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).
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