Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision

DOI10.1080/07350015.2015.1081596zbMATH Open1546.6296MaRDI QIDQ6616622FDOQ6616622

Michael P. Clements

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

• Title not available (Why is that?)
• Modeling data revisions: measurement error and dynamics of ``true values
• A real-time data set for macroeconomists
• Bootstrap Prediction Intervals for Autoregression
• Bootstrap conditional distribution tests in the presence of dynamic misspecification
• Real-time factor model forecasting and the effects of instability

Cited In (1)

• Macroeconomic Uncertainty Through the Lens of Professional Forecasters

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