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Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, Błażej.
In: Dynamic Econometric Models.
RePEc:cpn:umkdem:v:15:y:2015:p:71-87.

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  1. Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen .
    In: Working Paper.
    RePEc:bno:worpap:2022_5.

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  2. Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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  3. Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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References

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  4. Dees, S., Guntner, J. (2014), Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach, Economics Working Papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.

  5. Density Forecasts Based on Disaggregate Data: Nowcasting Polish Inflation DYNAMIC ECONOMETRIC MODELS 15 (2015) 71–87 Faust, J., Wright, J. H. (2013), Forecasting Inflation, in Elliott G., Timmermann. A. (eds.), Handbook of Economic Forecasting, vol. 2A, Amsterdam, North Holland, DOI: http://dx.doi.org/10.1016/B978-0-444-53683-9.00001-3.

  6. Doornik, J. A., Ooms, M. (2003), Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models, Computational Statistics & Data Analysis, 42(3), 333–348, DOI: http://dx.doi.org/10.1016/S0167-9473(02)00212-8. The author would like to thank Jacek Osiewalski for the valuable suggestion.

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  12. Hubrich, K.. (2005), Forecasting Euro Area Inflation: Does Aggregating Forecasts by HICP Component Improve Forecast Accuracy?, International Journal of Forecasting, 21(1), 119–136, DOI: http://dx.doi.org/10.1016/j.ijforecast.2004.04.005.

  13. Huwiler, M., Kaufmann, D. (2013), Combining Disaggregate Forecasts for Inflation: The SNB's ARIMA model, Economic Studies 2013-07, Swiss National Bank.

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  15. Lütkepohl, H. (2009), Forecasting Aggregated Time Series Variables: A Survey, Economics Working Papers ECO2009/17, European University Institute.

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