A real-time data set for macroeconomists

DOI10.1016/S0304-4076(01)00072-0zbMath1135.62402MaRDI QIDQ5952028

Dean Croushore, Tom Stark

Publication date: 8 January 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

ForecastingData revisionsReal-time data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (18)

`Keep it real!': A real-time UK macro data set ⋮ Unnamed Item ⋮ Inferring monetary policy objectives with a partially observed state ⋮ Multi-layered rational inattention and time-varying volatility ⋮ Measurement errors and monetary policy: then and now ⋮ Real-time factor model forecasting and the effects of instability ⋮ Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model ⋮ Multivariate singular spectrum analysis for forecasting revisions to real-time data ⋮ REAL-TIME ECONOMETRICS ⋮ Testing for common autocorrelation in data-rich environments ⋮ Alternative tests for correct specification of conditional predictive densities ⋮ Deviations from rules-based policy and their effects ⋮ On the informational role of term structure in the US monetary policy rule ⋮ The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ⋮ Modeling data revisions: measurement error and dynamics of ``true values ⋮ Real-time nowcasting of nominal GDP with structural breaks ⋮ Revisiting the transitional dynamics of business cycle phases with mixed-frequency data ⋮ Revisions in official data and forecasting

Cites Work

• Sources of error in economic time series
• Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data

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