End-of-sample vs. Real Time Data: Perspectives for Analysisof Expectations,

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Opublikowane: wrz 30, 2013
Słowa kluczowe:
Analiza danych, Baza danych, Ekonometria

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Emilia Tomczyk
Szkoła Główna Handlowa w Warszawie

Abstrakt

Data revision is usually defined as an adjustment published after initial value had been announced; it may reflect rectification of errors, availability of new information, introduction of new measurement or aggregation techniques etc. This paper addresses the impact of data revisions on measures of expectations and offers an introduction to empirical analysis of data vintage in testing properties of expectations. It also defines and classifies data revisions and presents a review of literature and databases available for the purposes of real time analysis.(original abstract)

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Numer
Nr 93 (2013): Prace i Materiały Instytutu Rozwoju Gospodarczego
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Artykuły

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