Modeling data revisions

Thumbnail
Borradores de Economía; No. 641
Date published
2011-02-15
Date of last update
2011-02-15
Author
Julio-Román, Juan Manuel
Document language
spa
Metadata
Show full item record
Alternative metrics
Downloads
Abstract views

Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
A dynamic linear model for data revisions and delays is proposed. This model extends Jacobs y Van Norden's [13] in two ways. First, the "true" data series is observable up to a fixed period of time M. And second, preliminary figures might be biased estima
JEL Codes
C53 - Forecasting and Prediction Methods; Simulation MethodsC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data AnalysisC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
Keywords
Data revisions ; Now-casting ; Real rime economic analysis ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5658
https://hdl.handle.net/20.500.12134/5658
https://doi.org/10.32468/be.641
https://ideas.repec.org/p/bdr/borrec/641.html
https://ideas.repec.org/p/col/000094/007929.html
Collections
Seleccionar año de consulta:
This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit