Combining forecasts from successive data vintages: An application to U.S. growth
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DOI: 10.1016/j.ijforecast.2015.04.003
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Cited by:
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016. "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers 2016s-01, CIRANO.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
- Götz, Thomas B. & Hauzenberger, Klemens, 2018. "Large mixed-frequency VARs with a parsimonious time-varying parameter structure," Discussion Papers 40/2018, Deutsche Bundesbank.
- Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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Keywords
Real-time data; MIDAS; Repeated observations forecasting; Scoring rule;All these keywords.
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