Forecasting Using First Available Versus Fully Revised Economic Time Series data.

First reported monthly and quarterly time series data on nine macroeconomic variables from 1960-1993 are given. Features of this so called "unrevised" or "first reported data" are discussed, and the data is compared with standard "fully revised" data using Granger causality tests.

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Year of publication:	1996
Authors:	Swanson, N.R.
Institutions:	Department of Economics, Pennsylvania State University
Subject:	FORECASTS \| TIME SERIES

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Series:	Pennsylvania State - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C52 - Model Evaluation and Testing ; C59 - Econometric Modeling. Other ; C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005631539