Modeling data revisions

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dc.coverage.sucursalBogotáspa
dc.creatorJulio-Román, Juan Manuel
dc.creator.firmaJulio-Román, Juan Manuel
dc.date.accessioned2011-02-15T08:30:10Zeng
dc.date.available2011-02-15T08:30:10Z
dc.date.created2011-02-15
dc.date.issued2011-02-15
dc.description.abstractA 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 estimaeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5658spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5658
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.641spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/007929.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 641
dc.relation.numberBorrador 641spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/641.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:641spa
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulaciónspa
dc.subject.keywordData revisionseng
dc.subject.keywordNow-castingeng
dc.subject.keywordReal rime economic analysiseng
dc.subject.lembProducto interno bruto -- Mediciones -- Metodología -- Colombiaspa
dc.subject.lembCrecimiento económico -- Mediciones -- Metodología -- Colombiaspa
dc.titleModeling data revisionsspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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