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Applications of the Kalman filter to revisions in monthly retail sales estimates

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  • William E. Conrad & Carol Corrado, 1978. "Applications of the Kalman filter to revisions in monthly retail sales estimates," Special Studies Papers 125, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgsp:125
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    Cited by:

    1. Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
    2. 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.
    3. 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, vol. 91(Jul), pages 371-382.
    4. Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department.
    5. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    6. 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.).
    7. Dean Croushore, 2019. "Revisions to PCE Inflation Measures: Implications for Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 241-265, October.
    8. S. Borağan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 319-340, March.
    9. 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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