Article ID Journal Published Year Pages File Type
965799 Journal of Macroeconomics 2011 9 Pages PDF
Abstract
► Publication lags and revisions in macro series are resolved by the Kalman filter. ► Models running in differences improve the accuracy of the current US leading index. ► Accounting for data revisions further improves the accuracy of the index.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
Authors
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