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Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
14 references·1 citing·45 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1995Fully Modified Least Squares and Vector Autoregression597 cited
  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
  • 1990Comparing Information in Forecasts from Econometric Models427 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
  • 1996What Do the Leading Indicators Lead?162 cited
  • 1982Tests of equilibrium macroeconomics using contemporaneous monetary data109 cited
  • 1993Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications86 cited
  • 1991Turning point prediction with the composite leading index: An ex ante analysis59 cited
  • 1995An Integrated Model of the Data Measurement and Data Generation Processes with an Application to Consumers' Expenditure40 cited
  • 1995Prediction of final data with use of preliminary and/or revised data

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  • 2011MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS*14 cited