Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/55157 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorClements, Michael P.en
dc.contributor.authorGalvão, Ana Beatrizen
dc.date.accessioned2011-06-21-
dc.date.accessioned2012-02-09T14:06:20Z-
dc.date.available2012-02-09T14:06:20Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/55157-
dc.description.abstractReal-time estimates of output gaps and inflation trends differ from the values that are obtained using data available long after the event. Part of the problem is that the data on which the real-time estimates are based is subsequently revised. We show that vector-autoregressive models of data vintages provide forecasts of post-revision values of future observations and of already-released observations capable of improving real-time output gap and inflation trend estimates. Our findings indicate that annual revisions to output and inflation data are in part predictable based on their past vintages.en
dc.language.isoengen
dc.publisher|aQueen Mary University of London, School of Economics and Finance |cLondonen
dc.relation.ispartofseries|aWorking Paper |x678en
dc.subject.jelC53en
dc.subject.ddc330en
dc.subject.keywordrevisionsen
dc.subject.keywordreal-time forecastingen
dc.subject.keywordoutput gapen
dc.subject.keywordinflation trenden
dc.subject.stwPrognoseen
dc.subject.stwGesamtwirtschaftliche Produktionen
dc.subject.stwInflationen
dc.subject.stwSchätztheorieen
dc.titleImproving real-time estimates of output gaps and inflation trends with multiple-vintage models-
dc.typeWorking Paperen
dc.identifier.ppn662517938en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

Datei(en):
Datei
Größe
1.15 MB





Publikationen in EconStor sind urheberrechtlich geschützt.