Borradores de Economia
Número:
641
Publicado:
Clasificación JEL:
C22, C53, C82
Palabras clave:
Data Revisions, Now-casting, Real Time Economic Analysis
Lo más reciente
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Juan J. Ospina-Tejeiro, Edgar Caicedo-García
Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson
Mauricio Villamizar-Villegas, Oscar Mauricio Valencia-Arana, Andrés Felipe Prado, Nicolás Aya
A 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 estima