Aggregate versus disaggregate information in dynamic factor models
نویسندگان
چکیده
منابع مشابه
Aggregate and Regional Disaggregate Fluctuations Aggregate and Regional Disaggregate Fluctuations
This paper models uctuations in regional disaggregates as a nonstationary, dynamically evolving distribution. Doing so enables study of the dynamics of aggregate uctuations jointly with those of the rich cross-section of regional disaggregates. For the US, the leading state| regardless of which it happens to be|contains strong predictive power for aggregate uctuations. This e ect is di cult to ...
متن کاملAggregate versus Disaggregate Survey-Based Indicators of Economic Activity∗
Qualitative survey data are used widely to provide indicators of economic activity ahead of the publication of official data. Traditional indicators exploit only aggregate survey information, namely the proportions of respondents who report “up” and “down”. This paper considers disaggregate or firm-level survey responses. It derives alternative disaggregate indicators of economic activity relat...
متن کاملTowards Disaggregate Dynamic Travel Forecasting Models
The authors argue that travel forecasting models should be dynamic and disaggregate in their representation of demand, supply, and supply-demand interactions, and propose a framework for such models. The proposed framework consists of disaggregate activity-based representation of travel choices of individual motorists on the demand side integrated with disaggregate dynamic modeling of network p...
متن کاملFinal Analytical Comparison of Aggregate and Disaggregate Mode Choice Models Transferability
Transportation models as tools for transportation planning are critical to such related decisions. Considering the high cost of calibrating and validating such models, effective alternatives are highly sought for; one such alternative being the use of models calibrated for other cities. This calls for transferability analysis which has not been the subject of many researches. Due to criticalit...
متن کاملDTA2012 Symposium: Combining Disaggregate Route Choice Estimation with Aggregate Calibration of a Dynamic Traffic Assignment Model
Dynamic Traffic Assignment (DTA) models are important decision support tools for transportation planning and real-time traffic management. One of the biggest obstacles of applying DTA in large-scale networks is the calibration of model parameters, which is essential for the realistic replication of the traffic condition. This paper proposes a methodology for the simultaneous demand-supply DTA c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2016
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2015.10.006