المستودع الأكاديمي جامعة المدينة

How to treat benchmark revisions? The case of German production and orders statistics

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dc.creator Knetsch, Thomas A.
dc.creator Reimers, Hans-Eggert
dc.date 2006
dc.date.accessioned 2013-10-16T07:06:11Z
dc.date.available 2013-10-16T07:06:11Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19667
dc.identifier ppn:520814215
dc.identifier RePEc:zbw:bubdp1:5155
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19667
dc.description Elements of an econometric examination of benchmark revisions in real-time data are suggested. Structural break tests may be applied to detect heterogeneities within vintages. Systems cointegration tests are helpful to reveal inconsistencies across vintages. Differencing and rebasing, often used to adjust for benchmark revisions, are generally not sufficient to ensure consistent real-time macroeconomic data. Vintage transformation functions estimated by cointegrating regressions are more flexible. Inappropriate conversion may cause observed revision statistics to be affected by nuisance parameters. In German industrial production and orders statistics, remaining revisions are generally biased and serially correlated.
dc.language eng
dc.relation Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,38
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject C82
dc.subject C32
dc.subject C22
dc.subject ddc:330
dc.subject real-time data
dc.subject benchmark revisions
dc.subject industrial production
dc.subject orders
dc.subject Statistische Methode
dc.subject Produktionsstatistik
dc.subject Auftrag
dc.subject Indexberechnung
dc.subject Zeitreihenanalyse
dc.subject Theorie
dc.subject Deutschland
dc.title How to treat benchmark revisions? The case of German production and orders statistics
dc.type doc-type:workingPaper


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