Properties and Stochastic nature of BEA's early estimates of GNP
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 43 (1991)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/jeconbus
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- Tara M. Sinclair & H.O. Stekler, 2011. "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers 2011-05, The George Washington University, Institute for International Economic Policy.
- H. Bakhshi & G. Kapetanios & T. Yates, 2005.
"Rational expectations and fixed-event forecasts: An application to UK inflation,"
Springer, vol. 30(3), pages 539-553, October.
- Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003. "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England.
- Tara M. Sinclair & H.O. Stekler, 2011.
"Examining the Quality of Early GDP Component Estimates,"
2011-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Dec 2011.
- Sinclair, Tara M. & Stekler, H.O., 2013. "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
- Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
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