Athanasopoulos, George; Gamakumara, Puwasala; … - In: Macroeconomic forecasting in the era of big data : …, (pp. 689-719). 2020
Accurate forecasts of macroeconomic variables are crucial inputs into the decisions of economic agents and policy makers. Exploiting inherent aggregation structures of such variables, we apply forecast reconciliation methods to generate forecasts that are coherent with the aggregation...
