data revisions
Data revisions and DSGE models
... time data availability (Coenen et ...unanticipated data revisions to have an e¤ect on business cycle ...revised data, including data revision predictions for the set of observations ...
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Forecasting and tracking real time data revisions in inflation persistence
... to data revisions, a data collection problem as is the case in V_2000:Q1 or it could simply reflect a period of uncertainty in the ...a data collection ...
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Real Time Data Revisions and the PCE Measure of Inflation
... The general idea for testing for the effects of data revisions necessitates analyzing the same sample period in the three previously mentioned methodologies and to testing for coincidence. As noted by ...
30
Real Time Data Revisions and the PCE Measure of Inflation
... of data revisions and the PCE, Croushore (2008) analyzes the changes in the magnitudes and the pattern of the data revisions of ...real-time data revisions in PCE in the ...
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GDP Data Revisions in Macedonia – Is There Any Systematic Pattern?
... that revisions to GDP announcements are quite large in all G-7 countries and many revisions in quarterly GDP growth are over a full percentage point at annualized ...GDP data revisions and ...
19
Forecasting and Tracking Real Time Data Revisions in Inflation Persistence
... real-time data and nonparametric forecasting have not been previously explored with rigor, which this paper ...real-time data; ...real-time data; and ...real-time data. Regarding the analysis ...
80
Data Revisions in India and its Implications for Monetary Policy
... studies data revision properties of GDP growth and in‡ation as mea- sured by the Wholesale Price Index (WPI) for the Indian ...that data revisions to GDP growth and WPI in‡ation in India are ...that ...
22
Real time forecasting of inflation and output growth in the presence of data revisions
... RTV data instead of EOS data, of interest is whether gains will be observed once an allowance is made for parameter estimation ...RTV data relative to EOS data are likely to be modest, of the ...
50
Selection of an estimation window in the presence of data revisions and recent structural breaks
... real-time data is that the data for a period are not released until some time has passed after the end of that ...the data are revised over time, so the first-released values and the final values may ...
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Predicting early data revisions to US GDP and the effects of releases on equity markets
... Data revisions clearly contribute to the uncertainty about the current state of the economy, and about the current conditions of macroeconomic fundamentals, which in turn may a¤ect economic ...subsequent ...
30
Do data revisions matter for DSGE estimation?
... the data more ...sample data that runs through 1995. The multitude of revisions that have occurred since then should provide the researcher with ample information about their effects on parameter ...
27
Statistics in Focus Data revisions in the EBT database 2000 20
... Differences in the number of revisions between indicators The production index was revised on a regular basis in all the Member States, except Luxembourg, where the values changed in onl[r] ...
8
Forecasting substantial data revisions in the presence of model uncertainty
... since prior (10) attaches less weight to higher numbers of breaks. Another way of understanding this issue is to note that the models selected in Ta- ble 1 involve searching over every possible breakpoint(s) and choosing ...
35
Forecasting Substantial Data Revisions in the presence of model uncertainty
... The history of British statistics, summarised in HM Treasury (1998, annex A), clarifies the key role of public reviews in the provision of UK data. Policymakers became concerned about the quality of macroeconomic ...
20
Revisions to Macroeconomic Data: Ireland and the OECD
... OF DATA REVISIONS AND THEIR ORIGINS The rise and subsequent collapse of the Irish economy over the past decade or so has seen an increasing demand for high frequency economic data and accompanying ...
58
Do professional forecasters pay attention to data releases?
... forecast data are provided as levels (rather than growth rates), and we analyse these ...regular data revisions, which are key to our test of attentiveness, there are also benchmark revisions, ...
28
Outlook and appraisal [October 2003]
... Following data revisions to the employers’ quarterly survey series and allowing for a greater than anticipated weakness in the labour intensive construction and service sectors, we are now forecasting net ...
6
A Generalization of Initial Conditions in Benchmarking of Economic Time-Series by Additive and Proportional Denton Methods
... under data revisions allows to construct suboptimal concatenation of frozen and newly revised parts of benchmarked time-series by using the last benchmarked-to-indicator ratio (or benchmarked and indicator ...
14
The Distributional Effects of Fundamental Tax Revisions
... A business that is making new investments has a tax base that includes gross receipts of the firm (reflecting wage income of the owner plus profits from capital plus sales of assets[r] ...
41
Analyzing Fixed event Forecast Revisions
... forecast revisions, to date there would seem to be no studies that have formally analyzed the meaning of positive or negative estimates of in equation ...
21