Evaluating the use of real-time data in forecasting output levels and recessionary events in the US
The paper proposes a modelling framework and evaluation procedure to judge the usefulness of real-time datasets incorporating past data vintages and survey expectations in forecasting. The analysis is based on `meta models' obtained using model-averaging techniques and judged by various statist...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/51050/ |