Bujosa, Marcos; García-Hiernaux, Alfredo - In: International Journal of Forecasting 29 (2013) 4, pp. 733-735
Espasa and Mayo provide consistent forecasts for an aggregate economic indicator and its basic components as well as for useful sub-aggregates. To do so, they develop a procedure based on single-equation models that includes the restrictions arisen from the fact that some components share common...