The aggregation of the variables that compose an indicator, as GDP, which should be forecasted, is not mentioned explicitly in literature as a source of forecasts uncertainty. In this study based on data on U.S. GDP and its components in 1995-2010, we found that GDP one-step-ahead forecasts made...

The aggregation of the variables that compose an indicator, as GDP, which should be forecasted, is not mentioned explicitly in literature as a source of forecasts uncertainty. In this study based on data on U.S. GDP and its components in 1995-2010, we found that GDP one-step-ahead forecasts made...

The aggregation of the variables that compose an indicator, as GDP, which should beforecasted, is not mentioned explicitly in literature as a source of forecasts uncertainty. In thisarticle we demonstrate that variables aggregation is an important source of uncertainty inforecasting and we...