Revisions to PCE Inflation Measures: Implications for Monetary Policy

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Real-Time Forecasts of the Real Price of Oil (2012, background): “The importance of real-time forecasting is well recognized in the literature (e.g., see Croushore 2011).”
Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011, background): “Recent work includes Knetsch and Reimers [49] and Ghosh [30] and earlier references of interest include Conrad and Corrado [12], Howrey [46], Harvey et al. [37] and Patterson [59], Patterson [61] and Garratt and Vahey [29]; on forecasting with data subject to revision see, for example, Mariano and T”
Expected Returns in Treasury Bonds (2015, unknown): “PCE inflation) is that it is not subject to revisions (Croushore and Stark, 1999; Croushore, 2008), and thus can be treated as real time data.”
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).”