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  • Search: subject:"Kalman smoother estimation of delayed and revised data"
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Subject
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Kalman smoother estimation of delayed and revised data 2 Consumer price index 1 Estimation 1 Estimation theory 1 Forecasting model 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 State space model 1 Statistical theory 1 Statistische Methodenlehre 1 Time series analysis 1 USA 1 United States 1 Verbraucherpreisindex 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Zadrozny, Peter A. 2
Published in...
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CESifo Working Paper 1 CESifo working papers 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI
Zadrozny, Peter A. - 2016
Well known CPI of urban consumers is never revised. Recently initiated chained CPI is initially released every month (ICPI), for that month without delay within BLS and for the previous month with one month delay to the public. Final estimates of chained CPI (FCPI) are released every February...
Persistent link: https://www.econbiz.de/10011480480
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Cover Image
Real-time state-space method for computing smoothed estimates of future revisions of U.S. monthly chained CPI
Zadrozny, Peter A. - 2016
Well known CPI of urban consumers is never revised. Recently initiated chained CPI is initially released every month (ICPI), for that month without delay within BLS and for the previous month with one month delay to the public. Final estimates of chained CPI (FCPI) are released every February...
Persistent link: https://www.econbiz.de/10011474973
Saved in:
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