policy transmission, VAR, real-time data, sectoral prices JEL Codes: E52, E58, E31 We thank two anonymous referees, Oxana … that, to incorporate real time and forward looking variables into the VAR analysis. To our knowledge, real time data has … responses of GDP to interest rate shock are less precisely estimated, and thus our findings point to an importance of real-time …

Tests of Equal Predictive Ability with Real-Time Data Todd E. Clark and Michael W. McCracken Working … material) should be cleared with the author or authors. Tests of Equal Predictive Ability with Real-Time Data ∗ Todd E …, and participants in the following conferences: Real- Time Data Analysis and Methods at the Federal Reserve Bank of …

Mismeasured Personal Saving Rate Is Still Useful: Using Real-Time Data to Improve Forecasting," Leonard Nakamura uses the U …