4 results: page 1 of 1
Oct 2014
Paper
Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements ,  A. B. Galvao
Aug 2014
Paper
Anticipating early data revisions to US GDP and the effects of releases on equity markets
Michael P. Clements ,  A. B. Galvao
Apr 2013
Paper
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
Michael P. Clements ,  A. B. Galvao
Oct 2012
Paper
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
Michael P. Clements ,  A. B. Galvao