@Article{doi:10.1016/S0304-3932(01)00070-8,
author = "Amato, Jeffrey D. and Swanson, Norman R.",
title = "The real-time predictive content of money for output",
year = "2001",
journal = "Journal of Monetary Economics",
volume = "48",
number = "1",
month = "August",
pages = "3-24",
url = "http://dx.doi.org/10.1016/S0304-3932(01)00070-8"}

@Article{doi:10.1111/j.1538-4616.2008.00115.x,
author = "Borogan Aruboa, S.",
title = "Data Revisions Are Not Well Behaved",
year = "2008",
journal = "Journal of Money, Credit and Banking",
volume = "40",
number = "2-3",
month = "March/April",
pages = "319-340",
url = "http://dx.doi.org/10.1111/j.1538-4616.2008.00115.x"
}

@Article{RePEc:eee:moneco:v:50:y:2003:i:3:p:525-546,
  author={Bernanke, Ben S. and Boivin, Jean},
  title={Monetary policy in a data-rich environment},
  journal={Journal of Monetary Economics},
  year={2003},
  volume={50},
  number={3},
  pages={525-546},
  month={April},
  url={http://ideas.repec.org/a/eee/moneco/v50y2003i3p525-546.html}
}

@Article{RePEc:eee:intfor:v:10:y:1994:i:3:p:455-460,
  author={Brodsky, Noel and Newbold, Paul},
  title={Late forecasts and early revisions of United States GNP},
  journal={International Journal of Forecasting},
  year={1994},
  volume={10},
  number={3},
  pages={455-460},
  month={November},
  url={http://ideas.repec.org/a/eee/intfor/v10y1994i3p455-460.html}
}

@article{2337125,
     jstor_articletype = {primary_article},
     title = {On Gibbs Sampling for State Space Models},
     author = {Carter, C. K. and Kohn, R.},
     journal = {Biometrika},
     jstor_issuetitle = {},
     volume = {81},
     number = {3},
     jstor_formatteddate = {Aug., 1994},
     pages = {541--553},
     url = {http://www.jstor.org/stable/2337125},
     ISSN = {00063444},
     abstract = {We show how to use the Gibbs sampler to carry out Bayesian inference on a linear state space model with errors that are a mixture of normals and coefficients that can switch over time. Our approach simultaneously generates the whole of the state vector given the mixture and coefficient indicator variables and simultaneously generates all the indicator variables conditional on the state vectors. The states are generated efficiently using the Kalman filter. We illustrate our approach by several examples and empirically compare its performance to another Gibbs sampler where the states are generated one at a time. The empirical results suggest that our approach is both practical to implement and dominates the Gibbs sampler that generates the states one at a time.},
     publisher = {Biometrika Trust},
     language = {},
     copyright = {Copyright © 1994 Biometrika Trust},
     year = {1994},
    }

@TechReport{chauvet:comparison:2007,
  author={Marcelle Chauvet and Jeremy Piger},
  title={A Comparison of the Real-Time Performance of Business Cycle Dating Methods},
  year={2007},
  month={february},
  institution={University of California, Riverside},
  type={Working Papers},
  url={http://www.faculty.ucr.edu/~chauvet/Chauvet_Piger.pdf}
}

@TechReport{corradi:information:2007,
  author =       {Corradi, V. and Fernandez, A. and Swanson, N.R.},
  title =        {Information in the Revision Process of Real-Time Datasets},
  institution =  {Rutgers Uniersity},
  year =         {2007},
  OPTkey =       {},
  OPTtype =      {working paper},
  OPTnumber =    {},
  OPTaddress =   {},
  OPTmonth =     {},
  OPTnote =      {},
  OPTannote =    {}
}

@InBook{RePEc:eee:ecofch:1-17,
  author={Croushore, Dean},
  editor={G. Elliott and C. Granger and A. Timmermann},
  title={Forecasting with Real-Time Macroeconomic Data},
  publisher={Elsevier},
  year={2006},
  month={February},
  volume={1},
  number={},
  series={Handbook of Economic Forecasting},
  edition={},
  type={chapter},
  chapter={17},
  pages={961-982},
  url={http://ideas.repec.org/h/eee/ecofch/1-17.html}
}

@Article{10.1016/S0304-4076(01)00072-0,
  author =       {Croushore, Dean and Stark, Tom},
  title =        {A real-time data set for macroeconomists},
  journal =      {Journal of Econometrics},
  year =         {2001},
  OPTkey =       {},
  OPTvolume =    {105},
  OPTnumber =    {1},
  OPTpages =     {111-130},
  OPTmonth =     {November},
  OPTnote =      {},
  OPTannote =    {},
  url={http://dx.doi.org/10.1016/S0304-4076(01)00072-0}
}

