메뉴 건너뛰기




Volumn 1, Issue , 2006, Pages 961-982

Chapter 17 Forecasting with Real-Time Macroeconomic Data

Author keywords

data revisions; forecast evaluation; forecasting; real time data

Indexed keywords


EID: 67649372847     PISSN: 15740706     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-0706(05)01017-7     Document Type: Review
Times cited : (92)

References (30)
  • 1
    • 0002426895 scopus 로고    scopus 로고
    • The real time predictive content of money for output
    • Amato J.D., and Swanson N.R. The real time predictive content of money for output. Journal of Monetary Economics 48 (2001) 3-24
    • (2001) Journal of Monetary Economics , vol.48 , pp. 3-24
    • Amato, J.D.1    Swanson, N.R.2
  • 4
    • 33645070799 scopus 로고    scopus 로고
    • Do consumer confidence indexes help forecast consumer spending in real time?
    • Conference volume for conference on "Real-Time Data and Monetary Policy". Eltville, Germany
    • Croushore D. Do consumer confidence indexes help forecast consumer spending in real time?. Conference volume for conference on "Real-Time Data and Monetary Policy". Eltville, Germany. North American Journal of Economics and Finance 16 (2005) 435-450
    • (2005) North American Journal of Economics and Finance , vol.16 , pp. 435-450
    • Croushore, D.1
  • 5
    • 0000824401 scopus 로고    scopus 로고
    • A real-time data set for macroeconomists
    • Croushore D., and Stark T. A real-time data set for macroeconomists. Journal of Econometrics 105 (2001) 111-130
    • (2001) Journal of Econometrics , vol.105 , pp. 111-130
    • Croushore, D.1    Stark, T.2
  • 6
    • 0242474618 scopus 로고    scopus 로고
    • A real-time data set for macroeconomists: Does the data vintage matter?
    • Croushore D., and Stark T. A real-time data set for macroeconomists: Does the data vintage matter?. Review of Economics and Statistics 85 (2003) 605-617
    • (2003) Review of Economics and Statistics , vol.85 , pp. 605-617
    • Croushore, D.1    Stark, T.2
  • 7
    • 0346207333 scopus 로고
    • The effect of measurement errors on parameter estimates and forecasts: A case study based on the Canadian preliminary national accounts
    • Denton F.T., and Kuiper J. The effect of measurement errors on parameter estimates and forecasts: A case study based on the Canadian preliminary national accounts. Review of Economics and Statistics 47 (1965) 198-206
    • (1965) Review of Economics and Statistics , vol.47 , pp. 198-206
    • Denton, F.T.1    Kuiper, J.2
  • 8
    • 0040231139 scopus 로고
    • Turning point prediction with the composite leading index: An ex-ante analysis
    • Lahiri K., and Moore G.H. (Eds), Cambridge University Press, Cambridge, UK
    • Diebold F.X., and Rudebusch G.D. Turning point prediction with the composite leading index: An ex-ante analysis. In: Lahiri K., and Moore G.H. (Eds). Leading Economic Indicators: New Approaches and Forecasting Records (1991), Cambridge University Press, Cambridge, UK 231-256
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 231-256
    • Diebold, F.X.1    Rudebusch, G.D.2
  • 11
    • 67649333507 scopus 로고    scopus 로고
    • Learning and shifts in long-run productivity growth
    • Unpublished manuscript
    • Edge, R.M., Laubach, T., Williams, J.C. (2004). "Learning and shifts in long-run productivity growth". Unpublished manuscript
    • (2004)
    • Edge, R.M.1    Laubach, T.2    Williams, J.C.3
  • 12
    • 0346903277 scopus 로고    scopus 로고
    • Comments on 'Forecasting with a real-time data set for macroeconomists'
    • Elliott G. Comments on 'Forecasting with a real-time data set for macroeconomists'. Journal of Macroeconomics 24 (2002) 533-539
    • (2002) Journal of Macroeconomics , vol.24 , pp. 533-539
    • Elliott, G.1
  • 14
    • 31644443922 scopus 로고    scopus 로고
    • Forecasting with measurement errors in dynamic models
    • Unpublished manuscript
    • Harrison, R., Kapetanios, G., Yates, T. (2002). "Forecasting with measurement errors in dynamic models". Unpublished manuscript
    • (2002)
    • Harrison, R.1    Kapetanios, G.2    Yates, T.3
  • 15
    • 0346837820 scopus 로고
    • Irregular data revisions
    • Zellner A. (Ed), U.S. Department of Commerce, Washington, D.C. Economic Research Report ER-5
    • Harvey A.C., McKenzie C.R., Blake D.P.C., and Desai M.J. Irregular data revisions. In: Zellner A. (Ed). Applied Time Series Analysis of Economic Data (1983), U.S. Department of Commerce, Washington, D.C. 329-347 Economic Research Report ER-5
