1,721,412 research outputs found
Pooling-Based Data Interpolation and Backdating
No full textPooling forecasts obtained from different procedures typically reduces the mean square forecast error and more generally improve the quality of the forecast. In this paper, we evaluate whether pooling-interpolated or-backdated time series obtained from different procedures can also improve the quality of the generated data. Both simulation results and empirical analyses with macroeconomic time series indicate that pooling plays a positive and important role in this context also. Copyright 2007 The Author Journal compilation 2007 Blackwell Publishing Ltd.
Forecast pooling for short time series of macroeconomic variables
No full textIn this paper we compare the relative performance of alternative pooling methods, using a very large dataset of about 500 macroeconomic variables for the countries in the European Monetary Union
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Full text linkDigitised version produced by the EUI Library and made available online in 2020
Un'analisi econometrica delle relazioni tra variabili fiscali, Pil e inflazione
No full textNo abstract availabl
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