Forecasting with vector autoregressive models of data vintages: US output growth and inflation

[1]  Michael P. Clements,et al.  Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts , 2011 .

[2]  Todd E. Clark.  Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility , 2011 .

[3]  Michael P. Clements,et al.  Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models , 2011 .

[4]  Evan F. Koenig,et al.  VAR Estimation and Forecasting When Data Are Subject to Revision , 2010 .

[5]  J. Stock,et al.  Modeling Inflation after the Crisis , 2010 .

[6]  Gaël Raballand,et al.  Increasing Public Expenditure Efficiency in Oil-Rich Economies: A Proposal , 2010 .

[7]  Michael P. Clements,et al.  Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions , 2010 .

[8]  Anthony Garratt,et al.  Real time representation of the UK output gap in the presence of model uncertainty , 2009 .

[9]  Jan P. A. M. Jacobs,et al.  Modeling data revisions: Measurement error and dynamics of 'true' values , 2011 .

[10]  Anthony Garratt,et al.  Real-Time Representations of the Output Gap , 2008, The Review of Economics and Statistics.

[11]  Kevin Lee,et al.  Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available , 2008 .

[12]  Eugene P. Seskin,et al.  Taking the Pulse of the Economy: Measuring GDP , 2008 .

[13]  Dennis Fixler,et al.  The Reliability of the GDP and GDI Estimates , 2008 .

[14]  George Kapetanios,et al.  A State Space Approach to Extracting the Signal From Uncertain Data , 2007 .

[15]  J. Stock,et al.  Why Has U.S. Inflation Become Harder to Forecast , 2007 .

[16]  Michael P. Clements,et al.  Forecasting with Breaks , 2006 .

[17]  Dean Croushore,et al.  Forecasting with Real-Time Macroeconomic Data , 2006 .

[18]  Todd E. Clark,et al.  Approximately Normal Tests for Equal Predictive Accuracy in Nested Models , 2005 .

[19]  Todd E. Clark,et al.  Evaluating Direct Multistep Forecasts , 2005 .

[20]  Dennis Fixler,et al.  Reliability of the NIPA Estimates of U.S. Economic Activity , 2005 .

[21]  Halbert White,et al.  Tests of Conditional Predictive Ability , 2003 .

[22]  Kerry Patterson,et al.  Exploiting information in vintages of time-series data , 2003 .

[23]  Dean Croushore,et al.  A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? , 1999, Review of Economics and Statistics.

[24]  Athanasios Orphanides,et al.  The Unreliability of Output-Gap Estimates in Real Time , 2002, Review of Economics and Statistics.

[25]  T. Stark,et al.  Forecasting with a Real-Time Data Set for Macroeconomists , 2001 .

[26]  Jeremy Piger,et al.  The Use and Abuse of 'Real-Time' Data in Economic Forecasting , 2000 .

[27]  Dean Croushore,et al.  A real-time data set for macroeconomists , 2001 .

[28]  Athanasios Orphanides.  Monetary policy rules based on real-time data , 2001 .

[29]  K D Patterson,et al.  An Integrated Model of the Data Measurement and Data Generation Processes with an Application to Consumers' Expenditure , 1995 .

[30]  James D. Hamilton.  Time Series Analysis , 1994 .

[31]  Thomas J. Sargent,et al.  Two Models of Measurements and the Investment Accelerator , 1989, Journal of Political Economy.

[32]  E. Philip Howrey,et al.  Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment , 1984 .

[33]  Robert B. Litterman,et al.  Forecasting and Conditional Projection Using Realistic Prior Distributions , 1983 .

[34]  D. H. Mellor,et al.  Real time , 1981 .

[35]  E. P. Howrey,et al.  The Use of Preliminary Data in Econometric Forecasting , 1978 .

[36]  Michael P. Clements,et al.  FORECASTING ECONOMIC TIME SERIES , 2000, Econometric Theory.

[37]  J. Hicks.  Annual Survey of Economic Theory: The Theory of Monopoly , 1935 .