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How to Treat Benchmark Revisions? The Case of German Production and Orders Statistics
16 references·0 citing·43 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
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  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
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  • 2000Testing for the Cointegrating Rank of a VAR Process With Structural Shifts244 cited
  • 1983Rational Expectations and Macroeconomic Forecasts226 cited
  • 2009Banks’ regulatory capital buffer and the business cycle: Evidence for Germany222 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 1984

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Are preliminary announcements of the money stock rational forecasts?
211 cited
  • 2005Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry92 cited
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