Improving U . S . GDP Measurement : A Forecast Combination Perspective

[1]  Dennis J. Fixler,et al.  News, Noise, and Estimates of the "True" Unobserved State of the Economy , 2013 .

[2]  N. Bloom,et al.  Really Uncertain Business Cycles , 2012 .

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

[4]  Jeremy J. Nalewaik The Income- and Expenditure-Side Estimates of U.S. Output Growth , 2010 .

[5]  F. Diebold,et al.  Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions , 2010 .

[6]  Alessio Sancetta Online forecast combinations of distributions: Worst case bounds , 2007 .

[7]  Jeremy J. Nalewaik Estimating Probabilities of Recession in Real Time Using GDP and GDI , 2007 .

[8]  A. Timmermann Forecast Combinations , 2005 .

[9]  S. B. Aruoba,et al.  Data Revisions are Not Well-Behaved , 2004 .

[10]  Frank Schorfheide,et al.  Learning and Monetary Policy Shifts , 2003 .

[11]  Jonathan H. Wright,et al.  Federal Reserve Board , 2000 .

[12]  Chang‐Jin Kim,et al.  Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle , 1999, Review of Economics and Statistics.

[13]  Margaret Mary McConnell,et al.  Output Fluctuations in the United States: What Has Changed Since the Early 1980s? , 1998 .

[14]  F. Diebold,et al.  Forecast Evaluation and Combination , 1996 .

[15]  Vladimir Vovk,et al.  A game of prediction with expert advice , 1995, COLT '95.

[16]  R. Kohn,et al.  On Gibbs sampling for state space models , 1994 .

[17]  James D. Hamilton A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle , 1989 .

[18]  N. Gregory Mankiw,et al.  News or Noise : An Analysis of GNP Revisions , 2007 .

[19]  Martin Weale,et al.  Testing Linear Hypotheses on National Account Data , 1985 .

[20]  Martin Weale,et al.  A BALANCED SYSTEM OF NATIONAL ACCOUNTS FOR THE UNITED KINGDOM , 1984 .

[21]  David E. Runkle,et al.  Are preliminary announcements of the money stock rational forecasts , 1984 .

[22]  J. M. Bates,et al.  The Combination of Forecasts , 1969 .

[23]  Richard Stone,et al.  The Precision of National Income Estimates , 1942 .

[24]  Chang‐Jin Kim,et al.  State Space Models with Regime Switching , 1999 .

[25]  Martin Weale,et al.  Balanced Estimates of National Accounts When Measurement Errors are Autocorrelated: The Uk, 1920–38 , 1993 .

[26]  Martin Weale,et al.  Balanced estimates of UK GDP 1870–1913 , 1991 .

[27]  Martin Weale,et al.  The Reconciliation of Values, Volumes and Prices in the National Accounts , 1988 .

[28]  R. P. Byron,et al.  The estimation of large social account matrices , 1978 .