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Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions

Kees E. Bouwman and Jan Jacobs ()

No 200505, CCSO Working Papers from University of Groningen, CCSO Centre for Economic Research

Abstract: Real-time macroeconomic data are typically incomplete for today and the immediate past (?ragged edge?) and subject to revision. To enable more timely forecasts the recent missing data have to be dealt with. In the context of the U.S. leading index we assess four alternatives,paying explicit attention to publication lags and data revisions.

Date: 2005
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Journal Article: Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions (2011) Downloads
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