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Modeling data revisions: Measurement error and dynamics of "true" values
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Cited by:
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009.
"A State Space Approach to Extracting the Signal From Uncertain Data,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
- Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
- 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).
- 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.
- Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017.
"Measurement errors and monetary policy: Then and now,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
- 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.
- Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012.
"Pronósticos de corto plazo en tiempo real para la actividad económica colombiana,"
Borradores de Economia
724, Banco de la Republica de Colombia.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 9827, Banco de la Republica.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011.
"Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
- Beetsma, Roel & Giuliodori, Massimo & Walschot, Mark & Wierts, Peter, 2013.
"Fifty years of fiscal planning and implementation in the Netherlands,"
European Journal of Political Economy, Elsevier, vol. 31(C), pages 119-138.
- Beetsma, Roel & Giuliodori, Massimo & Wierts, Peter & Walschot, Mark, 2010. "Fifty Years of Fiscal Planning and Implementation in the Netherlands," CEPR Discussion Papers 7969, C.E.P.R. Discussion Papers.
- repec:wrk:wrkemf:30 is not listed on IDEAS
- Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018.
"Uncertain Kingdom: Nowcasting GDP and its Revisions,"
Discussion Papers
1824, Centre for Macroeconomics (CFM).
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
- Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
- Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009.
"A State Space Approach to Extracting the Signal From Uncertain Data,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
- Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
- Clements, Michael P. & Beatriz Galvao, Ana, 2010.
"Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions,"
Economic Research Papers
270771, University of Warwick - Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
- Clements, Michael P., 2019.
"Do forecasters target first or later releases of national accounts data?,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1240-1249.
- Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
- Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012.
"Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data),"
Research Memorandum
021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Department of Economics - Working Papers Series 1040, The University of Melbourne.
- Jari Hännikäinen, 2014.
"Multi-step forecasting in the presence of breaks,"
Working Papers
1494, Tampere University, Faculty of Management and Business, Economics.
- Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
- M. Mogliani & T. Ferri re, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
- repec:wrk:wrkemf:35 is not listed on IDEAS
- Hännikäinen Jari, 2017.
"Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
- Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
- Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
- Roland Döhrn, 2023.
"Are German National Accounts informationally efficient?,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 23-42, March.
- Döhrn, Roland, 2020. "Are German national accounts informational efficient?," Ruhr Economic Papers 880, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- David de Antonio Liedo, 2014. "Nowcasting Belgium," Working Paper Research 256, National Bank of Belgium.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Strohsal, Till & Wolf, Elias, 2020. "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1252-1259.
- Ana Beatriz Galvão & James Mitchell & Johnny Runge, 2019. "Communicating Data Uncertainty: Experimental Evidence for U.K. GDP," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-20, Economic Statistics Centre of Excellence (ESCoE).
- Michael P. Clements, 2017.
"Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
- Michael P. Clements, 2015. "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance icma-dp2015-02, Henley Business School, University of Reading.
- Peter A.G. van Bergeijk, 2017. "Making Data Measurement Errors Transparent: The Case of the IMF," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 18(3), pages 133-154, July.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2022.
"Can GDP Measurement Be Further Improved? Data Revision and Reconciliation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 423-431, January.
- Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-15, Economic Statistics Centre of Excellence (ESCoE).
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Papers 1808.04970, arXiv.org.
- 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.
- Boriss Siliverstovs, 2012.
"Are GDP Revisions Predictable? Evidence for Switzerland,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
- Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," EcoMod2012 4219, EcoMod.
- Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
- Andreas Dibiasi & Samad Sarferaz, 2020. "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers 2006.09007, arXiv.org, revised Dec 2020.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024.
"GDP Solera: The Ideal Vintage Mix,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 984-997, July.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
- Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022. "GDP Solera: The Ideal Vintage Mix," CEPR Discussion Papers 17196, C.E.P.R. Discussion Papers.
- Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022. "GDP Solera: The Ideal Vintage Mix," Staff Reports 1027, Federal Reserve Bank of New York.
- 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.
- Travis J. Berge, 2023.
"Time-Varying Uncertainty of the Federal Reserve's Output Gap Estimate,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1191-1206, September.
- Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
- Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2015. "Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US," Discussion Papers 2015/13, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013.
