Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets

DOI10.1080/07350015.2015.1076726zbMATH Open1546.62961MaRDI QIDQ6616620FDOQ6616620

Authors: Michael P. Clements, Ana Beatriz C. Galvão 

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Approximately normal tests for equal predictive accuracy in nested models
• Modeling data revisions: measurement error and dynamics of ``true values
• A real-time data set for macroeconomists

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