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Forecasting Using First Available Versus Fully Revised Economic Time Series data

Author

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  • Swanson, N.R.

Abstract

First reported monthly and quarterly time series data on nine macroeconomic variables from 1960-1993 are given. Features of this so called "unrevised" or "first reported data" are discussed, and the data is compared with standard "fully revised" data using Granger causality tests.

Suggested Citation

  • Swanson, N.R., 1996. "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers 4-96-7, Pennsylvania State - Department of Economics.
    • Handle: RePEc:fth:pensta:4-96-7
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    Keywords

    FORECASTS; TIME SERIES;

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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