First announcements and real economic activity
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- Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Francisco Castro & Javier J. Pérez & Marta Rodríguez‐Vives, 2013.
"Fiscal Data Revisions in Europe,"
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- Riccardo M. Masolo & Alessia Paccagnini, 2015.
"Identifying Noise Shocks: a VAR with Data Revisions,"
1510, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
- Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, Reading University.
- David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
- repec:eee:eneeco:v:66:y:2017:i:c:p:337-348 is not listed on IDEAS
More about this item
KeywordsAnnouncements Real activity Data measurement Revisions;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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