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An Integrated Model of the Data Measurement and Data Generation Processes with an Application to Consumers' Expenditure
14 references·2 citing·44 second hop
An Integrated Model of the Data Measurement and Data Generation Processes with an Application to Consumers' Expenditure (1995)An Integrated Model of the Data Measureme…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom (1992)The Intertemporal Elasticity …Data Revisions and the Expenditure Components of GDP (1991)Data Revisions and the Expend…ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)ON TESTING FOR UNBIASEDNESS A…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates (1987)Ain't Behavin': Forecast Erro…THE STABILITY OF SOME ANNUAL CONSUMPTION FUNCTIONS (1986)THE STABILITY OF SOME ANNUAL …News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment (1984)Data Revision, Reconstruction…Are preliminary announcements of the money stock rational forecasts? (1984)Are preliminary announcements…The Use of Preliminary Data in Econometric Forecasting (1978)The Use of Preliminary Data i…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Survey of current business (1921)Survey of current businessRevisions to Official Data on U.S. GNP: A Multivariate Assessment of Different Vintages (2004)Revisions to Official Data on…Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (1996)Forecasting Using First-Avail…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Income, Saving and the Theory of Consumer Behavior. 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(2000)Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Introducing the euro‐sting: Short‐term indicator of euro area growth (2010)Declining public concern about climate change: Can we blame the great recession? (2012)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1921Survey of current business2,134 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 1990ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS*285 cited
  • 1984Are preliminary announcements of the money stock rational forecasts?211 cited
  • 1978The Use of Preliminary Data in Econometric Forecasting131 cited
  • 1984Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment87 cited
  • 1992The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom85 cited
  • 1987Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates78 cited
  • 1991Data Revisions and the Expenditure Components of GDP52 cited
  • 1986THE STABILITY OF SOME ANNUAL CONSUMPTION FUNCTIONS25 cited

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Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
39 cited
  • 2004Revisions to Official Data on U.S. GNP: A Multivariate Assessment of Different Vintages15 cited