Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI
Year of publication: |
2016
|
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Authors: | Zadrozny, Peter A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Kalman smoother estimation of delayed and revised data |
Series: | CESifo Working Paper ; 5897 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 85977290X [GVK] hdl:10419/141874 [Handle] RePec:ces:ceswps:_5897 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation |
Source: |
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Zadrozny, Peter A., (2016)
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