Conference on Real Time Data Analysis

October 4-5, 2001

Papers

Jon Faust, John Rogers, and Jonathan Wright (Federal Reserve Board)
"News and Noise in G-7 GDP Announcements"
Karen E. Dynan and Douglas W. Elmendorf (Federal Reserve Board)
"Do Provisional Estimates of Output Miss Economic Turning Points?"
Evan Koenig (Federal Reserve Bank of Dallas), Sheila Dolmas, and Jeremy Piger
"The Use and Abuse of ‘Real-Time’ Data in Economic Forecasting"
Athanasios Orphanides (Federal Reserve Board) and Simon van Norden (HEC)
"The Reliability of Inflation Forecasts Based on Output Gaps in Real Time"
Ben Bernanke (Princeton) and Jean Boivin (Columbia)
"Monetary Policy in a Data-Rich Environment"
Yash Mehra (Richmond Fed)
"The Taylor Principle, Interest Rate Smoothing, and Fed Policy in the 1970s and 1980s"
Peter Christoffersen (McGill), Eric Ghysels (North Carolina), and Norm Swanson (Purdue)
"Let’s Get ‘Real’ About Using Economic Data"
Torben Andersen (Northwestern), Tim Bollerslev (Duke), Frank Diebold (Penn), and Clara Vega (Penn)
"Micro Effects of Macro Announcements"
Dean Croushore and Tom Stark (Philadelphia Fed)
"A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?"