Forecasting Data Vintages
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References listed on IDEAS
- Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003.
"The Use and Abuse of Real-Time Data in Economic Forecasting,"
The Review of Economics and Statistics,
MIT Press, vol. 85(3), pages 618-628, August.
- Evan F. Koenig & Sheila Dolmas & Jeremy M. Piger, 2000. "The use and abuse of "real-time" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
- Evan F. Koenig & Sheila Dolmas & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
- Koenig, Evan F. & Dolmas, Sheila & Piger, Jeremy M., 2000. "The use and abuse of "real-time" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
- N. Kundan Kishor & Evan F. Koenig, 2009.
"VAR Estimation and Forecasting When Data Are Subject to Revision,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 30(2), pages 181-190, July.
- Kishor, N. Kundan & Koenig, Evan F., 2005. "VAR estimation and forecasting when data are subject to revision," Working Papers 0501, Federal Reserve Bank of Dallas.
More about this item
KeywordsReal time data; Evaluating forecasts; Forecasting practice; Time series; Econometric models;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-08 (All new papers)
- NEP-CBA-2012-02-08 (Central Banking)
- NEP-ECM-2012-02-08 (Econometrics)
- NEP-ETS-2012-02-08 (Econometric Time Series)
- NEP-FOR-2012-02-08 (Forecasting)
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