Search Results - subject:"preliminary data"

The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model

Busetti, Fabio - Banca d'Italia - 2001

provided by the model with the new information contained in the preliminary data. This can be done in the state space framework … volatility of prediction due to the use of preliminary data. …

Persistent link: https://www.econbiz.de/10005113656

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, Clive William John; Jeon, … - 1999

We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...

Persistent link: https://www.econbiz.de/10010301760

The Impact of the Use of Forecasts in Information Sets

Gallo, Giampiero M.; Granger, Clive W.J.; Jeon, Yongil - Department of Economics, University of California-San … - 1999

Persistent link: https://www.econbiz.de/10010536363

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, Clive William John; Jeon, … - Deutsche Bank Research - 1999

Persistent link: https://www.econbiz.de/10008677295

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999

Persistent link: https://www.econbiz.de/10010504318

Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model

Busetti, Fabio - C.E.P.R. Discussion Papers - 2004

provided by the model with the new information contained in the preliminary data. This can be done in the state space framework … volatility of prediction due to the use of preliminary data. …

Persistent link: https://www.econbiz.de/10005124042