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Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market

Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10001769747

Macroeconomic forecasting with mixed-frequency data : forecasting output growth in the United States

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 546-554

Persistent link: https://www.econbiz.de/10003772314

Macroeconomic forecasting with mixed frequency data : forecasting US output growth and inflation

Clements, Michael P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003386931

Macroeconomic forecasting with mixed frequency data : forecasting US output growth

Clements, Michael P. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564875

Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 28 (2013) 3, pp. 458-477

Persistent link: https://www.econbiz.de/10009756496

Real-time forecasting of inflation and output growth in the presence of data revisions

Clements, Michael P.; Galvão, Ana Beatriz C. - 2010

We show how to improve the accuracy of real-time forecasts from models that include autoregressive terms by estimating the models on "lightly-revised" data instead of using data from the latest-available vintage. Forecast accuracy is improved by reorganizing the data vintages employed in the...

Persistent link: https://www.econbiz.de/10008760294