forecasting methods. The present paper critically evaluates the electricity demand forecasting methodology and proposes a …

aggregation. An application to daily excess returns on sectorial indices from the U.K. stock market provides a strong evidence for …

and some are only quarterly. Practitioners invariably align variables to the same frequency either by aggregation or …

misunderstanding after another. The bad data produced by simple sum aggregation have contaminated research in monetary economics, have … aggregation theory, now exist, the usual official central bank data are not based on that better approach. While aggregation … throughout the world, the only central banks that currently make aggregation-theoretic monetary aggregates available to the …