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Do forecasters target first or later releases of national accounts data?

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Clements, M. orcid id iconORCID: https://orcid.org/0000-0001-6329-1341 (2019) Do forecasters target first or later releases of national accounts data? International Journal of Forecasting, 35 (4). pp. 1240-1249. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2018.11.009

Abstract/Summary

We consider whether it is possible to determine if macro forecasters are attempting to forecast rst estimates of data, or revised estimates. Our approach requires that data revisions are predictable prior to the rst estimate being released. There is some evidence that this condition is met for some series, and that some forecasters put some weight on later estimates for consumersexpenditure and the GDP deator.

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/80880
Identification Number/DOI 10.1016/j.ijforecast.2018.11.009
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Elsevier
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