Do noisy data exacerbate cyclical volatility?
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References listed on IDEAS
- Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
- Kenneth Kasa, 2000.
"Forecasting the Forecasts of Others in the Frequency Domain,"
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- Kenneth Kasa, 1995. "Signal extraction and the propagation of business cycles," Working Papers in Applied Economic Theory 95-14, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Glenn D. Rudebusch, 1989. "Forecasting output with the composite leading index: an ex ante analysis," Finance and Economics Discussion Series 90, Board of Governors of the Federal Reserve System (U.S.).
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KeywordsEconomic indicators ; Business cycles ; Rational expectations (Economic theory);
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