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A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.; Eklund, Jana; Jeffery, Chris; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 173-180
Persistent link: https://www.econbiz.de/10009657376
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A State Space Approach to Extracting the Signal From Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of Business & Economic Statistics 30 (2012) 2, pp. 173-180
Most macroeconomic data are uncertain—they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10010606690
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A State Space Approach to Extracting the Signal From Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 173-181
Persistent link: https://www.econbiz.de/10009976543
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A State Space Approach to Extracting the Signal from Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - School of Economics and Finance, Queen Mary - 2009
Most macroeconomic data are uncertain - they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10005106378
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A State Space Approach to Extracting the Signal From Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of Business & Economic Statistics 30 (2009) 2, pp. 173-180
Most macroeconomic data are uncertain—they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10010690840
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A state space approach to extracting the signal from uncertain data
Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - 2009
Most macroeconomic data are uncertain - they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10010280737
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A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.; Eklund, Jana; Jeffery, Chris - 2009
Most macroeconomic data are uncertain - they are estimates rather than perfect measures of underlying economic variables. One symptom of that uncertainty is the propensity of statistical agencies to revise their estimates in the light of new information or methodological advances. This paper...
Persistent link: https://www.econbiz.de/10003799514
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A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.; Eklund, Jana; Jeffery, … - 2007
Persistent link: https://www.econbiz.de/10003595906
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A State Space Approach to Extracting the Signal from Uncertain Data
Cunningham, Alastair; Eklund, Jana; Jeffery, Christopher; … - 2008
Most macroeconomic data are uncertain - they are estimates rather than perfect measures. Use of these uncertain data to form an assessment of current activity can be viewed as a problem of signal extraction. One symptom of that uncertainty is the propensity of statistical agencies to revise...
Persistent link: https://www.econbiz.de/10014221316
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A state space approach to extracting the signal from uncertain data
Cunningham, Alastair; Eklund, Jana; Jeffery, Christopher; … - Bank of England - 2007
Most macroeconomic data are uncertain - they are estimates rather than perfect measures. Use of these uncertain data to form an assessment of current activity can be viewed as a problem of signal extraction. One symptom of that uncertainty is the propensity of statistical agencies to revise...
Persistent link: https://www.econbiz.de/10005737896