Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62800
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dc.contributor.authorHarrison, Richard T.en_US
dc.contributor.authorKapetanios, Georgeen_US
dc.date.accessioned2012-09-20T12:58:56Z-
dc.date.available2012-09-20T12:58:56Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/62800-
dc.description.abstractIn this paper we explore the consequences for forecasting of the following two facts: first, that over time statistical agencies revise and improve published data, so that observations on more recent events are those that are least well measured. Second, that economies are such that observations on the most recent events contain the the largest signal about the future. We discuss a variety of forecasting problems in this environment, and present an application using a univariate model of the quarterly growth of UK private consumption expenditure.en_US
dc.language.isoengen_US
dc.publisher|aQueen Mary, Univ. of London, Dep. of Economics |cLondonen_US
dc.relation.ispartofseries|aWorking Paper, Department of Economics, Queen Mary, University of London |x521en_US
dc.subject.jelC32en_US
dc.subject.jelC53en_US
dc.subject.ddc330en_US
dc.subject.keywordForecasting, Data revisions, Dynamic modelsen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwStatistische Erhebungen_US
dc.subject.stwStatistischer Fehleren_US
dc.titleForecasting with measurement errors in dynamic modelsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn471226181en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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