| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP5477 |
| DP5477 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing | |
| Joseph Francois; Julia Wörz | |
| 发表日期 | 2006-02-06 |
| 出版年 | 2006 |
| 语种 | 英语 |
| 摘要 | We explore whether forecasting an aggregate variable using information on its disaggregate components can improve the prediction mean squared error over first forecasting the disaggregates and then aggregating those forecasts, or, alternatively, over using only lagged aggregate information in forecasting the aggregate. We show theoretically that the first method of forecasting the aggregate should outperform the alternative methods in population. We investigate whether this theoretical prediction can explain our empirical findings and analyse why forecasting the aggregate using information on its disaggregate components improves forecast accuracy of the aggregate forecast of euro area and US inflation in some situations, but not in others. |
| 主题 | International Macroeconomics |
| 关键词 | Disaggregate information Predictability Forecast model selection Var Factor models |
| URL | https://cepr.org/publications/dp5477 |
| 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/534344 |
| 推荐引用方式 GB/T 7714 | Joseph Francois,Julia Wörz. DP5477 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing. 2006. |
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