Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/62800 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
Working Paper No. 521
Verlag: 
Queen Mary University of London, Department of Economics, London
Zusammenfassung: 
In 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.
Schlagwörter: 
Forecasting, Data revisions, Dynamic models
JEL: 
C32
C53
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
368.62 kB





Publikationen in EconStor sind urheberrechtlich geschützt.