Applications of the Kalman filter to revisions in monthly retail sales estimates
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- Dean Croushore, 2008. "Revisions to PCE inflation measures: implications for monetary policy," Working Papers 08-8, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
- Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
- Mason, Charles F. & Phillips, Owen R., 2001. "Dynamic learning in a two-person experimental game," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1305-1344, September.
- Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 371-382.
- S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, 03.
- Aruoba, Boragan, 2005. "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers 5271, C.E.P.R. Discussion Papers.
- Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department.
- 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.
- B. Dianne Pauls, 1987. "Improving the forecast accuracy of provisional data: an application of the Kalman filter to retail sales estimates," International Finance Discussion Papers 318, Board of Governors of the Federal Reserve System (U.S.).
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