Comment on 'Forecasting with a real-time data set for macroeconomists'

By J. Fackler. 2002

145 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011, methodology): “on forecasting with data subject to revision see, for example, Mariano and Tanizaki [53], Patterson [60], Ghosh and Lien [31], Stark and Croushore [73], Busetti [8] and Croushore [14].”
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection (2020, methodology): “Using revised instead of first release data (real-time) can be misleading in forecast evaluations, and the only safe way to evaluate forecasting models is with real-time data (Stark and Croushore, 2002; Stark, 2010; Croushore, 2011).”
Markov-switching dynamic factor models in real time (2018, unknown): “u2t = d1u2t 1 + :::+ dm4u2t m4 + u2 t ; (32)”