Forecasting an aggregate of cointegrated disaggregates

Journal of Forecasting

Volumn 19, Issue 1, 2000, Pages 1-21

  Clark, Todd E ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Aggregation; Error correction; Monte Carlo

Indexed keywords

EID: 4444355061     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(200001)19:1<1::aid-for729>3.0.co;2-4     Document Type: Article

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