Siklos, Pierre - Department of Economics, School of Business and Economics - 2006
, http://www.eabcn.org/ which provides a real-time data set for the euro
area. Finally, the Federal Reserve Bank of St … the time being, as the “final” vintage (f ), as follows:
t
f
t
v
t
XX ε+= (1)
where
v
t
X is a time series for …, say, GDP, released temporally prior to the final release of the
same series, denoted
f
t
X . In this setup, and denoting …