Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation

  • Mihaela Bratu
  • Published 2012

Abstract

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 by aggregating the components with variable weights, modeled… (More)

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