Citations for "VAR Estimation and Forecasting When Data Are Subject to Revision"
by N. Kundan Kishor & Evan F. Koenig
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- Richard G. Anderson & Charles S. Gascon, 2009.
"Estimating U.S. output growth with vintage data in a state-space framework,"
Federal Reserve Bank of St. Louis, issue Jul, pages 349-370.
- Dominique Guegan & Florian Ielpo, 2007.
"Further evidence on the impact of economic news on interest rates,"
UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers)
- Nalewaik, Jeremy J., 2011.
"Incorporating vintage differences and forecasts into Markov switching models,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 281-307, April.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
NBER Working Papers
17421, National Bureau of Economic Research, Inc.
- Richard G. Anderson, 2006.
"Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC,"
Federal Reserve Bank of St. Louis, issue Jan, pages 81-93.
- Norden, Simon van & Tian, Jing & Jacobs, Jan & Dungey, Mardi, 2012.
"On trend-cycle decomposition and data revision,"
12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- George Kapetanios & Tony Yates, 2010.
"Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(5), pages 869-893.
- Dean Croushore, 2008.
"Frontiers of real-time data analysis,"
08-4, Federal Reserve Bank of Philadelphia.
- Todd Clark & Michael W. McCracken, 2011.
"Advances in forecast evaluation,"
1120, Federal Reserve Bank of Cleveland.
- Aaron Drew & Özer Karagedikli, 2008.
"Some benefits of monetary policy transparency in New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/01, Reserve Bank of New Zealand.
- Tara M. Sinclair, 2012.
"Forecasting Data Vintages,"
2012-001, The George Washington University, Department of Economics, Research Program on Forecasting.
- Jacobs, Jan P.A.M. & van Norden, Simon, 2011.
"Modeling data revisions: Measurement error and dynamics of "true" values,"
Journal of Econometrics,
Elsevier, vol. 161(2), pages 101-109, April.
- Ielpo, Florian & Guégan, Dominique, 2006.
"An econometric specification of monetary policy dark art,"
1004, University Library of Munich, Germany, revised 07 Oct 2006.
- Michael P. Clements & Ana Beatriz Galv�o, 2011.
"Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models,"
678, Queen Mary, University of London, School of Economics and Finance.
- Altavilla, Carlo & Ciccarelli, Matteo, 2010.
"Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts,"
Elsevier, vol. 27(1), pages 237-253, January.
- Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009.
"Real time representation of the UK output gap in the presence of model uncertainty,"
International Journal of Forecasting,
Elsevier, vol. 25(1), pages 81-102.
- 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.
- Jennifer Castle & David Hendry, 2012.
"Forecasting by factors, by variables, or both?,"
Economics Series Working Papers
600, University of Oxford, Department of Economics.
- Lee, Kevin & Olekalns, Nils & Shields, Kalvinder K, 2009.
"Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available,"
CEPR Discussion Papers
7426, C.E.P.R. Discussion Papers.