A State Space Approach to Extracting the Signal From Uncertain Data

By Alastair Cunningham, Jana Eklund, C. Jeffery, George Kapetanios, Vincent Labhard. 2009

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Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011, background): “The need for timely data to enable an assessment of current economic conditions is ever present, and in recent years, it has been heightened by the delegation of some policy tasks to central banks, such as the Bank of England in the UK.”
Forecasting: theory and practice (2020, methodology): “recast-origin data that the forecast is conditioned on. Other approaches seek to model the data revisions process along with the fully-revised true values of the data, as in Kishor and Koenig (2012), Cunningham et al. (2009), and Jacobs and van Norden (2011). 24This subsection was written by Michael”