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Citations for "A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?"

by Dean Croushore & Tom Stark

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  1. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 49(1), pages 72-100, March.
  2. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department, Banco de Portugal, Economics and Research Department.
  3. Kurmas Akdogan & Yunus Aksoy, 2007. "Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 0703, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  4. Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2005. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2006,01, Deutsche Bundesbank, Research Centre.
  5. Aslanidis, Nektarios & Cipollini, Andrea, 2010. "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(1), pages 145-156, March.
  6. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics 484, University of Oxford, Department of Economics.
  7. John Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers, CIRANO 2009s-36, CIRANO.
  8. Dean Croushore & Charles L. Evans, 2000. "Data Revisions and the Identification of Monetary Policy Shocks," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0842, Econometric Society.
  9. Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001, Society for Computational Economics 258, Society for Computational Economics.
  10. S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(2-3), pages 319-340, 03.
  11. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 172(1), pages 63-81.
  12. Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(3), pages 479-492.
  13. Ales Bulir & Jaromír Hurník & Katerina Smidkova, 2014. "Inflation Reports and Models: How Well Do Central Banks Really Write?," IMF Working Papers, International Monetary Fund 14/91, International Monetary Fund.
  14. Lucrezia Reichlin & Domenico Giannone & Luca Sala, . "Monetary policy in real time," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles 2013/10177, ULB -- Universite Libre de Bruxelles.
  15. Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  16. Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 46(1), pages 3-56, March.
  17. Michael P. Clements & Ana Beatriz Galvao, 2009. "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206.
  18. Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan, 2013. "Combining expert forecasts: Can anything beat the simple average?," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(1), pages 108-121.
  19. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312 National Bureau of Economic Research, Inc.
  20. Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(4), pages 698-714.
  21. Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
  22. Isabel Yi Zheng & James Rossiter, 2006. "Using Monthly Indicators to Predict Quarterly GDP," Working Papers, Bank of Canada 06-26, Bank of Canada.
  23. Michael Pedersen, 2010. "Extracting GDP Signals From the Monthly Indicator of Economic Activity: Evidence From Chilean Real-Time Data," Working Papers Central Bank of Chile, Central Bank of Chile 595, Central Bank of Chile.
  24. Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 20625, University Library of Munich, Germany.
  25. Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2004,11, Deutsche Bundesbank, Research Centre.
  26. Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Banco de Espa�a Working Papers, Banco de Espa�a 0935, Banco de Espa�a.
  27. Jens Hogrefe, 2008. "Forecasting data revisions of GDP: a mixed frequency approach," AStA Advances in Statistical Analysis, Springer, Springer, vol. 92(3), pages 271-296, August.
  28. Hui Feng, 2005. "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers, Department of Economics, University of Victoria 0515, Department of Economics, University of Victoria.
  29. Martin Mandler, 2009. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) 200947, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  30. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 885, University of Warwick, Department of Economics.
  31. Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 874, Board of Governors of the Federal Reserve System (U.S.).
  32. S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004, Society for Computational Economics 131, Society for Computational Economics.
  33. Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series, European Central Bank 0846, European Central Bank.
  34. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 27(4), pages 441-454.
  35. Croushore Dean, 2010. "An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 10(1), pages 1-32, May.
  36. Hamilton, James D., 2011. "Calling recessions in real time," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(4), pages 1006-1026, October.
  37. Ben S. Bernanke & Jean Boivin, 2001. "Monetary Policy in a Data-Rich Environment," NBER Working Papers 8379, National Bureau of Economic Research, Inc.
  38. Knut Are Aastveit & Tørres G. Trovik, 2008. "Estimating the output gap in real time: A factor model approach," Working Paper, Norges Bank 2008/23, Norges Bank.
  39. Kizys, Renatas & Pierdzioch, Christian, 2010. "The business cycle and the equity risk premium in real time," International Review of Economics & Finance, Elsevier, Elsevier, vol. 19(4), pages 711-722, October.
  40. Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 772, University of Warwick, Department of Economics.
  41. 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.
  42. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 773, University of Warwick, Department of Economics.
  43. Norden, Simon van & Tian, Jing & Jacobs, Jan & Dungey, Mardi, 2012. "On trend-cycle decomposition and data revision," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  44. Dean Croushore, 2008. "Revisions to PCE inflation measures: implications for monetary policy," Working Papers 08-8, Federal Reserve Bank of Philadelphia.
  45. Golinelli, Roberto & Parigi, Giuseppe, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5302, C.E.P.R. Discussion Papers.
  46. Dean Croushore & Tom Stark, 1999. "Does data vintage matter for forecasting?," Working Papers 99-15, Federal Reserve Bank of Philadelphia.
  47. Kizys, Renatas & Pierdzioch, Christian, 2011. "The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(3), pages 168-186, May.
  48. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
  49. Leonard Nakamura & Tom Stark, 2005. "Benchmark revisions and the U.S. personal saving rate," Working Papers 05-6, Federal Reserve Bank of Philadelphia.
  50. John Galbraith & Simon van Norden, 2008. "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers, McGill University, Department of Economics 2008-05, McGill University, Department of Economics.
  51. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007. "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(1), pages 121-136.
  52. Leonard I. Nakamura & Tom Stark, 2007. "Mismeasured personal saving and the permanent income hypothesis," Working Papers 07-8, Federal Reserve Bank of Philadelphia.
  53. Tom Stark, 2000. "Does current-quarter information improve quarterly forecasts for the U.S. economy?," Working Papers 00-2, Federal Reserve Bank of Philadelphia.
  54. Cath Sleeman, 2006. "Analysis of revisions to quarterly GDP - a real-time database," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, Reserve Bank of New Zealand, vol. 69, pages 44p., March.