Search Results - subject:"sub-components"

Chipili, Jonathan M. - 2021

Persistent link: https://www.econbiz.de/10012665214

Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation

Aron, Janine; Muellbauer, John - In: International Journal of Forecasting 28 (2012) 2, pp. 456-476

employ general and sectoral information for ten sub-components, including structural breaks and institutional changes. Model …-run. For more sophisticated models, aggregating the weighted forecasts of the sub-components outperforms the aggregate …

Persistent link: https://www.econbiz.de/10011051397

Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?

Aron, Janine; Muellbauer, John - C.E.P.R. Discussion Papers - 2010

. Rich multivariate equilibrium correction models employ general and sectoral information for ten sub-components, taking …, four-quarters-ahead, generated to 2007. Aggregating the weighted forecasts of the sub-components does outperform the …

Persistent link: https://www.econbiz.de/10008553067

To aggregate or not to aggregate? Euro area inflation forecasting

Benalal, Nicholai; Hoyo, Diaz del; Luis, Juan; Landau, … - European Central Bank - 2004

In this paper we investigate whether the forecast of the HICP components (indirect approach) improves upon the forecast of overall HICP (direct approach) and whether the aggregation of country forecasts improves upon the forecast of the euro-area as a whole, considering the four largest euro...

Persistent link: https://www.econbiz.de/10005530968

To aggregate or not to aggregate? Euro area inflation forecasting

Benalal, Nicholai; Diaz del Hoyo, Juan Luis; Landau, Bettina - 2004

Persistent link: https://www.econbiz.de/10011604420