Seasonality in revisions of macroeconomic data
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- Andres Fernandez & Norman R. Swanson, 2009.
"Real-time datasets really do make a difference: definitional change, data release, and forecasting,"
09-28, Federal Reserve Bank of Philadelphia.
- Norman R. Swanson & Andres Fernandez, 2011. "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers 201113, Rutgers University, Department of Economics.
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Keywordsreal-time data; seasonality;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MAC-2009-03-28 (Macroeconomics)
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