The paper estimates how much short-run monetary control may be affected by data noise and revisions, such as the ones implied by seasonal adjustment. The effects of the different types of data error are illustrated, and results on their empirical relevance and analytical properties are presented. The paper can be seen as an exercise that combines some elements of econometric, time series and economic analysis to answer a real world problem.
@article{urn:eudml:doc:40024,
title = {Signals and revisions in economic time series: a case study.},
journal = {Q\"uestii\'o},
volume = {8},
year = {1984},
pages = {49-73},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40024}
}
Maravall, Agustín; Pierce, David A. Signals and revisions in economic time series: a case study.. Qüestiió, Tome 8 (1984) pp. 49-73. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40024/