Predictability of preliminary estimates of macroeconomic indicators: an overview of approaches

Предсказуемость предварительных оценок макроэкономических показателей: обзор подходов

Astafyeva Ekaterina () and Marina Turuntseva
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Astafyeva Ekaterina: Russian Presidential Academy of National Economy and Public Administration
Authors registered in the RePEc Author Service: Ekaterina Astafieva

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: This paper provides an overview of methods for testing the predictability of macroeconomic indicators based on real-time data revisions. Various approaches to their forecasting are considered and their properties are discussed.

Keywords: data revision; time series; forecasting; forecast quality. (search for similar items in EconPapers)
Pages: 29 pages
Date: 2021-01
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:wpaper:s21108

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