Data revisions and forecasting

Applied Economics

Volumn 30, Issue 8, 1998, Pages 1011-1016

  Joutz, Frederick L ^a   Stekler, H O ^a  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0004918518     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368498325183     Document Type: Article

References (10)

1. de Leeuw, F. (1990) The reliability of US gross national product, Journal of Business and Economic Statistics, 8(2), 191-203.
2. Mankiw, N. G. and Shapiro, M. D. (1986) News or noise: an analysis of GNP revisions, Survey of Current Business, US Department of Commerce, May, 66(5), 20-25.
3. McNees, S. K. (1986) Estimating GNP: the trade-off between timeliness and accuracy, New England Economic Review, January/February, 3-10.
4. Merton, R. C. (1981) On market timing and investment performance 1: an equilibrium theory of value for market forecasts, Journal of Business, 54, 363-406.
5. Mork, K. (1987) Ain't Behavin': forecast errors and measurement errors in early GNP estimates, Journal of Business and Economic Statistics, 5 (2), 165-75.
6. Neftci, S. N. and Theodossiou, P. (1991) Properties and stochastic nature of BEA's early estimates of GNP, Journal of Business, 43, 231-39.
7. Patterson, K. D. (1993) An integrated model of the data measurement and data generation process with an application to consumers' expenditures, Economic Journal, 105, 54-76.
8. Schnader, M. H. and Stekler, H. O. (1990) Evaluating predictions of change, Journal of Business, 63, 99-107.
9. Siklos, P. L. (1996) An empirical exploration of revisions in US national income accounts data, Applied Financial Economics, 6, 59-70.
10. Stekler, H. O. (1994) Are economic forecasts valuable?, Journal of Forecasting, 13, 495-505.