of the aggregate series or forecasts of disaggregated variables may be obtained first and then these ...