Data Revisions and the Output Gap
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- Juan Manuel Julio Román, 2011. "Modeling Data Revisions," BORRADORES DE ECONOMIA 007929, BANCO DE LA REPÚBLICA.
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0909, Birkbeck, Department of Economics, Mathematics & Statistics.
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- Julio Roman, Juan Manuel, 2011. "The Hodrick-Prescott filter with priors: linear restrictions on HP filters," MPRA Paper 34202, University Library of Munich, Germany.
More about this item
KeywordsData Revisions; Now-casting; Real Time Economic Analysis. Classification JEL: C22; C53; C82.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
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