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A State Space Approach to Extracting the Signal from Uncertain Data. (2009). Labhard, Vincent ; Eklund, Jana ; Cunningham, Alastair ; Kapetanios, George ; Jeffery, Chris .
In: Working Papers.
RePEc:qmw:qmwecw:wp637.

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  1. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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    In: EMF Research Papers.
    RePEc:wrk:wrkemf:31.

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  3. Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables. (2017). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2017-01.

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  4. Nowcasting UK GDP during the depression. (2016). Smith, Paul ; Paul, Smith .
    In: Working Papers.
    RePEc:str:wpaper:1606.

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  5. Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision. (2015). Clements, Michael.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2015-02.

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  6. Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty. (2012). Clements, Michael.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:1:n:2.

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  7. Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models. (2011). Galvão, Ana ; Clements, Michael.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp678.

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  8. Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models. (2011). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:678.

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  9. Revisions in ocial data and forecasting. (2011). Frale, Cecilia ; Raponi, Valentina .
    In: Working Papers LuissLab.
    RePEc:lui:lleewp:1194.

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  10. Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:484.

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  11. Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions. (2010). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz.
    In: Economic Research Papers.
    RePEc:ags:uwarer:270771.

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  12. Commentary on Estimating U.S. output growth with vintage data in a state-space framework. (2009). Croushore, Dean.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:jul:p:371-382:n:v.91no.4.

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  13. Estimating U.S. output growth with vintage data in a state-space framework. (2009). Gascon, Charles ; Anderson, Richard.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:jul:p:349-370:n:v.91no.4.

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References

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  24. This working paper has been produced by the Department of Economics at Queen Mary, University of London Copyright 2009 Alastair Cunningham, Jana Eklund, Chris Jeffery, Department of Economics Queen Mary, University of London Mile End Road London E1 4NS Tel: +44 (0)20 7882 5096 Fax: +44 (0)20 8983 3580 Web: www.econ.qmul.ac.uk/papers/wp.htm George Kapetanios and Vincent Labhard. All rights reserved
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