- Tytuł:
- Quantification of expectations for general economic situation on the basis of industrial production index with data revisions
- Autorzy:
- Tomczyk, Emilia
- Powiązania:
- https://bibliotekanauki.pl/articles/500423.pdf
- Data publikacji:
- 2015
- Wydawca:
- Szkoła Główna Handlowa w Warszawie
- Tematy:
-
end-of-sample (EOS) data
real time (RTV) data
data revisions
survey data
general economic situation
expectations
quantification
regression method - Opis:
- Use of appropriate data vintages and taking data revisions into account have only recently became a staple of applied econometric analysis. In this paper, the topic of data vintage in regression quantification procedures is readdressed for survey data on general economic situation. From empirical analysis it follows that quantification of survey data on general economic situation on the basis of industrial production index does not present a significant improvement over the use of response balance. Additionally, results obtained for real-time and end-of-sample data are very similar and do not suggest superiority of any of these two data vintages as far as quantification of survey data on general economic situation is concerned
- Źródło:
-
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2015, 97: Economic cycles and uncertainty; 95-106
0866-9503 - Pojawia się w:
- Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
- Dostawca treści:
- Biblioteka Nauki
Artykuł