Estimating U.S. Output Growth with Vintage Data in a State-Space Framework

This study uses a state-space model to estimate the 'true' unobserved measure of total output in the U.S. economy. The analysis uses the entire history (i.e., all vintages) of selected real-time data series to compute revisions and corresponding statistics for those series. The revision st...

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Veröffentlicht in:	Review 2009-07, Vol.91 (4), p.349-382
Hauptverfasser:	Anderson, Richard G, Gascon, Charles S
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Economic forecasting Economic forecasts Economic growth Economic statistics Growth rates Macroeconomics Monetary policy Monte Carlo simulation Output potential Output rate U.S.A
Online-Zugang:	Volltext
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