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).

Fully reconciled GDP forecasts from Income and Expenditure sides

Luisa Bisaglia;Tommaso Di Fonzo;Daniele Girolimetto
2020

Abstract

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).
2020
Book of short papers SIS 2020
9788891910776
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3378010
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