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Forecast Accuracy

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
where. is the vector of q estimated factors at time t, and y. ... As Figure 1 shows, many series have a publication lag of two months or more.
https://www.rba.gov.au/publications/rdp/2007/2007-03/forecast-accuracy.html

The Composition of Forecast Models

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
Because real-time data are not available for all series in our panel we use final vintage data. ... The publication lag for the data in the panel is shown in Figure 1.
https://www.rba.gov.au/publications/rdp/2007/2007-03/composition-forecast-models.html

Conclusion

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
Download the Paper 296. KB. This paper shows that factor-based forecasts can outperform standard time-series benchmarks for key Australian macroeconomic series, as has been found for many other countries. ... The use of a broad data panel to estimate the
https://www.rba.gov.au/publications/rdp/2007/2007-03/conclusion.html