Comments on 'Forecasting with a real-time data set for macroeconomists'

Journal of Macroeconomics

Volumn 24, Issue 4, 2002, Pages 541-557

  Kozicki, Sharon ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Data vintage; Forecasting; Modeling expectations; Real time data; Survey data

Indexed keywords

EID: 0346903275     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0164-0704(02)00064-2     Document Type: Article

References (7)

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2. Clarida R. Gali J. Gertler M. Monetary policy rules and macroeconomic stability: Evidence and some theory The Quarterly Journal of Economics 115 (February) 2000 147-180
3. Croushore D. Stark T. A real-time data set for macroeconomists Journal of Econometrics 105 2001 111-130
4. Koenig, E.F., Sheila, D., Piger, J., 2001. The use and abuse of 'real-time' data in economic forecasting. Mimeo., Federal Reserve Bank of Dallas
5. Kozicki, S., 1999. How useful are Taylor rules for monetary policy? Federal Reserve Bank of Kansas City Economic Review (Second Quarter), 5-33
6. Kozicki S. Tinsley P.A. Moving endpoints and the internal consistency of agents' ex ante forecasts Computational Economics 11 1998 21-40
7. Stock, J.H., Watson, M.W., 2001. Forecasting output and inflation: The role of asset prices. NBER Working Paper 8180 (March)