Combining historical and preliminary information to obtain timely time series data
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 371-382.
- Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar, 2001.
"Data graduation based on statistical time series methods,"
Statistics & Probability Letters, Elsevier, vol. 52(2), pages 169-175, April.
- Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar, 1997. "Data graduation based on statistical time series methods," DES - Working Papers. Statistics and Econometrics. WS 6213, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Dean Croushore, 2011.
"Frontiers of Real-Time Data Analysis,"
Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
- Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
- Victor Guerrero, 2005. "Restricted estimation of an adjusted time series: application to Mexico's industrial production index," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(2), pages 157-177.
- Victor Guerrero & Edmundo Berumen, 1998. "Forecasting electricity consumption with extra-model information provided by consumers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 283-299.
- Carlo Altavilla & Matteo Ciccarelli, 2011.
"Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset,"
CSEF Working Papers
274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset," CESifo Working Paper Series 3372, CESifo.
- Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series 846, European Central Bank.
- Ruiz, Edilberto & Nieto, Fabio H., 2000. "A note on linear combination of predictors," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 351-356, May.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:9:y:1993:i:4:p:477-485. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.