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Data Revisions Are Not Well Behaved
3 references·16 citing·49 second hop
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References

  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited

Cited by

  • 2010Introducing the euro‐sting: Short‐term indicator of euro area growth353 cited
  • 2010Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion341 cited
  • 2013Advances in Forecast Evaluation171 cited
  • 2011Fitting observed inflation expectations138 cited
  • 2009The on-the-run liquidity phenomenon123 cited
  • 2010Modeling data revisions: Measurement error and dynamics of “true” values121 cited
  • 2014Predicting Restatements in Macroeconomic Indicators Using Accounting Information106 cited
  • 2017Aggregate Cost Stickiness in GAAP Financial Statements and Future Unemployment Rate104 cited
  • 2009Tests of Equal Predictive Ability With Real-Time Data104 cited
  • 2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters99 cited
  • 2010An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data92 cited
  • 2011The reliability of real-time estimates of the euro area output gap

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87 cited
  • 2017Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability87 cited
  • 2010VAR Estimation and Forecasting When Data Are Subject to Revision83 cited
  • 2014REAL‐TIME DATA AND FISCAL POLICY ANALYSIS: A SURVEY OF THE LITERATURE73 cited
  • 2009Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty72 cited