UK Real-Time Macro Data Characteristics
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- Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages 119-135, February.
- Shaun Vahey & Tony Garratt, 2005. "UK Real-time Macro Data Characteristics," Computing in Economics and Finance 2005 253, Society for Computational Economics.
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More about this item
Keywords
real-time data; structural breaks; probability event forecasts;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E00 - Macroeconomics and Monetary Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-02-20 (All new papers)
- NEP-ETS-2005-02-20 (Econometric Time Series)
- NEP-MAC-2005-02-20 (Macroeconomics)
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