Dealing with Benchmark Revisions in Real‐Time Data: The Case of German Production and Orders Statistics*

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2009
Volume: 71
Issue: 2
Pages: 209-235

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Benchmark revisions in non‐stationary real‐time data may adversely affect the results of regular revision analysis and the estimates of long‐run economic relationships. Cointegration analysis can reveal the nature of vintage heterogeneity and guide the adjustment of real‐time data for benchmark revisions. Affine vintage transformation functions estimated by cointegration regressions are a flexible tool, whereas differencing and rebasing work well only under certain circumstances. Inappropriate vintage transformation may cause observed revision statistics to be affected by nuisance parameters. Using real‐time data of German industrial production and orders, the econometric techniques are exemplified and the theoretical claims are examined empirically.

Technical Details

RePEc Handle
repec:bla:obuest:v:71:y:2009:i:2:p:209-235
Journal Field
General
Author Count
2
Added to Database
2026-01-25