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A Note on Aggregation, Disaggregation and Forecasting Performance

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  • Zellner, Arnold
  • Tobias, Justin

Abstract

In this note the results of an experiment to determine the effects of aggregation and disaggregation in forecasting the median growth rate of eighteen industrialized countries' annual output (GDP) growth rates are reported.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Zellner, Arnold & Tobias, Justin, 1998. "A Note on Aggregation, Disaggregation and Forecasting Performance," CUDARE Working Papers 198677, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:198677
    DOI: 10.22004/ag.econ.198677
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    References listed on IDEAS

    as
    1. Min, Chung-ki & Zellner, Arnold, 1993. "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 89-118, March.
    2. Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825.
    3. Zellner, Arnold & Hong, Chansik, 1989. "Forecasting international growth rates using Bayesian shrinkage and other procedures," Journal of Econometrics, Elsevier, vol. 40(1), pages 183-202, January.
    4. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.
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