What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence
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Citations
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Cited by:
- Jan Jacobs & Jan-Egbert Sturm, 2009.
"The information content of KOF indicators on Swiss current account data revisions,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
- Jan Jacobs & Jan-Egbert Sturm, 2008. "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series 2370, CESifo.
- Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
- Clements, Michael P. & Beatriz Galvão, Ana, 2010.
"First announcements and real economic activity,"
European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
- Clements, Michael P. & Beatriz Galvao, Ana, 2008. "First Announcements and Real Economic Activity," Economic Research Papers 271314, University of Warwick - Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
- Juan Manuel Julio Román, 2011.
"Modeling Data Revisions,"
Borradores de Economia
7929, Banco de la Republica.
- Juan Manuel Julio, 2011. "Modeling Data Revisions," Borradores de Economia 641, Banco de la Republica de Colombia.
- 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.
- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009.
"Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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More about this item
Keywords
cointegration breakdown; real time data; Phillips curve;All these keywords.
JEL classification:
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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