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  • Search: subject:"revision errors"
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Year of publication
Subject
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revision errors 9 EPU 5 VSTOXX 5 entropy 5 forecasting 5 information content 5 integrated signal-to-noise ratio 5 recession 5 revisions 5 signal-to-noise ratio 5 uncertainty 5 real-time data 4 Euro area 3 Forecasting model 3 Frühindikator 3 Leading indicator 3 Prognoseverfahren 3 Business cycle 2 Entropie 2 Entropy 2 Eurozone 2 Fiscal Policy 2 Information value 2 Informationswert 2 Konjunktur 2 Risiko 2 Risk 2 Schätzung 2 VIX 2 efficiency 2 endogenous threshold models 2 news 2 noise 2 predictability 2 revision 2 unbiasedness 2 Cyclical stabilization 1 EU countries 1 EU-Staaten 1 Economic indicator 1
more ... less ...
Online availability
All
Free 10
Type of publication
All
Book / Working Paper 10
Type of publication (narrower categories)
All
Working Paper 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 9 Undetermined 1
Author
All
Glass, Katharina 7 Fritsche, Ulrich 5 Cimadomo, Jacopo 3
Institution
All
Centre d'études prospectives et d'informations internationales (CEPII) 1 European Central Bank 1 Fachbereich Sozialökonomie, Universität Hamburg 1
Published in...
All
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series 3 DEP (Socioeconomics) discussion papers : macroeconomics and finance series 3 ECB Working Paper 1 Macroeconomics and Finance Series 1 Working Paper Series / European Central Bank 1 Working Papers / Centre d'études prospectives et d'informations internationales (CEPII) 1
Source
All
EconStor 4 ECONIS (ZBW) 3 RePEc 3
Showing 1 - 10 of 10
Cover Image
Predictability of Euro area revisions
Glass, Katharina - 2018
revision errors, this is the first application of the nonparametric approach to examine revisions. Moreover, to gain robustness … biased, and revision errors are not optimal forecast errors. …
Persistent link: https://www.econbiz.de/10011985266
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Cover Image
Predictability of Euro area revisions
Glass, Katharina - 2018
revision errors, this is the first application of the nonparametric approach to examine revisions. Moreover, to gain robustness … biased, and revision errors are not optimal forecast errors. …
Persistent link: https://www.econbiz.de/10011775633
Saved in:
Cover Image
Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011341024
Saved in:
Cover Image
Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
Saved in:
Cover Image
Real-Time Information Content of Macroeconomic Data and Uncertainty: An Application to the Euro Area
Glass, Katharina; Fritsche, Ulrich - 2014
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an important source of uncertainty about the state of the economy. This paper evaluates the quality of major real macroeconomic Euro area variables, published by...
Persistent link: https://www.econbiz.de/10010420867
Saved in:
Cover Image
Real-Time Information Content of Macroeconomic Data and Uncertainty: An Application to the Euro Area
Glass, Katharina; Fritsche, Ulrich - Fachbereich Sozialökonomie, Universität Hamburg - 2014
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an important source of uncertainty about the state of the economy. This paper evaluates the quality of major real macroeconomic Euro area variables, published by...
Persistent link: https://www.econbiz.de/10010941604
Saved in:
Cover Image
Real-time information content of macroeconomic data and uncertainty : an application to the Euro area
Glass, Katharina; Fritsche, Ulrich - 2014
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an important source of uncertainty about the state of the economy. This paper evaluates the quality of major real macroeconomic Euro area variables, published by...
Persistent link: https://www.econbiz.de/10010425751
Saved in:
Cover Image
Fiscal policy in real time
Cimadomo, Jacopo - European Central Bank - 2008
This paper argues that any assessment on the intentional stance of fiscal policy should be based upon all the information available to policymakers at the time of fiscal planning. In particular, real-time data on the discretionary fiscal policy "instrument", the structural primary balance,...
Persistent link: https://www.econbiz.de/10005344836
Saved in:
Cover Image
Fiscal policy in real time
Cimadomo, Jacopo - 2008
This paper argues that any assessment on the intentional stance of fiscal policy should be based upon all the information available to policymakers at the time of fiscal planning. In particular, real-time data on the discretionary fiscal policy "instrument", the structural primary balance,...
Persistent link: https://www.econbiz.de/10011604965
Saved in:
Cover Image
Fiscal Policy in Real Time
Cimadomo, Jacopo - Centre d'études prospectives et d'informations … - 2007
intentionally planned by fiscal authorities in the budget law. If this is the case, and if revision errors in the policy indicator …
Persistent link: https://www.econbiz.de/10005062809
Saved in:
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