In this article, the GDP deflator is predicted starting from econometric models of historical errors of forecasts based on Dobrescu macromodel. In Romania, a significant relationship between GDP deflator and GDP index predictions was not confirmed. However, there is an important dependence...

Based on data of inflation forecasts provided quarterly by the National Bank of Romania, forecast intervals were built using the method of historical forecast errors. Forecast intervals were built considering that the forecast error series is normally distributed of zero mean and standard...

The aggregation of the variables that compose an indicator, as GDP, which should be forecasted, is not mentioned explicitly in literature as a source of forecasts uncertainty. In this study based on data on U.S. GDP and its components in 1995-2010, we found that GDP one-step-ahead forecasts made...