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Improving GDP Measurement: A Measurement-Error Perspective
Citations
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As found by EconAcademics.org, the blog aggregator for Economics research:- Is the economy growing? Depends on how you measure it : GDP vs. GDI
by ? in FRED blog on 2022-09-01 13:00:00
Citations
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Cited by:
- Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
- Matthias Meier & Timo Reinelt, 2024.
"Monetary Policy, Markup Dispersion, and Aggregate TFP,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1012-1027, July.
- Matthias Meier & Timo Reinelt, 2020. "Monetary Policy,Markup Dispersion, and Aggregate TFP," CRC TR 224 Discussion Paper Series crctr224_2020_161, University of Bonn and University of Mannheim, Germany.
- Reinelt, Timo & Meier, Matthias, 2020. "Monetary policy, markup dispersion, and aggregate TFP," Working Paper Series 2427, European Central Bank.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021.
"Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," Papers 2003.14276, arXiv.org, revised Aug 2020.
- Arabinda Basistha, 2023. "Estimation of short‐run predictive factor for US growth using state employment data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 34-50, January.
- Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019.
"DSGE forecasts of the lost recovery,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018. "DSGE forecasts of the lost recovery," Staff Reports 844, Federal Reserve Bank of New York.
- 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.
- Nalewaik, Jeremy & Pinto, Eugénio, 2015. "The response of capital goods shipments to demand over the business cycle," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 62-80.
- Sekine, Toshitaka, 2022. "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, vol. 64(C).
- John C. Williams, 2015.
"The recovery’s final frontier?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," Speech 141, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," Speech 150, Federal Reserve Bank of San Francisco.
- Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
- Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
- repec:wrk:wrkemf:35 is not listed on IDEAS
- James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon, 2020.
"Reconciled Estimates of Monthly GDP in the US,"
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers
ESCoE DP-2020-16, Economic Statistics Centre of Excellence (ESCoE).
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019.
"Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data,"
NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170,
National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
- Eduardo Rossi & Paolo Santucci de Magistris, 2018.
"Indirect inference with time series observed with error,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
- Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
- 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.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022.
"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
- Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.
- Tom Stark, 2014. "Real-time performance of GDPplus and alternative model-based measures of GDP: 2005—2014," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Nov.
- 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.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP measurement: a forecast combination perspective,"
Working Papers
11-41, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.
- Jan-Benedict E. M. Steenkamp & Alberto Maydeu-Olivares, 2023. "Unrestricted factor analysis: A powerful alternative to confirmatory factor analysis," Journal of the Academy of Marketing Science, Springer, vol. 51(1), pages 86-113, January.
- Onno Kleen, 2024. "Scaling and measurement error sensitivity of scoring rules for distribution forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 833-849, August.
- repec:wrk:wrkemf:37 is not listed on IDEAS
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2018_1708, CEMFI.
- Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
- 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.
- Prydz, Espen Beer & Jolliffe, Dean & Serajuddin, Umar, 2021. "Mind the Gap," GLO Discussion Paper Series 944, Global Labor Organization (GLO).
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023.
"Employment reconciliation and nowcasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- 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.
- Geng, Pei, 2022. "Estimation of functional-coefficient autoregressive models with measurement error," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- John G. Fernald & J. Christina Wang, 2016.
"Why Has the Cyclicality of Productivity Changed? What Does It Mean?,"
Annual Review of Economics, Annual Reviews, vol. 8(1), pages 465-496, October.
- John G. Fernald & J. Christina Wang, 2015. "Why has the cyclicality of productivity changed?: what does it mean?," Current Policy Perspectives 15-6, Federal Reserve Bank of Boston.
- John G. Fernald & J. Christina Wang, 2016. "Why has the cyclicality of productivity changed? What does it mean?," Working Paper Series 2016-7, Federal Reserve Bank of San Francisco.
- J. Wang & John Fernald, 2016. "Why Has the Cyclicality of Productivity Changed? What Does It Mean?," 2016 Meeting Papers 1220, Society for Economic Dynamics.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
- Lee, Hangyu & Kim, Tae Bong, 2023. "The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy," Economic Modelling, Elsevier, vol. 118(C).
- Martín Almuzara & Dante Amengual & Enrique Sentana, 2019.
"Normality tests for latent variables,"
Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2017_1708, CEMFI.
- John C. Williams, 2015. "Looking forward, forward looking: the path for monetary policy," Speech 138, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "Data is the new black: monetary policy by the numbers," Speech 140, Federal Reserve Bank of San Francisco.
- Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
- Ben Zeev, Nadav & Pappa, Evi, 2015. "Multipliers of unexpected increases in defense spending: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 205-226.
- John C. Williams, 2015. "Looking forward: the path for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- Wankeun Oh & Jonghyun Yoo, 2020. "Long-Term Increases and Recent Slowdowns of CO 2 Emissions in Korea," Sustainability, MDPI, vol. 12(17), pages 1-13, August.
- Tom Stark, 2015. "First quarters in the national income and product accounts," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue May.
- Dr. Yannic Stucki, 2022. "Measuring Swiss employment growth: a measurement-error approach," Working Papers 2022-11, Swiss National Bank.
- 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.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
- van Bergeijk, P.A.G., 2017. "Measurement error of global production," ISS Working Papers - General Series 632, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
Papers
2305.06618, arXiv.org.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper 559, Tor Vergata University, CEIS, revised 15 Jun 2023.
- Matthew Read, 2024. "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers rdp2024-05, Reserve Bank of Australia.
- Kurt Graden Lunsford, 2023. "The Discrepancy Between Expenditure- and Income-Side Estimates of US Output," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(01), pages 1-7, January.
- Ammi, Mehdi & Arpin, Emmanuelle & Allin, Sara, 2021. "Interpreting forty-three-year trends of expenditures on public health in Canada: Long-run trends, temporal periods, and data differences," Health Policy, Elsevier, vol. 125(12), pages 1557-1564.
- Alifatussaadah, Ardiana & Primariesty, Anindya Diva & Soleh, Agus Mohamad & Andriansyah, Andriansyah, 2019. "Nowcasting Indonesia's GDP Growth: Are Fiscal Data Useful?," MPRA Paper 105252, University Library of Munich, Germany.
- Hu, Yingyao & Yao, Jiaxiong, 2022. "Illuminating economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 359-378.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
- Víctor M. Guerrero & Juan A. Mendoza, 2019. "On measuring economic growth from outer space: a single country approach," Empirical Economics, Springer, vol. 57(3), pages 971-990, September.
- Gyurkovics, Éva & Takács, Tibor, 2022. "Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application," Applied Mathematics and Computation, Elsevier, vol. 420(C).