Applications of the Kalman filter to revisions in monthly retail sales estimates
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 125.
Date of creation: 1978
Date of revision:
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- S. Boragan Aruoba, 2008.
"Data Revisions Are Not Well Behaved,"
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Blackwell Publishing, vol. 40(2-3), pages 319-340, 03.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-Time Measurement of Business Conditions,"
PIER Working Paper Archive
07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- Caniëls,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.
- Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 371-382.
- 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.).
- Dean Croushore, 2008.
"Frontiers of real-time data analysis,"
08-4, Federal Reserve Bank of Philadelphia.
- Dean Croushore, 2008. "Revisions to PCE inflation measures: implications for monetary policy," Working Papers 08-8, Federal Reserve Bank of Philadelphia.
- Mason, Charles F. & Phillips, Owen R., 2001. "Dynamic learning in a two-person experimental game," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1305-1344, September.
- Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department.
- 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.
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