@Article{RePEc:tpr:restat:v:85:y:2003:i:3:p:605-617,
  author={Dean Croushore and Tom Stark},
  title={A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?},
  journal={The Review of Economics and Statistics},
  year=2003,
  volume={85},
  number={3},
  pages={605-617},
  month={04},
  url={http://ideas.repec.org/a/tpr/restat/v85y2003i3p605-617.html}
}

@article{1991,
     jstor_articletype = {primary_article},
     title = {Forecasting Output With the Composite Leading Index: A Real-Time Analysis},
     author = {Diebold, Francis X. and Rudebusch, Glenn D.},
     journal = {Journal of the American Statistical Association},
     jstor_issuetitle = {},
     volume = {86},
     number = {415},
     jstor_formatteddate = {Sep., 1991},
     pages = {603--610},
     url = {http://www.jstor.org/stable/2290388},
     ISSN = {01621459},
     abstract = {We examine the ability of the composite index of leading economic indicators to predict future movements in aggregate economic activity. Previous examinations of predictive performance have evaluated either the in-sample residual errors from a forecasting equation fitted to the entire sample of data or the out-of-sample forecast errors from an equation fitted to a subsample of the data. Unlike previous evaluations, we perform a real-time analysis, which uses the provisional and partially revised data for the leading index that were actually available historically, along with recursive out-of-sample forecasts. We find a substantial deterioration of forecasting performance in the real-time framework.},
     publisher = {American Statistical Association},
     language = {},
     copyright = {Copyright © 1991 American Statistical Association},
     year = {1991},
    }

@Article{RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:403-19,
  author={Faust, Jon and Rogers, John H and Wright, Jonathan H},
  title={News and Noise in G-7 GDP Announcements},
  journal={Journal of Money, Credit and Banking},
  year={2005},
  volume={37},
  number={3},
  pages={403-19},
  month={June},
  url={http://ideas.repec.org/a/mcb/jmoncb/v37y2005i3p403-19.html}
}

@Article{geman:stochastic:1984,
  author =       {Geman, S. and Geman, D.},
  title =        {Stochastic Relaxation, Gibbs Distributions and the Bayesian Restoration of Images},
  journal =      {EEE Transaction on Pattern Analysis and Machine Intelligence},
  year =         {1984},
  OPTkey =       {},
  OPTvolume =    {6},
  OPTnumber =    {},
  OPTpages =     {721-741},
  OPTmonth =     {},
  OPTnote =      {},
  OPTannote =    {}
}

@article{2669465,
     jstor_articletype = {primary_article},
     title = {Efficient Bayesian Inference for Dynamic Mixture Models},
     author = {Gerlach, Richard and Carter, Chris and Kohn, Robert},
     journal = {Journal of the American Statistical Association},
     jstor_issuetitle = {},
     volume = {95},
     number = {451},
     jstor_formatteddate = {Sep., 2000},
     pages = {819--828},
     url = {http://www.jstor.org/stable/2669465},
     ISSN = {01621459},
     abstract = {A Bayesian approach is presented for estimating a mixture of linear Gaussian state-space models. Such models are used to model interventions in time series and nonparametric regression. Markov chain Monte Carlo sampling is usually necessary to obtain the posterior distributions of such mixture models, because it is difficult to obtain them analytically. The methodological contribution of the article is to derive a set of recursions for dynamic mixture models that efficiently implement a Markov chain Monte Carlo sampling scheme that converges rapidly to the posterior distribution. The methodology is illustrated by fitting an autoregressive model subject to interventions to zinc concentration in sludge.},
     publisher = {American Statistical Association},
     language = {},
     copyright = {Copyright © 2000 American Statistical Association},
     year = {2000},
    }
     
@Article{10.1016/j.jeconom.2006.03.013,
  author =       {Giordani, Paolo and Kohn, Robert and Dijk, Dick van},
  title =        {A unified approach to nonlinearity, structural change, and outliers},
  journal =      {Journal of Econometrics},
  year =         {2007},
  OPTkey =       {},
  OPTvolume =    {137},
  OPTnumber =    {1},
  OPTpages =     {112-133},
  OPTmonth =     {March},
  OPTnote =      {},
  url={http://dx.doi.org/10.1016/j.jeconom.2006.03.013}
}

@TechReport{jacobs:modelling:2007,
  author =       {Jacobs, J.P.A.M. and Norden, S. van},
  title =        {Modelling Data Revisions: Measurement Error and Dynamics of True Values},
  institution =  {Les Cahiers de CREF},
  year =         {2007},
  OPTkey =       {},
  OPTtype =      {},
  OPTnumber =    {07-09},
  OPTaddress =   {},
  OPTmonth =     {},
  OPTnote =      {},
  OPTannote =    {}
}

