Search Results - subject:"Data Revisions"

Egy unortodox jegybanki adatrevízió háttere, utóélete és tanulságai

Gábor, Oblath - 2017

In December 2016 the National Bank of Hungary (NBH), by referring to its "backcasts" (based on analyses of past data-revisions … uncertainty regarding future data-revisions by a central bank certainly makes sense, there are no professional arguments to …

Persistent link: https://www.econbiz.de/10011686510

GDP announcements and stock prices

Funashima, Yoshito; Iizuka, Nobuo; Ohtsuka, Yoshihiro - In: Journal of economics & business 108 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012242459

Output Gap Uncertainty and Real-Time Monetary Policy

Grigoli, Francesco; Herman, Alexander; Swiston, Andrew; … - International Monetary Fund (IMF) - 2015

Output gap estimates are subject to a wide range of uncertainty owing to data revisions and the difficulty in …

Persistent link: https://www.econbiz.de/10011163120

Identifying noise shocks : a VAR with data revisions

Masolo, Riccardo M.; Paccagnini, Alessia - 2015

Persistent link: https://www.econbiz.de/10012171574

Characteristics and implications of Chinese macroeconomic data revisions

Sinclair, Tara M. - In: International journal of forecasting 35 (2019) 3, pp. 1108-1117

Persistent link: https://www.econbiz.de/10012305230

Did rainfall shocks cause civil conflict in Sub-Saharan Africa? : the implications of data revisions

Liang, Weidong; Sim, Nicholas - In: European journal of political economy 60 (2019), pp. 1-30

Persistent link: https://www.econbiz.de/10012311199

Real-time macro monitoring and fiscal policy

Ley, Eduardo; Misch, Florian - 2014

between output data revisions and fiscal policy and combines it with a newly compiled dataset from the International Monetary …. Based on a simulation exercise, it finds that output data revisions alone may significantly undermine the reliability of … real-time estimates of the overall and structural fiscal balances, and that output data revisions may result in unplanned …

Persistent link: https://www.econbiz.de/10010460703

Understanding house price index revisions

Elul, Ronel; Silverstein, Joseph M.; Stark, Tom - Federal Reserve Bank of Philadelphia - 2014

Residential house price indexes (HPI) are used for a large variety of macroeconomic and microeconomic research and policy purposes, as well as for automated valuation models. As is well known, these indexes are subject to substantial revisions in the months following the initial release, both...

Persistent link: https://www.econbiz.de/10011103535

Evaluating a Structural Model Forecast: Decomposition Approach

Brazdik, Frantisek; Humplova, Zuzana; Kopriva, Frantisek - Česká Národní Banka - 2014

data revisions and expert judgment updates on variations in the forecasts. This paper presents a forecast decomposition …

Persistent link: https://www.econbiz.de/10011156766

Real-time macro monitoring and fiscal policy

Ley, Eduardo; Misch, Florian - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2014

Persistent link: https://www.econbiz.de/10011122565