Influence of data vintage on quantification of expectations

Emilia Tomczyk
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Emilia Tomczyk: Warsaw School of Economics

Applied Econometrics Papers, 2014, vol. 1, issue 1, 64-83

Abstract: Importance of acknowledging data revisions – that is, corrections published after the initial announcement was made – has been repeatedly stressed in current economic literature. In this paper, I propose to test whether including information on data revisions infuences results of regression quantification procedures. Empirical analysis leads to the conclusion that end-of-sample data appears better suited for quantification of business tendency survey data on volume index of industrial production sold.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:wse:journl:v:1:y:2014:i:1:p:64-83

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