This paper focuses on testing non-stationary real-time data for forecastability, i.e., whether data revisions reduce noise or are news, by putting data releases in vector-error correction forms. To deal with historical revisions which affect the whole vintage of time series due to redefinitions,...

The Philippine Statistical System (PSS), the government-wide system of providing statistical information and services, consists of the Philippine Statistics Authority (PSA) and other data producers in the public sector across all administrative levels; the Philippine Statistical Research and...