This paper is based on the first chapter of my dissertation completed at the Department of Economics, University of Pennsylvania. I gratefully acknowledge financial support from the Department of Economics of the University of Pennsylvania through the Maloof Family Dissertation Fellowship. I would like to thank Frank Diebold, Jesús Fernández-Villaverde, Dirk Krueger, and Frank Schorfheide for their guidance and the following people for helpful discussions at various stages of this project: Michael Brandt, Sean Campbell, Sanjay Chugh, Dean Croushore, and Clara Vega. I also would like to thank Ken West (the editor) and two anonymous referees for helpful comments. None of those thanked are responsible for errors. Additional material is available at http://www.boraganaruoba.com.
Data Revisions Are Not Well Behaved
Article first published online: 29 MAR 2008
©2008 The Ohio State University
Journal of Money, Credit and Banking
Volume 40, Issue 2-3, pages 319–340, March/April 2008
How to Cite
ARUOBA, S. B. (2008), Data Revisions Are Not Well Behaved. Journal of Money, Credit and Banking, 40: 319–340. doi: 10.1111/j.1538-4616.2008.00115.x
- Issue published online: 29 MAR 2008
- Article first published online: 29 MAR 2008
- Received March 26, 2006; and accepted in revised form May 4, 2007.
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