"On the correspondence between data revision and trend-cycle decomposition,"
Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
- Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
- Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
- Dibiasi, Andreas & Sarferaz, Samad, 2023.
"Measuring macroeconomic uncertainty: A cross-country analysis,"
European Economic Review, Elsevier, vol. 153(C).
- Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
- Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
- Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013.
"Trend-Cycle Decomposition: Implications from an Exact Structural Identification,"
CIRANO Working Papers
2013s-23, CIRANO.
- Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013. "Trend-cycle decomposition: implications from an exact structural identification," Working Papers 13-22, Federal Reserve Bank of Philadelphia.
- Schanne, Norbert, 2015. "A Global Vector Autoregression (GVAR) model for regional labour markets and its forecasting performance with leading indicators in Germany," IAB-Discussion Paper 201513, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Maximo Camacho & Gabriel Perez-Quiros, 2010.
"Introducing the euro-sting: Short-term indicator of euro area growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2008.
"Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available,"
Discussion Papers in Economics
08/17, Division of Economics, School of Business, University of Leicester.
- Lee, Kevin & Olekalns, Nils & Shields, Kalvinder, 2009. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available," CEPR Discussion Papers 7426, C.E.P.R. Discussion Papers.
- 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.
- Chiu, Adrian & Wieladek, Tomasz, 2012. "Did output gap measurement improve over time?," Discussion Papers 36, Monetary Policy Committee Unit, Bank of England.
- Peter A. Zadrozny, 2016. "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series 5897, CESifo.
- Michael P. Clements & Ana Beatriz Galvão, 2011.
"Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models,"
Working Papers
678, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
- repec:wrk:wrkemf:31 is not listed on IDEAS
- Jan P. A. M. Jacobs & Simon van Norden, 2010.
"Lessons from the latest data on U.S. productivity,"
Working Papers
11-1, Federal Reserve Bank of Philadelphia.
- Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CIRANO Working Papers 2010s-46, CIRANO.
- Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
- Chiu Adrian & Wieladek Tomasz, 2013.
"Is the “Great Recession” really so different from the past?,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
- Chiu, Adrian & Wieladek, Tomasz, 2015. "Is the ‘Great Recession’ really so different from the past?," Discussion Papers 40, Monetary Policy Committee Unit, Bank of England.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- repec:wrk:wrkemf:11 is not listed on IDEAS
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
- repec:wrk:wrkemf:24 is not listed on IDEAS
- Juan Bógalo & Pilar Poncela & Eva Senra, 2021. "Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time," Mathematics, MDPI, vol. 9(11), pages 1-17, May.
- Michael P. Clements & Ana Beatriz Galvão, 2023. "Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 164-185, March.
- Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
- Juan Manuel Julio, 2011.
"Data Revisions and the Output Gap,"
Borradores de Economia
7956, Banco de la Republica.
- Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 642, Banco de la Republica de Colombia.
- Bob Krebs, 2019. "Revisions to Quarterly National Accounts data in Luxembourg," BCL working papers 136, Central Bank of Luxembourg.
- Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
- David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
- Baetje, Fabian & Friedrici, Karola, 2016. "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, vol. 143(C), pages 38-43.
- Yuliya Rychalovska & Sergey Slobodyan & Rafael Wouters, 2023. "Professional Survey Forecasts and Expectations in DSGE Models," CERGE-EI Working Papers wp766, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino, 2022. "Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 42-62, January.
- Götz, Thomas B. & Hecq, Alain & Urbain, Jean-Pierre, 2016. "Combining forecasts from successive data vintages: An application to U.S. growth," International Journal of Forecasting, Elsevier, vol. 32(1), pages 61-74.
- Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
- Richard G. Anderson & Charles S. Gascon, 2009. "Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 349-370.
- Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
- Croushore, Dean & Del Monaco Santos, Pedro, 2022. "The personal saving rate: Data revisions and forecasts," Economics Letters, Elsevier, vol. 219(C).
- Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 29(4), pages 698-714.
- repec:wrk:wrkemf:36 is not listed on IDEAS
- Strohsal, Till & Wolf, Elias, 2019. "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers 2019/11, Free University Berlin, School of Business & Economics.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Kurz, Malte S., 2018. "A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation," Economics Letters, Elsevier, vol. 168(C), pages 42-45.