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Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
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three methods: descriptive error statistics, signal-to-noise ratios and entropy measures. Our results document a trend of …, Euro area signal-noise-ratios and entropy measures are correlated with popular uncertainty proxies, Euro area news …
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