Efficient Forecasts or Measurement Errors? Some Evidence for Revisions to United Kingdom GDP Growth Rates
AbstractPrevious studies of revisions to key economic time series for the United States have suggested that, in some cases, the revisi ons are like pure measurement errors and, in others, that they are not forecastable from information available at the time the data is compiled. In this study, the authors analyze these issues for an extensive set of revisions to estimates of GDP for the United Kingdom and draw out some of the implications of their findings for statistical practice. Copyright 1992 by Blackwell Publishers Ltd and The Victoria University of Manchester
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Bibliographic InfoArticle provided by University of Manchester in its journal The Manchester School of Economic & Social Studies.
Volume (Year): 60 (1992)
Issue (Month): 3 (September)
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Web page: http://www.socialsciences.manchester.ac.uk/disciplines/economics/
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- Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
- Silva Lopes, Artur, 1994.
"A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
[The "rational expectations hypothesis": theory and reality (a guided to," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Patterson, K. D., 1995. "Forecasting the final vintage of real personal disposable income: A state space approach," International Journal of Forecasting, Elsevier, vol. 11(3), pages 395-405, September.
- Patterson, K. D., 2003. "Exploiting information in vintages of time-series data," International Journal of Forecasting, Elsevier, vol. 19(2), pages 177-197.
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