Forecasting substantial data revisions in the presence of model uncertainty

Economic Journal

Volumn 118, Issue 530, 2008, Pages 1128-1144

  Garratt, Anthony ^a   Koop, Gary ^b   Vahey, Shaun P ^c,d,e  

^a UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^c UNIVERSITY OF MELBOURNE   (Australia)

^d RESERVE BANK OF NEW ZEALAND   (New Zealand)

^e NORGES BANK   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN ANALYSIS; FORECASTING METHOD; GROSS DOMESTIC PRODUCT; MACROECONOMICS; MODEL; UNCERTAINTY ANALYSIS;

EURASIA; EUROPE; UNITED KINGDOM; WESTERN EUROPE;

EID: 45749147067     PISSN: 00130133     EISSN: 14680297     Source Type: Journal    
DOI: 10.1111/j.1468-0297.2008.02163.x     Document Type: Article

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