G2TT
来源类型Discussion paper
规范类型论文
来源IDDP5280
DP5280 Consumption Taxes and Redistribution
Isabel Correia
发表日期2005-10-23
出版年2005
语种英语
摘要Pooling forecasts obtained from different procedures typically reduces the mean square forecast error and more generally improves 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 also in this context.
主题International Macroeconomics
关键词Pooling Interpolation Factor model Kalman filter Spline
URLhttps://cepr.org/publications/dp5280
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/534158
推荐引用方式
GB/T 7714
Isabel Correia. DP5280 Consumption Taxes and Redistribution. 2005.
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