Fok, Dennis (contributor); Dijk, Dick van (contributor); … - 2004 - [Elektronische Ressource]
time series such as total unemployment or total industrial
production concern data which are aggregated across regions … forecasts. We illustrate the
usefulness of our approach for simulated data and for the US coincident index,
making use of state …-speciflc component series.
Keywords: Data aggregation, Forecasting, Panel of time series, Business
cycle, Nonlinearity, Multi …