Aggregate density forecast of models using disaggregate data - A copula approach
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More about this item
Keywords
Aggregate forecast; disaggregates; density forecast; copula;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-02-06 (Econometrics)
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