Data revisions and the output gap

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Borradores de Economía; No. 642

Date published

2011-02-18

Date

2011-02-18

Authors

Julio-Román, Juan Manuel

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ISSN

ISBN

Document language

spa
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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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

Preliminary and delayed Colombian GDP reports are replaced with optimal in-sample now-casts of "true" GDP figures derived from a model for data revisions. The new GDP time series is augmented with optimal out-of-sample forecasts and back-casts of the "tru

Description

JEL Codes

C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes

Temática

Keywords

Keywords

Data revisions , Now-casting , Real time economic analysis

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5659
 https://hdl.handle.net/20.500.12134/5659
 https://ideas.repec.org/p/bdr/borrec/642.html
 https://doi.org/10.32468/be.642

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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

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