Autori
Gallo, Giampiero M.
Marcellino, Massimiliano

Titolo
In Plato's cave: sharpening the shadows of monetary announcements
Periodico
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1996 - Fascicolo: 25 - Pagina iniziale: 1 - Pagina finale: 32

In this paper we provide a framework for assessing the degree of reliability of provisional estimates of final data. Various desirable properties for provisional data are suggested, as well as procedures for testing them, taking into account the possible nonstationarity of econom ic variables. We then reexamine the question of the most appropriate way information should be extracted from available data in the presence of a data revision process. The methodology is applied to study the quality of US M l data production process.



Testo completo: http://hdl.handle.net/1814/597

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