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The Use of Preliminary Data in Econometric Forecasting

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Author Info
Howrey, E Philip

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File URL: http://links.jstor.org/sici?sici=0034-6535%28197804%2960%3A2%3C193%3ATUOPDI%3E2.0.CO%3B2-E&origin=repec
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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 60 (1978)
Issue (Month): 2 (May)
Pages: 193-200
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Handle: RePEc:tpr:restat:v:60:y:1978:i:2:p:193-200

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  1. Fabio Busetti, 2001. "The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model," Temi di discussione (Economic working papers) 437, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Todd E. Clark & Michael W. McCracken, 2007. "Tests of equal predictive ability with real-time data," Research Working Paper RWP 07-06, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:
  3. Dean Croushore, 2008. "Revisions to PCE inflation measures: implications for monetary policy," Working Papers 08-8, Federal Reserve Bank of Philadelphia. [Downloadable!]
  4. Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
    Other versions:
  5. Richard G. Anderson & Charles S. Gascon, 2009. "Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 349-370. [Downloadable!]
  6. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
  7. Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard, 2007. "A State Space Approach To The Policymaker's Data Uncertainty Problem," Money Macro and Finance (MMF) Research Group Conference 2006 168, Money Macro and Finance Research Group. [Downloadable!]
  8. Caniƫls,Marjolein C.J., 1998. "The Geographic Distribution of Patents and Value Added Across European," Research Memoranda 003, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology. [Downloadable!]
  9. Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department. [Downloadable!]
  10. Dean Croushore & Tom Stark, 2002. "Is macroeconomic research robust to alternative data sets?," Working Papers 02-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
  11. Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:
  12. Jon Faust & John H. Rogers & Jonathan H. Wright, 2000. "News and noise in G-7 GDP announcements," International Finance Discussion Papers 690, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  13. Dean Croushore & Tom Stark, 2000. "A real-time data set for macroeconomists: does data vintage matter for forecasting?," Working Papers 00-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
  14. B. Dianne Pauls, 1987. "Improving the forecast accuracy of provisional data: an application of the Kalman filter to retail sales estimates," International Finance Discussion Papers 318, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  15. Tom Stark & Dean Croushore, 2001. "Forecasting with a real-time data set for macroeconomists," Working Papers 01-10, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  16. Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group. [Downloadable!]
  17. Chris Bajada, 2001. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Working Paper Series 110, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    Other versions:
  18. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
  19. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
    Other versions:
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