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Data Errors and Forecasting Accuracy

In: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance

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  • Rosanne Cole

Abstract

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Suggested Citation

  • Rosanne Cole, 1969. "Data Errors and Forecasting Accuracy," NBER Chapters,in: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance, pages 47-82 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:1215
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    Cited by:

    1. Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    2. Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    3. 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.
    4. Orphanides, Athanasios, 2003. "Monetary policy evaluation with noisy information," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 605-631, April.
    5. Croushore, Dean & Stark, Tom, 2001. "A real-time data set for macroeconomists," Journal of Econometrics, Elsevier, vol. 105(1), pages 111-130, November.
    6. Tessier, Thomas H. & Armstrong, J. Scott, 2015. "Decomposition of time-series by level and change," Journal of Business Research, Elsevier, vol. 68(8), pages 1755-1758.
    7. Dean Croushore & Tom Stark, 2002. "Is macroeconomic research robust to alternative data sets?," Working Papers 02-3, Federal Reserve Bank of Philadelphia.
    8. Leonard I. Nakamura & Tom Stark, 2007. "Mismeasured personal saving and the permanent income hypothesis," Working Papers 07-8, Federal Reserve Bank of Philadelphia.
    9. Stark, Tom & Croushore, Dean, 2002. "Forecasting with a real-time data set for macroeconomists," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 507-531, December.
    10. 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.
    11. Bruce Grimm & Albert Hirsch, 1982. "The Impact of the 1976 NIPA Benchmark Revision on the Structure and Predictive Accuracy of the BEA Quarterly Econometric Model," NBER Chapters,in: The U.S. National Income and Product Accounts: Selected Topics, pages 333-382 National Bureau of Economic Research, Inc.
    12. Didier Borowski & Carine Bouthevillain & Catherine Doz & Pierre Malgrange & Pierre Morin, 1991. "Vingt ans de prévisions macro-économiques : une évaluation sur données françaises," Économie et Prévision, Programme National Persée, vol. 99(3), pages 43-65.

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