Information in the Revision Process of Real-Time Datasets

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Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010, methodology): “90) with the first release of the real-time series, the data recommended by Corradi et al. (2009). Our model in Section 3 assumes that the target variable is the December-on-December change in real GDP or the consumer price index, which can conveniently be written as the sum of the month-on-month ch”
Real-Time Measurement of Business Conditions (2007, unknown): “At any point T in real time, we simply use the time-T data vintage to extract the real activity factor at time T and earlier, as in Corradi, Fernandez, and Swanson (2007).”
Forecast Rationality Tests Based on Multi-Horizon Bounds (2012, methodology): “Denoting the population value of the MSEs by e = [ 1; :::; e H ] 0, with j E[e(2)tjt hj ], and dening the associated MSE di¤erentials as j j j 1 = E h e(2)tjt hj i E h e(2)tjt hj 1 i , we can rewrite the inequalities in (2) as j 0; for j = h2; :::; hH : (4)”