Are different vintages of data on the components of GDP co-integrated? : Some evidence for the United Kingdom
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 35 (1991)
Issue (Month): 4 (April)
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Web page: http://www.elsevier.com/locate/ecolet
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- Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
- Papaikonomou, Dimitrios & Pires, Jacinta, 2006.
"Are US output expectations unbiased? A cointegrated VAR analysis in real time,"
Elsevier, vol. 92(3), pages 440-446, September.
- Dimitrios Papaikonomou & Jacinta Pires, 2005. "Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time," Money Macro and Finance (MMF) Research Group Conference 2005 59, Money Macro and Finance Research Group.
- Shaun P. Vahey & Andreas Pick & Don M. Egginton, 2001.
""Keep it real!": A real-time UK macro data set,"
AccessEcon, vol. 28(18), pages A0.
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