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  • Tags: Data revisions - GDP - Real-time data - Mixed frequency - Factor model
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    Forecasting data revisions of GDP: a mixed frequency approach

    01.08.2008

    Releases of GDP data undergo a series of revisions over time. These revisions have an impact on the results of macroeconometric models documented by the growing literature on real-time data applications. Revisions of U.S. GDP data can be explained...

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