Forecasting Substantial Data Revisions in the Presence of Model Uncertainty-Reference-Cited by-同舟云学术

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Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

Published:2008-06-28 Issue:530 Volume:118 Page:1128-1144
ISSN:0013-0133
Container-title:The Economic Journal
language:en
Short-container-title:

Author:

Garratt Anthony¹,Koop Gary²,Vahey Shaun P.³

Affiliation:

1. Birkbeck College

2. University of Strathclyde

3. Melbourne Business School, Reserve Bank of New Zealand and Norges Bank

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ej/article-pdf/118/530/1128/26159287/ej1128.pdf

Reference38 articles.

1. ‘Revisions to quarterly GDP growth’;Akritidis;Economic Trends,2003

2. ‘Revisions to quarterly GDP growth and expenditure components’;Akritidis;Economic Trends,2003

3. ‘Computation and analysis of multiple structural change models’;Bai;Journal of Applied Econometrics,2003

4. ‘Building a real‐time database for GDP(E)’;Castle;Bank of England Quarterly Bulletin,2002

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1. Are German National Accounts informationally efficient?;Journal of Business Cycle Research;2023-03

2. Forecasting quantiles of day-ahead electricity load;Energy Economics;2017-09

3. Potential output and inflation dynamics after the Great Recession;Empirical Economics;2017-07-10

4. Advances in Forecasting under Instability;Handbook of Economic Forecasting;2013

5. Combining VAR and DSGE forecast densities;Journal of Economic Dynamics and Control;2011-10

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