A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production: K.D. PattersonJournal of Forecasting14 (4), 337–350 (July 1995)

A state space approach to forecasting th

A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production

✍ K. D. Patterson 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 928 KB

## Abstract There is considerable interest in the index of industrial production (IIP) as an indicator of the state of the UK's industrial base and, more generally, as a leading economic indicator. However, this index, in common with a number of key macroeconomic time series, is subject to revision