Jacobs, Jan P. A. M.; Sarferaz, Samad; Norden, Simon van; … - Centre Interuniversitaire de Recherche en Analyse des … - 2013
Data revisions in macroeconomic time series are typically studied in isolation ignoring the joint behaviour of revisions across different series. This ignores (i) the possibility that early releases of some series may help forecast revisions in other series and (ii) the problems statitical...
