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On Functions, Quality, and Timeliness of Economic Information

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Author Info
Victor Zarnowitz
Abstract

The flow of production and use of economic information consists of the collection and processing of primary data, the reporting of the resulting measures, and the transformation of the latter into signals or messages that presumably aid knowledge or decision-making. Each stage contributes to the return and costs, quality and errors of the information. The processes involved on the micro and macro levels show important similarities and interact ions. The uncertainty about economic information increases with the probability of error in the underlying data and their processing and interpretation. Many errors cannot be promptly detected and eliminated but can be gradually reduced over time, as attested by the revisions in economic statistics. This paper presents substantial evidence on the accuracy of provisional estimates of quarterly and monthly changes in eighteen important variables. Measures of several aspects of data quality and of average lags of data release and signal detection are provided for a collection of 110 widely used economic indicators. These materials help identify the location of the more serious measurement errors by variable and period, and they show that informational lags of five and more months are frequent. The errors and lags of information may lead to apparently "systematic" but not readily detectable and removable errors in expectations. This is likely to happen, in particular, in times of great surprises and shocks when measurement of short-term changes in the economy is most difficult and current signals are often misread. Some illustrations are drawn from the events of 1970-75.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 0608.

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Date of creation: Feb 1982
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Handle: RePEc:nbr:nberwo:0608

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April. [Downloadable!] (restricted)
  2. Laidler, David E W & Parkin, J Michael, 1975. "Inflation: A Survey," Economic Journal, Royal Economic Society, vol. 85(340), pages 741-809, December. [Downloadable!] (restricted)
  3. Gordon, Robert Aaron, 1976. "Rigor and Relevance in a Changing Institutional Setting," American Economic Review, American Economic Association, vol. 66(1), pages 1-14, March.
  4. Hall, Robert E., 1980. "Labor supply and aggregate fluctuations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 12(1), pages 7-33, January. [Downloadable!] (restricted)
  5. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis. [Downloadable!]
  6. George J. Stigler, 1961. "The Economics of Information," Journal of Political Economy, University of Chicago Press, vol. 69, pages 213. [Downloadable!] (restricted)
  7. Robert E. Hall, 1980. "Labor Supply and Aggregate Fluctuations," NBER Working Papers 0385, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  1. Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2000. "The Composite Index of Leading Economic Indicators: How to Make it More Timely," Economics Program Working Papers 00-04, The Conference Board, Economics Program. [Downloadable!]
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  2. Victor Zarnowitz & Geoffrey H. Moore, 1986. "Forecasting Recessions Under the Gramm-Rudman-Hollings Law," NBER Working Papers 2066, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Victor Zarnowitz & Louis A. Lambros, 1987. "Consensus and Uncertainty in Economic Prediction," NBER Working Papers 1171, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Victor Zarnowitz, 1986. "Rational Expectations and Macroeconomic Forecasts," NBER Working Papers 1070, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Jeffrey A. Frankel, 1989. "Obstacles to International Macroeconomic Policy Coordination," NBER Working Papers 2505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
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