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Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates

Cengiz, Doruk; Tekgüç, Hasan - In: International journal of forecasting 40 (2024) 2, pp. 564-580

Persistent link: https://www.econbiz.de/10014547183

Asymptotic Forecasting Error Evaluation for Estimated Temporally Aggregated Linear Processes

Grigoryeva, Lyudmila; Ortega, Juan-Pablo - 2014

This paper provides implementation details and application examples of the asymptotic error evaluation formulas introduced in the reference [GO14a] concerning three different approaches to the forecasting of linear temporal aggregates using estimated linear processes. The first two techniques...

Persistent link: https://www.econbiz.de/10014145685

Human Judgement is Heavy Tailed : Empirical Evidence and Implications for the Aggregation of Estimates and Forecasts

Sousa Lobo, Miguel - 2010

real-valued quantities and their aggregation almost universally assumes that errors follow a jointly normal distribution …-exponential distribution, and 2 the normal distribution). This has important implications, in particular for the aggregation of expert … estimates and forecasts. We describe optimal Bayesian aggregation with heavy tails, and propose a simple average-median average …

Persistent link: https://www.econbiz.de/10013141192

Temporal aggregation and the estimation of reverse regressions for commodities market models

Cartwright, Phillip A.; Riabko, Natalija - 2024

Persistent link: https://www.econbiz.de/10015045561

Estimation and forecasting using mixed-frequency DSGE models

Meyer-Gohde, Alexander; Shabalina, Ekaterina - 2022

In this paper, we propose a new method to forecast macroeconomic variables that combines two existing approaches to mixed-frequency data in DSGE models. The first existing approach estimates the DSGE model in a quarterly frequency and uses higher frequency auxiliary data only for forecasting...

Persistent link: https://www.econbiz.de/10013465707

Comparison of solutions to the incomplete markets model with aggregate uncertainty

Den Haan, Wouter J. - 2008

Persistent link: https://www.econbiz.de/10003785849

Stock markets, current account dynamics, and exchange rate determination

Mercereau, Benoît - 2002

Persistent link: https://www.econbiz.de/10003780033

Indeterminacy in a finance constrained unionized economy

Lloyd-Braga, Teresa; Modesto, Leonor - In: Journal of mathematical economics 43 (2007) 3/4, pp. 347-364

Persistent link: https://www.econbiz.de/10003485374

Firm level productivity under imperfect competition in output and labor markets

Amoroso, Sara; Kort, Peter M.; Melenberg, Bertrand; … - 2010

This article examines the role of the interaction between product market and labor market imperfections in determining total factor productivity growth (TFPG). Embedding Dobbelaere and Mairesse's (2009) generalization of Hall's (1990) approach, allowing for the possibility that wages are...

Persistent link: https://www.econbiz.de/10003974678

Comparison of solutions to the incomplete markets model with aggregate uncertainty

Den Haan, Wouter J. - In: Journal of economic dynamics & control 34 (2010) 1, pp. 4-27

Persistent link: https://www.econbiz.de/10003922060