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The personal saving rate : data revisions and forecasts

Croushore, Dean Darrell; Santos, Pedro del Monaco - In: Economics letters 219 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013470953

Estimating Time-Variation in Measurement Error from Data Revisions; an Application to Forecasting in Dynamic Models

Kapetanios, George; Yates, Anthony - 2005

Over time, economic statistics are refined. This means that newer data are typically less well measured than old data. Time or vintage-variation in measurement error like this influences how forecasts should be made. Measurement error is obviously not directly observable. This paper shows that...

Persistent link: https://www.econbiz.de/10014066742

Quantifying the quality of macroeconomic variables

Öller, Lars-Erik; Teterukovsky, Alex - In: International journal of forecasting 23 (2007) 2, pp. 205-217

Persistent link: https://www.econbiz.de/10003483772

Information, data dimension and factor structure

Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2007

Persistent link: https://www.econbiz.de/10003596368

Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach

Tswei, Keshin - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1062-1078

Persistent link: https://www.econbiz.de/10009693397

The information content of dividends : an application of the Kalman filter

Marseguerra, Giovanni - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 725-751

Persistent link: https://www.econbiz.de/10001234101

Theinformation content of accounting earnings in Greece : an empirical investigation

Kahya, Emel - In: Journal of multinational financial management 3 (1993) 3, pp. 143-157

Persistent link: https://www.econbiz.de/10001332611

New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based

Zhang, Weiwei; Sun, Tiezhu; Ma, Yechi; Wang, Zilong - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 109-121

Persistent link: https://www.econbiz.de/10012587118

On the value of information sharing in the presence of information errors

Lu, Jizhou; Feng, Gengzhong; Shum, Stephen; Lai, Kin Keung - In: European journal of operational research : EJOR 294 (2021) 3, pp. 1139-1152

Persistent link: https://www.econbiz.de/10012591594

Information theoretic causality detection between financial and sentiment data

Scaramozzino, Roberta; Cerchiello, Paola; Aste, Tomaso - 2021

Persistent link: https://www.econbiz.de/10012887631

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