We propose a complete reconciliation procedure of probabilistic GDP forecasts, resulting in GDP forecasts 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. (2020).

Fully reconciled probabilistic GDP forecasts from Income and Expenditure sides

Di Fonzo Tommaso
;
Girolimetto Daniele
2022

Abstract

We propose a complete reconciliation procedure of probabilistic GDP forecasts, resulting in GDP forecasts 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. (2020).
2022
SIS 2022 51th Scientific Meeting. Book of the short papers
9788891932310
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3465344
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