Forecasting a large set of disaggregates with common trends and outliers Working Papers uri icon

authors

  • CARLOMAGNO REAL, GUILLERMO
  • ESPASA TERRADES, ANTONI

publication date

  • 2015

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 15-18

keywords

  • cointegration; pairwise testing; disaggregation; forecast; model selection; outliers treatment; inflation