SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Modeling data revisions: Measurement error and dynamics of “true” values
16 references·16 citing·43 second hopsampled
Modeling data revisions: Measurement error and dynamics of “true” values (2010)Modeling data revisions: Measurement erro…Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Data Revisions Are Not Well Behaved (2008)Data Revisions Are Not Well B…News and Noise in G-7 GDP Announcements (2005)News and Noise in G-7 GDP Ann…The Use and Abuse of Real-Time Data in Economic Forecasting (2003)The Use and Abuse of Real-Tim…A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? (2003)A Real-Time Data Set for Macr…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Measuring the NAIRU: Evidence from Seven Economies (2001)Measuring the NAIRU: Evidence…A real-time data set for macroeconomists (2001)A real-time data set for macr…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Are preliminary announcements of the money stock rational forecasts? (1984)Are preliminary announcements…The Identification Problem for Multiple Equation Systems with Moving Average Errors (1971)The Identification Problem fo…On the Accuracy of Economic Observations. (1951)On the Accuracy of Economic O…Measuring macroeconomic uncertainty: A cross-country analysis (2023)Measuring macroeconomic uncer…Can GDP Measurement Be Further Improved? Data Revision and Reconciliation (2020)Can GDP Measurement Be Furthe…Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability (2017)Forecasting through the Rearv…Improving GDP measurement: A measurement-error perspective (2015)Improving GDP measurement: A …Tracking world trade and GDP in real time (2014)Tracking world trade and GDP …Improving GDP Measurement: A Measurement-Error Perspective (2013)Improving GDP Measurement: A …REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS (2012)REAL‐TIME FORECASTING OF INFL…Forecasting with vector autoregressive models of data vintages: US output growth and inflation (2012)Forecasting with vector autor…Forecasting with Real-Time Data Vintages (2012)Forecasting with Real-Time Da…Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability (2012)Forecasting through the Rear-…The Information Content of Capacity Utilization Rates for Output Gap Estimates (2011)The Information Content of Ca…Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011)Multivariate singular spectru…VAR Estimation and Forecasting When Data Are Subject to Revision (2010)VAR Estimation and Forecastin…The Information Content of KOF Indicators on Swiss Current Account Data Revisions (2008)The Information Content of KO…Real-Time Representations of the Output Gap (2008)Real-Time Representations of …Undertaking Revisions and Real-Time Data Analysis using the OECD Main Economic Indicators Original Release Data and Revisions Database (2006)Undertaking Revisions and Rea…Applied Economic Forecasting (1967)8 Forecast evaluation and combination (1996)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Investor Attention and Stock Market Volatility (2014)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Chapter 4 Forecast Combinations (2006)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Time to Build and Aggregate Fluctuations (1982)The macroeconomic effects of distortionary taxation (1994)Chapter 10 Forecasting with Many Predictors (2006)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Comparing Predictive Accuracy (1994)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Approximately normal tests for equal predictive accuracy in nested models (2006)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)Advances in Forecast Evaluation (2013)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)As Others See Us: A Case Study in Path Analysis (1987)Globalization and Peace: Assessing New Directions in the Study of Trade and Conflict (1999)Trading Data (2009)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2016Evaluation of Economic Forecasts529 cited
  • 1951On the Accuracy of Economic Observations.379 cited
  • 1989Two Models of Measurements and the Investment Accelerator371 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 2008Data Revisions Are Not Well Behaved236 cited
  • 2003The Use and Abuse of Real-Time Data in Economic Forecasting233 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 1984Are preliminary announcements of the money stock rational forecasts?211 cited
  • 2001Measuring the NAIRU: Evidence from Seven Economies207 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 1971The Identification Problem for Multiple Equation Systems with Moving Average Errors

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

184 cited

Cited by

  • 2017Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability87 cited
  • 2010VAR Estimation and Forecasting When Data Are Subject to Revision83 cited
  • 2008Real-Time Representations of the Output Gap80 cited
  • 2015Improving GDP measurement: A measurement-error perspective72 cited
  • 2011Multivariate singular spectrum analysis for forecasting revisions to real-time data63 cited
  • 2012REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS59 cited
  • 2012Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability58 cited
  • 2014Tracking world trade and GDP in real time55 cited
  • 2008The Information Content of KOF Indicators on Swiss Current Account Data Revisions48 cited
  • 2013Improving GDP Measurement: A Measurement-Error Perspective34 cited
  • 2012Forecasting with vector autoregressive models of data vintages: US output growth and inflation33 cited
  • 2012Forecasting with Real-Time Data Vintages33 cited
  • 2011The Information Content of Capacity Utilization Rates for Output Gap Estimates29 cited
  • 2006Undertaking Revisions and Real-Time Data Analysis using the OECD Main Economic Indicators Original Release Data and Revisions Database27 cited
  • 2023Measuring macroeconomic uncertainty: A cross-country analysis22 cited
  • 2020Can GDP Measurement Be Further Improved? Data Revision and Reconciliation21 cited