Evaluating the use of real-time data in forecasting output levels and recessionary events in the US

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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...

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Bibliographic Details
Main Authors:	Aristidou, Chrystalleni, Lee, Kevin, Shields, Kalvinder
Format:	Article
Language:	English
Published:	Wiley 2018
Subjects:	Real-time data; Revision; Survey; Forecasting; Model averaging; Output; Recession
Online Access:	https://eprints.nottingham.ac.uk/51050/

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