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Macroeconomic variables, such as industrial production or GDP, are regularly and sometimes substantially revised by the official statistical offices. Nevertheless, there are only few attempts in the previous literature to investigate whether it is possible to forecast these revisions systematically. In this paper it is illustrated how revisions of German industrial production can be forecasted with respect both to the direction as well as to the level of the revision. We are the first that use a large data for this purpose.

Item Type: MPRA Paper -

Original Title: Forecasting Revisions of German Industrial Production-

English Title: Forecasting Revisions of German Industrial Production-

Language: English-

Keywords: industrial production, revisions, forecasting, large data sets, forecast combination-

Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Prediction Methods ; Simulation MethodsE - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E37 - Forecasting and Simulation: Models and ApplicationsE - Macroeconomics and Monetary Economics > E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook > E66 - General Outlook and Conditions-

Autor: Wohlrabe, Klaus


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