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ArticleModeling data revisions: Measurement error and dynamics of “true” values

Jan P. A. M. Jacobs2010

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Articlegreen2010

Modeling data revisions: Measurement error and dynamics of “true” values

Jan P. A. M. Jacobs · Simon van Norden

121 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

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References

1990Forecasting, Structural Time Series Models and the Kalman Filter 2013Handbook of Economic Forecasting 1993Detrending, stylized facts and the business cycle 2002The Unreliability of Output-Gap Estimates in Real Time 2001A real-time data set for macroeconomists 2016Evaluation of Economic Forecasts 1951On the Accuracy of Economic Observations.1989Two Models of Measurements and the Investment Accelerator

Cited by

2017Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 2010VAR Estimation and Forecasting When Data Are Subject to Revision 2008Real-Time Representations of the Output Gap 2015Improving GDP measurement: A measurement-error perspective 2011Multivariate singular spectrum analysis for forecasting revisions to real-time data 2012REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS

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2008Frontiers of Real-Time Data Analysispreprint · 10 shared references 2011The Information Content of Capacity Utilization Rates for Output Gap Estimatesarticle · 8 shared references 2009Tests of Equal Predictive Ability With Real-Time Dataarticle · 7 shared references 2009Information in the Revision Process of Real-Time Datasetsarticle · 7 shared references 2012Forecasting with Real-Time Data Vintageschapter · 7 shared references 2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Modelsarticle · 7 shared references

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Year2010

Typearticle

Published2010-12-29

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations121

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2010.04.010

openalex_workW2133497347

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2012Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

2014Tracking world trade and GDP in real time