Search Results - subject:"Real Time data"

Early Warning or Just Wise After the Event? The Problem of Using Cyclically Adjusted Budget Deficits for Fiscal Surveillance

Hughes Hallett, Andrew; Kattai, Rasmus; Lewis, John - C.E.P.R. Discussion Papers - 2007

such figures using a specially constructed real time data set containing published values of deficits, output gaps and …

Persistent link: https://www.econbiz.de/10005666802

Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen

Vogt, Gerit - In: Journal of Economics and Statistics (Jahrbuecher fuer … 227 (2007) 1, pp. 87-101

-of-sample indicator properties are analysed in real-time, i.e. with real-time data and variable model structure. In general the indicator …

Persistent link: https://www.econbiz.de/10005790553

Besonderheiten und Bedeutung volkswirtschaftlicher Echtzeitdaten

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 36 (2007) 4, pp. 209-213

Persistent link: https://www.econbiz.de/10003443968

Stock markets and real-time macroeconomic data

Hartmann, Daniel - 2007

Persistent link: https://www.econbiz.de/10003516924

Testing for Recent Trends in US Productivity Growth

Norden, Simon van - Society for Computational Economics - SCE - 2006

reliablity of tests for trend breaks using a new real-time data set for US Output per Person-Hour in the Non-Farm Business Sector …

Persistent link: https://www.econbiz.de/10005706258

Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?

Roodenburg, Olivier; Reijer, Ard H.J. den - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 52 (2006) 4, pp. 337-356

This paper examines whether the preliminary releases of GDP incorporate efficiently all available information or the preliminary estimates contain information that can be useful in predicting forthcoming GDP revisions. Forecast rationality tests are applied to distinguish between these two...

Persistent link: https://www.econbiz.de/10005700741

Chapter 17 Forecasting with Real-Time Macroeconomic Data

Croushore, Dean - 2006

illustrate the real-time data issues. Then we look at the data that have been developed for U.S. data revisions, called the “Real-Time … of forecasting with real-time data as opposed to latest-available data, and examine the sensitivity to data revisions of … Data Set for Macroeconomists” and show their basic features, illustrating the magnitude of the revisions and thus …

Persistent link: https://www.econbiz.de/10014023689

Building the real-time enterprise : an executive briefing

Hugos, Michael - 2005

Persistent link: https://www.econbiz.de/10004238440

The real-time enterprise

Chorafas, Dimitris N. - 2005

Persistent link: https://www.econbiz.de/10004821463

Data Revisions Are Not Well-Behaved

Aruoba, Boragan - C.E.P.R. Discussion Papers - 2005

We document the empirical properties of revisions to major macroeconomic variables in the United States. Our findings suggest that they do not satisfy simple desirable statistical properties. In particular, we find that these revisions do not have a zero mean, which indicates that the initial...

Persistent link: https://www.econbiz.de/10005504505