Forecasting data revisions of GDP: a mixed frequency approach

DOI10.1007/S10182-008-0071-4MaRDI QIDQ2006854zbMATH OpenOpenAlexFDO

Authors Jens Hogrefe

Publication date 12 October 2020

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0071-4

zbMATH Keywords

data revisionsfactor modelGDPmixed frequencyreal-time data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
• GDP nowcasting with ragged-edge data: a semi-parametric modeling
• Revisiting useful approaches to data-rich macroeconomic forecasting
• Macroeconomics and the reality of mixed frequency data
• Data revisions and periodic properties of macroeconomic data

Cites work

• MIDAS Regressions: Further Results and New Directions
• Predicting volatility: getting the most out of return data sampled at different frequencies
• Temporal disaggregation by state space methods: Dynamic regression methods revisited

Cited in

(3)

• Revisions in official data and forecasting
• Data revisions and DSGE models
• The nowcast revision analysis extended

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