Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/62800 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorHarrison, Richard T.en
dc.contributor.authorKapetanios, Georgeen
dc.date.accessioned2012-09-20T12:58:56Z-
dc.date.available2012-09-20T12:58:56Z-
dc.date.issued2004-
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
dc.language.isoengen
dc.publisher|aQueen Mary University of London, Department of Economics |cLondonen
dc.relation.ispartofseries|aWorking Paper |x521en
dc.subject.jelC32en
dc.subject.jelC53en
dc.subject.ddc330en
dc.subject.keywordForecasting, Data revisions, Dynamic modelsen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwStatistische Erhebungen
dc.subject.stwStatistischer Fehleren
dc.titleForecasting with measurement errors in dynamic models-
dc.typeWorking Paperen
dc.identifier.ppn471226181en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

Files in This Item:
File
Size
368.62 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.