Comments on 'Forecasting with a real-time data set for macroeconomists'
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Macroeconomics.
Volume (Year): 24 (2002)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/622617
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- Tierney, Heather L.R., 2010.
"Real-Time Data Revisions and the PCE Measure of Inflation,"
20625, University Library of Munich, Germany.
- Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
- Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
- van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013.
"Bayesian forecasting of federal funds target rate decisions,"
Journal of Macroeconomics,
Elsevier, vol. 37(C), pages 19-40.
- Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
- Carmona, Carlos Capistran, 2005.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?,"
University of California at San Diego, Economics Working Paper Series
qt6v28v0b6, Department of Economics, UC San Diego.
- Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
- Carlos CapistrÃ¡n-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
- Carlos Capistrán, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
- Gloria Lucía Bernal Nisperuza & Johanna Táutiva Pradere, 2008. "Relevancia de los datos en tiempo real en la estimación de la regla de Taylor para Colombia," DOCUMENTOS DE ECONOMÃA 005421, UNIVERSIDAD JAVERIANA - BOGOTÁ.
- Tierney, Heather L.R., 2009.
"A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data,"
13089, University Library of Munich, Germany.
- Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13383, University Library of Munich, Germany, revised 03 Feb 2009.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The Univeristy of Manchester.
- 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.
- Heather L. R. Tierney, 2012.
"Examining the ability of core inflation to capture the overall trend of total inflation,"
Taylor and Francis Journals, vol. 44(4), pages 493-514, February.
- Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
- Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
- Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
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