We consider whether it is possible to determine if macro forecasters are attempting to forecast rst estimates of data, or revised estimates. Our approach requires that data revisions are predictable prior to the rst estimate being released. There is some evidence that this condition is met for some series, and that some forecasters put some weight on later estimates for consumersexpenditure and the GDP deator
We provide key insights on expectation formation based on the Bloomberg eco- nomic survey: around tw...
Granger and Newbold (1986) make the following statement in connection with forecasting: “A good dea...
Data revisions to national accounts pose a serious challenge to policy decision making. Well-behave...
We present a novel approach to assessing the attentiveness of professional forecasters to news about...
We present a novel approach to assessing the attentiveness of professional forecasters to news about...
The accuracy of real-time forecasts of macroeconomic variables that are subject to revisions may cru...
We show that professional forecasters are able to anticipate the \u85rst but not the second revision...
We compare the accuracy of the survey forecasts and forecasts implied by economic binary options on ...
Macro-economic forecasts typically involve both a model component, which is replicable, as well as i...
Macro-economic forecasts typically involve both a model component, which is replicable, as well as i...
We consider the reasons for nowcasting, how nowcasts can be achieved, and the use and timing of info...
We document the empirical properties of revisions to major macroeconomic variables in the United Sta...
We document the empirical properties of revisions to major macroeconomic vari-ables in the United St...
We characterise the relationships between preliminary and subsequent measurements for 16 commonly-us...
We characterise the relationships between preliminary and subsequent measurements for 16 commonly-us...
We provide key insights on expectation formation based on the Bloomberg eco- nomic survey: around tw...
Granger and Newbold (1986) make the following statement in connection with forecasting: “A good dea...
Data revisions to national accounts pose a serious challenge to policy decision making. Well-behave...
We present a novel approach to assessing the attentiveness of professional forecasters to news about...
We present a novel approach to assessing the attentiveness of professional forecasters to news about...
The accuracy of real-time forecasts of macroeconomic variables that are subject to revisions may cru...
We show that professional forecasters are able to anticipate the \u85rst but not the second revision...
We compare the accuracy of the survey forecasts and forecasts implied by economic binary options on ...
Macro-economic forecasts typically involve both a model component, which is replicable, as well as i...
Macro-economic forecasts typically involve both a model component, which is replicable, as well as i...
We consider the reasons for nowcasting, how nowcasts can be achieved, and the use and timing of info...
We document the empirical properties of revisions to major macroeconomic variables in the United Sta...
We document the empirical properties of revisions to major macroeconomic vari-ables in the United St...
We characterise the relationships between preliminary and subsequent measurements for 16 commonly-us...
We characterise the relationships between preliminary and subsequent measurements for 16 commonly-us...
We provide key insights on expectation formation based on the Bloomberg eco- nomic survey: around tw...
Granger and Newbold (1986) make the following statement in connection with forecasting: “A good dea...
Data revisions to national accounts pose a serious challenge to policy decision making. Well-behave...