@Article{RePEc:tpr:restat:v:85:y:2003:i:3:p:618-628,
  author={Evan F. Koenig and Sheila Dolmas and Jeremy Piger},
  title={The Use and Abuse of Real-Time Data in Economic Forecasting},
  journal={The Review of Economics and Statistics},
  year={2003},
  volume={85},
  number={3},
  pages={618-628},
  month={07},
  url={http://ideas.repec.org/a/tpr/restat/v85y2003i3p618-628.html}
}

@Article{RePEc:fip:fedker:y:2004:i:qi:p:5-38:n:v.89no.1,
  author={Sharon Kozicki},
  title={How do data revisions affect the evaluation and conduct of monetary policy?},
  journal={Economic Review},
  year={2004},
  volume={},
  number={Q I},
  pages={5-38},
  month={},
  url={http://ideas.repec.org/a/fip/fedker/y2004iqip5-38nv.89no.1.html}
}

@Article{cfp597,
  author =       {Mankiw, N. Gregory and Runkle, David E. and Shapiro, Matthew D.},
  title =        {Are Preliminary Announcements of the Money Stock Rational Forecasts?},
  journal =      {Journal of Monetary Economics},
  year =         {1984},
  OPTkey =       {},
  OPTvolume =    {14},
  OPTnumber =    {},
  OPTpages =     {15-27},
  OPTmonth =     {},
  OPTnote =      {},
  url={http://cowles.econ.yale.edu/P/cp/p05b/p0597.pdf}
}

@TechReport{RePEc:nbr:nberwo:1939,
  author={N. Gregory Mankiw and Matthew D. Shapiro},
  title={News or Noise? An Analysis of GNP Revisions},
  year={1986},
  month={Nov},
  institution={National Bureau of Economic Research, Inc},
  type={NBER Working Papers},
  url={http://ideas.repec.org/p/nbr/nberwo/1939.html},
  number={1939}
}

@Article{RePEc:bes:jnlbes:v:25:y:2007:p:110-120,
  author={McGuckin, Robert H. and Ozyildirim, Ataman and Zarnowitz, Victor},
  title={A More Timely and Useful Index of Leading Indicators},
  journal={Journal of Business \& Economic Statistics},
  year={2007},
  volume={25},
  number={},
  pages={110-120},
  month={January},
  url={http://ideas.repec.org/a/bes/jnlbes/v25y2007p110-120.html}
}

@Article{RePEc:bes:jnlbes:v:5:y:1987:i:2:p:165-75,
  author={Mork, Knut Anton},
  title={Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates},
  journal={Journal of Business \& Economic Statistics},
  year={1987},
  volume={5},
  number={2},
  pages={165-75},
  month={April},
  url={http://ideas.repec.org/a/bes/jnlbes/v5y1987i2p165-75.html}
}

@Article{RePEc:eee:jebusi:v:43:y:1991:i:3:p:231-239,
  author={Neftci, Salih N. and Theodossiou, Panayiotis},
  title={Properties and Stochastic nature of BEA's early estimates of GNP},
  journal={Journal of Economics and Business},
  year={1991},
  volume={43},
  number={3},
  pages={231-239},
  month={August},
  url={http://ideas.repec.org/a/eee/jebusi/v43y1991i3p231-239.html}
}

@Article{RePEc:aea:aecrev:v:91:y:2001:i:4:p:964-985,
  author={Athanasios Orphanides},
  title={Monetary Policy Rules Based on Real-Time Data},
  journal={American Economic Review},
  year={2001},
  volume={91},
  number={4},
  pages={964-985},
  month={September},
  url={http://ideas.repec.org/a/aea/aecrev/v91y2001i4p964-985.html}
}

@Article{RePEc:tpr:restat:v:84:y:2002:i:4:p:569-583,
  author={Athanasios Orphanides and Simon van Norden},
  title={The Unreliability of Output-Gap Estimates in Real Time},
  journal={The Review of Economics and Statistics},
  year=2002,
  volume={84},
  number={4},
  pages={569-583},
  month={07},
  url={http://ideas.repec.org/a/tpr/restat/v84y2002i4p569-583.html}
}

@Article{orphanides:reliability:2005,
  author =       {Orphanides, Athanasios and Norden, Simon van},
  title =        {The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time},
  journal =      {Journal of Money, Credit, and Banking},
  year =         {2005},
  OPTkey =       {},
  OPTvolume =    {37},
  OPTnumber =    {3},
  OPTpages =     {583-601},
  OPTmonth =     {June},
  OPTnote =      {},
  url={http://muse.jhu.edu/journals/journal_of_money_credit_and_banking/v037/37.3orphanides.pdf}
}

