This paper provides an overview of methods for testing the predictability of macroeconomic indicators based on real-time data revisions. Various approaches to their forecasting are considered and their properties are discussed.
Abstract
This paper provides an overview of methods for testing the predictability of macroeconomic indicators based on real-time data revisions. Various approaches to their forecasting are considered [...]
Predictability of Preliminary Estimates of Macroeconomic Indicators: An Overview of Approaches 