    • (1983) Applied Time Series Analysis of Economic Data , pp. 329-347
    • Harvey, A.C.1    McKenzie, C.R.2    Blake, D.P.C.3    Desai, M.J.4
  • 16
    • 0000775266 scopus 로고
    • The use of preliminary data in econometric forecasting
    • Howrey E.P. The use of preliminary data in econometric forecasting. Review of Economics and Statistics 60 (1978) 193-200
    • (1978) Review of Economics and Statistics , vol.60 , pp. 193-200
    • Howrey, E.P.1
  • 17
    • 0003348988 scopus 로고
    • Data revision, reconstruction, and prediction: An application to inventory investment
    • Howrey E.P. Data revision, reconstruction, and prediction: An application to inventory investment. Review of Economics and Statistics 66 (1984) 386-393
    • (1984) Review of Economics and Statistics , vol.66 , pp. 386-393
    • Howrey, E.P.1
  • 19
    • 0242428152 scopus 로고    scopus 로고
    • The use and abuse of 'real-time' data in economic forecasting
    • Koenig E., Dolmas S., and Piger J. The use and abuse of 'real-time' data in economic forecasting. Review of Economics and Statistics 85 (2003) 618-628
    • (2003) Review of Economics and Statistics , vol.85 , pp. 618-628
    • Koenig, E.1    Dolmas, S.2    Piger, J.3
  • 20
    • 0346903275 scopus 로고    scopus 로고
    • Comments on 'Forecasting with a real-time data set for macroeconomists'
    • Kozicki S. Comments on 'Forecasting with a real-time data set for macroeconomists'. Journal of Macroeconomics 24 (2002) 541-558
    • (2002) Journal of Macroeconomics , vol.24 , pp. 541-558
    • Kozicki, S.1
  • 21
    • 84979454116 scopus 로고
    • Prediction of final data with use of preliminary and/or revised data
    • Mariano R.S., and Tanizaki H. Prediction of final data with use of preliminary and/or revised data. Journal of Forecasting 14 (1995) 351-380
    • (1995) Journal of Forecasting , vol.14 , pp. 351-380
    • Mariano, R.S.1    Tanizaki, H.2
  • 22
    • 0002925890 scopus 로고    scopus 로고
    • Monetary policy rules based on real-time data
    • Orphanides A. Monetary policy rules based on real-time data. American Economic Review 91 (2001) 964-985
    • (2001) American Economic Review , vol.91 , pp. 964-985
    • Orphanides, A.1
  • 23
    • 22544482931 scopus 로고    scopus 로고
    • The reliability of inflation forecasts based on output gaps in real time
    • Orphanides A., and van Norden S. The reliability of inflation forecasts based on output gaps in real time. Journal of Money, Credit, and Banking 37 (2005) 583-601
    • (2005) Journal of Money, Credit, and Banking , vol.37 , pp. 583-601
    • Orphanides, A.1    van Norden, S.2
  • 24
    • 29144454344 scopus 로고    scopus 로고
    • Exploiting information in vintages of time-series data
    • Patterson K.D. Exploiting information in vintages of time-series data. International Journal of Forecasting 19 (2003) 177-197
    • (2003) International Journal of Forecasting , vol.19 , pp. 177-197
    • Patterson, K.D.1
  • 26
    • 0242424610 scopus 로고    scopus 로고
    • Forecasting with a real-time data set for macroeconomists
    • Stark T., and Croushore D. Forecasting with a real-time data set for macroeconomists. Journal of Macroeconomics 24 (2002) 507-531
    • (2002) Journal of Macroeconomics , vol.24 , pp. 507-531
    • Stark, T.1    Croushore, D.2
  • 28
    • 0009797776 scopus 로고    scopus 로고
    • Forecasting using first-available versus fully revised economic time-series data
    • Swanson N.R. Forecasting using first-available versus fully revised economic time-series data. Studies in Nonlinear Dynamics and Econometrics 1 (1996) 47-64
    • (1996) Studies in Nonlinear Dynamics and Econometrics , vol.1 , pp. 47-64
    • Swanson, N.R.1
  • 29
    • 0031329532 scopus 로고    scopus 로고
    • A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
    • Swanson N.R., and White H. A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks. Review of Economics and Statistics 79 (1997) 540-550
    • (1997) Review of Economics and Statistics , vol.79 , pp. 540-550
    • Swanson, N.R.1    White, H.2
  • 30
    • 0011232420 scopus 로고
    • Preliminary data errors and their impact on the forecast error of simultaneous-equations models
    • Trivellato U., and Rettore E. Preliminary data errors and their impact on the forecast error of simultaneous-equations models. Journal of Business and Economic Statistics 4 (1986) 445-453
    • (1986) Journal of Business and Economic Statistics , vol.4 , pp. 445-453
    • Trivellato, U.1    Rettore, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.