@Article{RePEc:tpr:restat:v:77:y:1995:i:1:p:170-72,
  author={Rathjens, Peter and Robins, Russell P},
  title={Do Government Agencies Use Public Data?: The Case of GNP},
  journal={The Review of Economics and Statistics},
  year={1995},
  volume={77},
  number={1},
  pages={170-72},
  month={February},
  url={http://ideas.repec.org/a/tpr/restat/v77y1995i1p170-72.html}
}

@InBook{wohar:forecasting,
  ALTauthor =    {Ravazzolo, F. and Paap, R. and Franses, P.H},
  ALTeditor =    {Wohar, M. and Rapach, D.E.},
  title =        {Forecasting in the Presence of Structural Breaks and Model Uncertainty -- Frontiers of Economics and Globalization Series},
  chapter =      {Bayesian Model Averaging in the Presence of Structural Breaks},
  publisher =    {Elsevier},
  year =         {200?},
  OPTkey =       {},
  OPTvolume =    {},
  OPTnumber =    {},
  OPTseries =    {},
  OPTtype =      {},
  OPTaddress =   {},
  OPTedition =   {},
  OPTmonth =     {},
  OPTpages =     {},
  OPTnote =      {Forthcoming},
  OPTannote =    {}
}

@Article{RePEc:fip:fedaer:y:1998:i:q4:p:4-20:n:v.83no.4,
  author={John C. Robertson and Ellis W. Tallman},
  title={Data vintages and measuring forecast model performance},
  journal={Economic Review},
  year={1998},
  volume={},
  number={Q 4},
  pages={4-20},
  month={},
  url={http://ideas.repec.org/a/fip/fedaer/y1998iq4p4-20nv.83no.4.html}
}

@TechReport{siklos:learn:2007,
  author =       {Siklos, P.L.},
  title =        {What Can We Learn From Comprehensive Data Revisions for Forecasting Inflation? Some U.S. Evidence},
  institution =  {Wilfred Laurier University},
  year =         {2007},
  OPTkey =       {},
  OPTtype =      {working paper},
  OPTnumber =    {},
  OPTaddress =   {},
  OPTmonth =     {},
  OPTnote =      {},
  OPTannote =    {}
}

@article{2283975,
     jstor_articletype = {primary_article},
     title = {Data Revisions and Economic Forecasting},
     author = {Stekler, H. O.},
     journal = {Journal of the American Statistical Association},
     jstor_issuetitle = {},
     volume = {62},
     number = {318},
     jstor_formatteddate = {Jun., 1967},
     pages = {470--483},
     url = {http://www.jstor.org/stable/2283975},
     ISSN = {01621459},
     abstract = {The paper determines whether the earliest published indication of changes in GNP provide information which is useful in the interpretation of economic trends or whether subsequent revisions reveal that the true movements were radically different from those initially reported. An analysis of the provisional and advance data indicated that the initial changes differed from the final changes but still approximated the true pattern of the movements. Some of the data revisions, however, where unsuccessful. A further analysis of the temporal discrepancies in the yearly changes of one series indicates that there is not a wide degree of uncertainty about the actual movements. The combined evidence indicates that the early data are useful for economic analysis.},
     publisher = {American Statistical Association},
     language = {},
     copyright = {Copyright © 1967 American Statistical Association},
     year = {1967},
    }

@Article{10.1198/073500105000000036,
  author =       {Swanson, Norman R. and Dijk, Dick van},
  title =        {Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Assymetry},
  journal =      {Journal of Business \& Economic Statistics},
  year =         {2006},
  OPTkey =       {},
  OPTvolume =    {24},
  OPTnumber =    {1},
  OPTpages =     {24-42},
  OPTmonth =     {January},
  OPTnote =      {},
  url={http://dx.doi.org/10.1198/073500105000000036}
}

@Article{RePEc:bep:sndecm:1:1996:1:47-64,
  author={Norman Swanson},
  title={Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data},
  journal={Studies in Nonlinear Dynamics \& Econometrics},
  year={1996},
  volume={1},
  number={1},
  pages={47-64},
  month={},
  url={http://ideas.repec.org/a/bep/sndecm/11996147-64.html}
}

@Article{RePEc:tpr:restat:v:79:y:1997:i:4:p:540-550,
  author={Norman R. Swanson and Halbert White},
  title={A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks},
  journal={The Review of Economics and Statistics},
  year={1997},
  volume={79},
  number={4},
  pages={540-550},
  month={November},
  url={http://ideas.repec.org/a/tpr/restat/v79y1997i4p540-550.html}
}

@Article{zarnowitz:accuracy:1978,
  author =       {Zarnowitz, V.},
  title =        {Accuracy and Properties of Recent Macroeconomic Forecasts},
  journal =      {American Economic Review},
  year =         {1978},
  OPTkey =       {},
  OPTvolume =    {68},
  OPTnumber =    {2},
  OPTpages =     {313-319},
  OPTmonth =     {},
  OPTnote =      {},
  OPTannote =    {}
}