Pages that link to "Item:Q530585"
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The following pages link to Modeling data revisions: measurement error and dynamics of ``true'' values (Q530585):
Displaying 18 items.
- Revisions in official data and forecasting (Q257675) (← links)
- Data revisions and DSGE models (Q341910) (← links)
- The nowcast revision analysis extended (Q823987) (← links)
- Measurement errors and monetary policy: then and now (Q1655584) (← links)
- Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
- A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation (Q1787601) (← links)
- Data revisions and the effects of monetary policy volatility (Q2158390) (← links)
- Measuring the effects of expectations shocks (Q2246707) (← links)
- Months for benchmark dominance: a new accuracy measure for state employment data (Q2295357) (← links)
- Data revisions and periodic properties of macroeconomic data (Q2442382) (← links)
- Nowcasting and predicting data revisions using panel survey data (Q3065515) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
- Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910) (← links)
- Improving GDP measurement: a measurement-error perspective (Q5964709) (← links)
- Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets (Q6616620) (← links)
- Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision (Q6616622) (← links)
- Can GDP Measurement Be Further Improved? Data Revision and Reconciliation (Q6620865) (← links)
- GDP Solera: The Ideal Vintage Mix (Q6626264) (← links)
