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Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment

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Author Info
Howrey, E Philip

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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 66 (1984)
Issue (Month): 3 (August)
Pages: 386-93
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Handle: RePEc:tpr:restat:v:66:y:1984:i:3:p:386-93

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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. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department. [Downloadable!]
  4. 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!]
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  5. 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!]
  6. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
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This page was last updated on 2009-11-16.


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