Prediction of Final Data with Use of Preliminary and/or Revised Data

In the case of US national accounts the data are revised for the first few years and every decade, which implies that the data is not really the final data. The Monte Carlo integration non-linear filter proposed by Tanizaki (1991, 1993) and Tanizaki and Mariano (1994) was applied. The predictors wer...

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Main Authors:	Mariano, Roberto S., Tanizaki, Hisashi
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 1995
Subjects:	Economics
Online Access:	https://ink.library.smu.edu.sg/soe_research/260
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Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.soe_research-1259
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spelling	sg-smu-ink.soe_research-12592010-09-23T05:48:03Z Prediction of Final Data with Use of Preliminary and/or Revised Data Mariano, Roberto S. Tanizaki, Hisashi In the case of US national accounts the data are revised for the first few years and every decade, which implies that the data is not really the final data. The Monte Carlo integration non-linear filter proposed by Tanizaki (1991, 1993) and Tanizaki and Mariano (1994) was applied. The predictors were introduced as an application of the non-linear filtering problem. The US consumption function was taken as an empirical example, where the measurement equation was simply assumed to be linear or log-linear between the preliminary data and the final data while the transition equation was derived from the utility-maximization problem. 1995-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/260 info:doi/10.1002/for.3980140404 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Economics
spellingShingle	Economics Mariano, Roberto S. Tanizaki, Hisashi Prediction of Final Data with Use of Preliminary and/or Revised Data
description	In the case of US national accounts the data are revised for the first few years and every decade, which implies that the data is not really the final data. The Monte Carlo integration non-linear filter proposed by Tanizaki (1991, 1993) and Tanizaki and Mariano (1994) was applied. The predictors were introduced as an application of the non-linear filtering problem. The US consumption function was taken as an empirical example, where the measurement equation was simply assumed to be linear or log-linear between the preliminary data and the final data while the transition equation was derived from the utility-maximization problem.
format	text
author	Mariano, Roberto S. Tanizaki, Hisashi
author_facet	Mariano, Roberto S. Tanizaki, Hisashi
author_sort	Mariano, Roberto S.
title	Prediction of Final Data with Use of Preliminary and/or Revised Data
title_short	Prediction of Final Data with Use of Preliminary and/or Revised Data
title_full	Prediction of Final Data with Use of Preliminary and/or Revised Data
title_fullStr	Prediction of Final Data with Use of Preliminary and/or Revised Data
title_full_unstemmed	Prediction of Final Data with Use of Preliminary and/or Revised Data
title_sort	prediction of final data with use of preliminary and/or revised data
publisher	Institutional Knowledge at Singapore Management University
publishDate	1995
url	https://ink.library.smu.edu.sg/soe_research/260
_version_	1770569089590231040

Prediction of Final Data with Use of Preliminary and/or Revised Data

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