Forecasting Using First Available Versus Fully Revised Economic Time Series data
AbstractFirst reported monthly and quarterly time series data on nine macroeconomic variables from 1960-1993 are given. Features of this so called "unrevised" or "first reported data" are discussed, and the data is compared with standard "fully revised" data using Granger causality tests.
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Bibliographic InfoPaper provided by Pennsylvania State - Department of Economics in its series Papers with number 4-96-7.
Length: 23 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Web page: http://econ.la.psu.edu/
More information through EDIRC
FORECASTS; TIME SERIES;
Other versions of this item:
- Swanson Norman, 1996. "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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