create a website

GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework. (2014). Cobb, Marcus.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:721.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 16

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Identifying the Sources of Seasonal Effects in an indirectly adjusted Chain-Linked Aggregate: A Framework for the Annual Overlap Method. (2014). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:58033.

    Full description at Econpapers || Download paper

  2. Explaining GDP Quarterly Growth from its Components in the Context of the Annual Overlap Method: A Comparison of Approaches. (2014). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:58022.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Burriel, P. (2012), “A real-time disaggregated forecasting model for the Euro area GDP”, Economic Bulletin, Bank of Spain, April, pp. 93-103.

  2. Cobb, M. (2013), “Industry Contributions to GDP Quarterly Growth”, Economic Statistics Series N100, June 2013, Central Bank of Chile Cobb, M. and M. Jara (2013), “Ajuste estacional de series macroeconómicas chilenas,” Economic Statistics Series N98, May 2013, Central Bank of Chile.

  3. Cuevas, A., E. Quilis and A. Espasa (2011), “Combining benchmarking and chain-linking for short-term regional forecasting,” Statistics and Econometrics Working Papers ws114130, Universidad Carlos III, Departamento de Estadística y Econometría.

  4. Drechsel, K. and R. Scheufele (2012), “Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment,” Working Papers 2012-16, Swiss National Bank.

  5. Duran and Licandro (2013) explore the effects of chain-linking on GDP as a welfare measure. This might affect forecasting models that do not necessarily rely on the accounting identities directly but include disaggregate components.
    Paper not yet in RePEc: Add citation now
  6. Duran, J and O. Licandro (2013), “Is the GDP growth rate in NIPA a welfare measure?”, 2013 Meeting Papers 191, Society for Economic Dynamics.

  7. Gómez V. and A. Maravall, (1997), “Programs TRAMO and SEATS, Instructions for the User” Banco de España Guerrero, S., R. Luengo, P. Pozo and S. Rébora (2012), “Nuevas series de Cuentas Nacionales encadenadas: Métodos y fuentes de estimación”, Estudios económicos estadísticos n 90 - Marzo 2012, Banco Central de Chile.
    Paper not yet in RePEc: Add citation now
  8. Girardi, A., R. Golinelli and C. Pappalardo (2013), “The Role of Indicators’ Selection in Nowcasting Euro Area GDP in Preudo Real Time,” Paper presented at the 33rd International Symposium on Forecasting of the International Institute of Forecasters, Seul, June 2013.

  9. Hahn, E. and F. Skudelny (2008), “Early estimates of euro area real GDP growth: a bottom up approach from the production side,” Working Paper Series 0975, European Central Bank.

  10. Hendry, D. and K. Hubrich (2011), “Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate,” Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.

  11. IMF (2001), “Quarterly National Accounts Manual - Concepts, Data Sources, and Compilation”, A.M. Bloem, R.J. Dippelsman and N.O. Maehle, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  12. OECD (2006), “Understanding National Accounts”, F. Lequiller and D. Blades, Organisation for Economic Cooperation and Development.
    Paper not yet in RePEc: Add citation now
  13. OECD (2013), “Methodological Notes: Compilation of G20 Quarterly Economic Growth”, OECD Quarterly National Accounts Perevalov, N. and P. Maier (2010), “On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment,” Working Papers 10-10, Bank of Canada.

  14. Robjohns, J. (2007), “Methods explained: Contributions to growth rates under annual chain-linking,” Economic and Labour Market Review, Palgrave Macmillan, vol. 1(6), pages 53-56, June.

  15. Smets, F., and R. Wouters (2003), “An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area, Journal of the European Economic Association, 1(5), 1123-1175.

  16. Soares Esteves, P. (2011), “Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice,” Working Papers w201129, Banco de Portugal, Economics and Research Department.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

    Full description at Econpapers || Download paper

  2. Exploring the predictive ability of LIKES of posts on the Facebook pages of four major city DMOs in Austria. (2019). Gunter, Ulrich ; Gindl, Stefan ; Nder, Irem.
    In: Tourism Economics.
    RePEc:sae:toueco:v:25:y:2019:i:3:p:375-401.

    Full description at Econpapers || Download paper

  3. Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:88593.

    Full description at Econpapers || Download paper

  4. Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:52017.

    Full description at Econpapers || Download paper

  5. Nowcasting des deutschen BIP. (2017). Hamella, Sandra ; Volkenand, Jonas ; Doll, Jens ; Rosenthal, Beatrice .
    In: Weidener Diskussionspapiere.
    RePEc:zbw:hawdps:59.

