Conference on Real Time Data Analysis
October 4-5, 2001
- 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
"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
"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)
"Lets 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?"
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