Are different vintages of data on the components of GDP co-integrated? : Some evidence for the United Kingdom
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References listed on IDEAS
- Lichtenberg, A. J. & Ujihara, A., 1989. "Application of nonlinear mapping theory to commodity price fluctuatuions," Journal of Economic Dynamics and Control, Elsevier, vol. 13(2), pages 225-246, April.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Papaikonomou, Dimitrios & Pires, Jacinta, 2006.
"Are US output expectations unbiased? A cointegrated VAR analysis in real time,"
Elsevier, vol. 92(3), pages 440-446, September.
- Dimitrios Papaikonomou & Jacinta Pires, 2005. "Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time," Money Macro and Finance (MMF) Research Group Conference 2005 59, Money Macro and Finance Research Group.
- Egginton, Don M. & Pick, Andreas & Vahey, Shaun P., 2002.
"'Keep it real!': a real-time UK macro data set,"
Elsevier, vol. 77(1), pages 15-20, September.
- 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.
- 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.
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