Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models/
Main Author: | Καπετάνιος, Γιώργος |
---|---|
Corporate Author: | Bank of England |
Other Authors: | Yates, Tony |
Format: | Book |
Language: | English |
Published: |
London:
Bank of England,
2004
|
Series: | Working paper / Bank of England / 1368-5562
238 |
Subjects: |
Similar Items
-
Forecasting with measurement errors in dynamic models/
by: Harrison, Richard
Published: (2004) -
Short-term forecasts of euro area real GDP growth : an assessment of real-time performance based on vintage data /
by: Diron, Marie
Published: (2006) -
Detecting and predicting forecast breakdowns/
by: Giacomini, Rafaella
Published: (2006) -
What can probability forecasts tell us about inflation risks?/
by: Garcia, Juan Angel
Published: (2007) -
Determinants of earnings forecast error, earnings forecast revision and earnings forecast accuracy /
by: Gell, Sebastian
Published: (2012)