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F.J.H. Don Forecasting in macroeconomics: a practitioner's view
Non-fictie
Engels | 31 pagina's | CPB Netherlands Bureau for Economic Policy Analysis, The Hague | 2000
Gedrukt boek
J.C.G. van Vlimmeren | F.J.H. Don | V.R. Okker Composition and pattern of the forecast uncertainty due to unreliable data
further results
Non-fictie
Engels | 34 pagina's | Central Planning Bureau, The Hague | 1991
Gedrukt boek
J.C.G. van Vlimmeren | F.J.H. Don | V.R. Okker Modelling data uncertainty due to revisions
In this paper we study the uncertainty in preliminary data as available for the Dutch economy. Because we are interested in the effects of the use of preliminary data on the forecast results, we study the uncertainty in preliminary initial data for the forecasting model. The uncertainty derives from the data revision regime of the Central Bureau of Statistics. We have focussed on a subset of the available dataset. The methods used in this paper can be used to specify covariance and correlation of...
Non-fictie
Engels | 30 pagina's | Central Planning Bureau, The Hague | 1991
Gedrukt boek