Dataset in Excel consisting of three parts: dataset 1, dataset 2, and forecasts.

Additional Metadata
Keywords Bayesian estimation, data revision, dataset, forecast evaluation, parameter uncertainty, structural breaks
JEL Bayesian Analysis (jel C11), Time-Series Models; Dynamic Quantile Regressions (jel C22), Forecasting and Other Model Applications (jel C53), Data Collection and Data Estimation Methodology; Computer Programs (jel C8), Methodology for Collecting, Estimating, and Organizing Macroeconomic Data (jel C82), Measurement and Data on National Income and Product Accounts (NIPA) and Wealth (jel E01), Forecasting and Simulation (jel E27)
Persistent URL hdl.handle.net/1765/11249
Series Datasets
Citation
van Dijk, D.J.C, Franses, Ph.H.B.F, & Ravazzolo, F. (2007). Evaluating real-time forecasts in real-time. Datasets. Retrieved from http://hdl.handle.net/1765/11249

Additional Files
11249_ddi.xml Final Version , 6kb
Link to publication Final Version