✦ LIBER ✦

Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions

✍ Scribed by Kees E. Bouwman; Jan P.A.M. Jacobs

Book ID: 113722615
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 218 KB
Volume: 33
Category: Article
ISSN: 0164-0704
DOI: 10.1016/j.jmacro.2011.04.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting with an econometric model: T

Forecasting with an econometric model: The ‘ragged edge’ problem

✍ Kenneth F. Wallis 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 813 KB

In practical econometric forecasting exercises, incomplete data on current and immediate past values of endogenous variables are available. This paper considers various approaches to this 'ragged edge' problem, including the common device of treating as 'temporarily exogenous' an endogenous variable

REAL-TIME FORECASTING OF INFLATION AND O

REAL-TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS

✍ Michael P. Clements; Ana Beatriz Galvão 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 187 KB

Dealing with Benchmark Revisions in Real

Dealing with Benchmark Revisions in Real-Time Data: The Case of German Production and Orders Statistics

✍ Thomas A. Knetsch; Hans-Eggert Reimers 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 960 KB