A Real-time Data Set for Macroeconomists

A Real-time Data Set for Macroeconomists PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
The Federal Reserve Bank of Philadelphia presents the full text of the June 1999 working paper entitled "A Real-time Data Set for Macroeconomists," written by Dean Croushore and Tom Stark. The text is available in PDF format. This paper features the concept and uses of a real-time data set that can be used by economists for testing published econometric results, for analyzing policy, and for forecasting. The data set consists of the major macroeconomic data available at quarterly intervals in real time.

A Real-time Data Set for Macroeconomists

A Real-time Data Set for Macroeconomists PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Get Book Here

Book Description
The Federal Reserve Bank of Philadelphia presents the full text of the June 1999 working paper entitled "A Real-time Data Set for Macroeconomists," written by Dean Croushore and Tom Stark. The text is available in PDF format. This paper features the concept and uses of a real-time data set that can be used by economists for testing published econometric results, for analyzing policy, and for forecasting. The data set consists of the major macroeconomic data available at quarterly intervals in real time.

A Real-time Data Set for Macroeconomists

A Real-time Data Set for Macroeconomists PDF Author: Dean Darrell Croushore
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 47

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Book Description


A Real-time Data Set for Macroeconomists

A Real-time Data Set for Macroeconomists PDF Author: Dean Darrell Croushore
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 24

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Book Description


Real-time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting?

Real-time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting? PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
The Federal Reserve Bank of Philadelphia presents the full text of the June 2000 working paper entitled "A Real-time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting?," written by Dean Croushore and Tom Stark. The text is available in PDF format. This paper features a real-time data set for macroeconomists that can be used for a variety of purposes, including forecast evaluation. The authors describe the construction of the data set and the properties of the variables across vintages, and provide examples showing how data revisions can affect forecasts.

Forecasting with a Real-time Data Set for Macroeconomists

Forecasting with a Real-time Data Set for Macroeconomists PDF Author: Thomas C. Stark
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 46

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Book Description


A REAL-TIME DATA SET FOR MACROECONOMISTS: DOES DATA VINTAGE MATTER FOR FORECASTING?

A REAL-TIME DATA SET FOR MACROECONOMISTS: DOES DATA VINTAGE MATTER FOR FORECASTING? PDF Author: Dean CROUSHORE
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Forecasting with a Real-time Data Set for Macroeconomists

Forecasting with a Real-time Data Set for Macroeconomists PDF Author: Tom Stark
Publisher:
ISBN:
Category :
Languages : en
Pages : 46

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Book Description


A Real-time Data Set for Macroeconomists

A Real-time Data Set for Macroeconomists PDF Author: Dean Croushore
Publisher:
ISBN:
Category :
Languages : en
Pages : 47

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Book Description


A Real-Time Data Set for Macroeconomics

A Real-Time Data Set for Macroeconomics PDF Author: Dean Croushore
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
This paper presents the concept and uses of a real-time data set that can be used by economists for testing the robustness of published econometric results, for analyzing policy, and for forecasting. The data set consists of vintages, or snapshots, of the major macroeconomic data available at quarterly intervals in real time. The paper illustrates why such data may matter, explains the construction of the data set, examines the properties of several of the variables in the data set across vintages, examines key empirical papers in macroeconomics and investigates their robustness to different vintages, looks at how policy analysis may be affected by data revisions, and shows how forecasts can be affected by data revisions.

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data PDF Author: Peter Fuleky
Publisher: Springer Nature
ISBN: 3030311503
Category : Business & Economics
Languages : en
Pages : 716

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Book Description
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.