Forecasting with measurement errors in dynamic models

International Journal of Forecasting

Volumn 21, Issue 3, 2005, Pages 595-607

  Harrison, Richard ^a   Kapetanios, George ^b   Yates, Tony ^a  

^a BANK OF ENGLAND   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Data revisions; Dynamic models; Forecasting

Indexed keywords

EID: 21644489422     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.03.002     Document Type: Article

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