• Corpus ID: 215415962

Fully reconciled GDP forecasts from Income and Expenditure sides

  title={Fully reconciled GDP forecasts from Income and Expenditure sides},
  author={Luisa Bisaglia and Tommaso Di Fonzo and Daniele Girolimetto},
  journal={arXiv: Methodology},
We propose a complete reconciliation procedure, resulting in a 'one number forecast' of the GDP figure, coherent with both Income and Expenditure sides' forecasted series, and evaluate its performance on the Australian quarterly GDP series, as compared to the original proposal by Athanasopoulos et al. (2019). 
2 Citations

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  • 1 The R scripts, the data and the results of the paper by Athanasopoulos et al. (2019) are available in the github repository located at https://github.com/PuwasalaG/ Hierarchical-Book-Chapter. 2 Athanasopoulos et al.
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