    Full description at Econpapers || Download paper

  6. Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele .
    In: Working Papers.
    RePEc:snb:snbwpa:2017-02.

    Full description at Econpapers || Download paper

  7. Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:81585.

    Full description at Econpapers || Download paper

  8. Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:76849.

    Full description at Econpapers || Download paper

  9. Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:76556.

    Full description at Econpapers || Download paper

  10. A real-time analysis on the importance of hard and soft data for nowcasting German GDP. (2016). Heinisch, Katja.
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145864.

    Full description at Econpapers || Download paper

  11. Forecasting Turkish GDP Growth : Bottom-Up vs Direct?. (2016). Gunay, Mahmut.
    In: CBT Research Notes in Economics.
    RePEc:tcb:econot:1622.

    Full description at Econpapers || Download paper

  12. Foreign PMIs: A reliable indicator for exports?. (2016). Scheufele, Rolf ; Hanslin Grossmann, Sandra.
    In: Working Papers.
    RePEc:snb:snbwpa:2016-01.

    Full description at Econpapers || Download paper

  13. A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

    Full description at Econpapers || Download paper

  14. Vorjahrespreisbasis: Aggregation und Wachstumsbeiträge. (2016). Nierhaus, Wolfgang.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:69:y:2016:i:11:p:39-45.

    Full description at Econpapers || Download paper

  15. Survey-based indicators vs. hard data: What improves export forecasts in Europe?. (2015). Lehmann, Robert.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112847.

    Full description at Econpapers || Download paper

  16. Foreign PMIs: A reliable indicator for Swiss exports. (2015). Scheufele, Rolf ; Hanslin Grossmann, Sandra.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112830.

    Full description at Econpapers || Download paper

  17. Survey-based indicators vs. hard data: What improves export forecasts in Europe?. (2015). Lehmann, Robert.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa15p756.

    Full description at Econpapers || Download paper

  18. Survey-based indicators vs. hard data: What improves export forecasts in Europe?. (2015). Lehmann, Robert.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_196.

    Full description at Econpapers || Download paper

  19. Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany. (2014). Wohlrabe, Klaus ; Teresa, Buchen .
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100626.

    Full description at Econpapers || Download paper

  20. MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100289.

    Full description at Econpapers || Download paper

  21. Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach. (2014). Güntner, Jochen ; Dees, Stephane ; Des, Stphane ; Gntner, Jochen.
    In: Economics working papers.
    RePEc:jku:econwp:2014_10.

    Full description at Econpapers || Download paper

  22. Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach. (2014). Güntner, Jochen ; Dees, Stephane ; Guntner, Jochen.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141724.

    Full description at Econpapers || Download paper

  23. GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework. (2014). Cobb, Marcus.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:721.

    Full description at Econpapers || Download paper

  24. The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
    In: Working Papers.
    RePEc:bol:bodewp:wp919.

    Full description at Econpapers || Download paper

  25. Forecasting GDP at the regional level with many predictors. (2013). Wohlrabe, Klaus ; Lehmann, Robert.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa13p15.

    Full description at Econpapers || Download paper

  26. Sectoral gross value-added forecasts at the regional level: Is there any information gain?. (2013). Wohlrabe, Klaus ; Lehmann, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:46765.

    Full description at Econpapers || Download paper

  27. Forecasting GDP at the regional level with many predictors. (2013). Wohlrabe, Klaus ; Lehmann, Robert.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:17104.

    Full description at Econpapers || Download paper

  28. Labour market forecasting : is disaggregation useful?. (2013). Zika, Gerd ; Weber, Enzo.
    In: IAB-Discussion Paper.
    RePEc:iab:iabdpa:201314.

    Full description at Econpapers || Download paper

  29. Now-Casting and the Real-Time Data Flow. (2013). Modugno, Michele ; Babura, Marta ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-195.

    Full description at Econpapers || Download paper

  30. Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?. (2013). Wohlrabe, Klaus ; Lehmann, Robert.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_171.

    Full description at Econpapers || Download paper

  31. Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany. (2013). Wohlrabe, Klaus ; Buchen, Teresa.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4148.

    Full description at Econpapers || Download paper

  32. Forecasting GDP at the Regional Level with Many Predictors. (2012). Wohlrabe, Klaus ; Lehmann, Robert.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3956.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 18:59:00 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.