Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data

DOI10.2202/1558-3708.1012MaRDI QIDQ3368186zbMATH OpenOpenAlexFDO

Authors Norman R. Swanson

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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(9)

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• Forecasting data revisions of GDP: a mixed frequency approach
• Data revisions and periodic properties of macroeconomic data
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• Analysis of a panel of UK macroeconomic forecasts
• Forecast uncertainty reduction in nonlinear models
• Multivariate singular spectrum analysis for forecasting revisions to real-time data
• Modeling data revisions: measurement error and dynamics of ``true values
• A real-time data set for macroeconomists

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