| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096526 | Journal of Econometrics | 2011 | 9 Pages |
Abstract
The result is a unified and flexible framework that allows for more realistic data revision properties, and allows the use of standard methods for optimal real-time estimation of trends and cycles. We illustrate the application of this framework with real-time data on US real output growth.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jan P.A.M. Jacobs, Simon van Norden,