Frontiers of Real-Time Data Analysis
总结了近十年实时数据分析在数据修订、结构建模、预测、货币政策分析及当前分析中的应用成果,并指出未来研究方向。
In the past ten years, researchers have explored the impact of data revisions in many different contexts. Researchers have examined the properties of data revisions, how structural modeling is affected by data revisions, how data revisions affect forecasting, the impact of data revisions on monetary policy analysis, and the use of real-time data in current analysis. This paper summarizes many of the questions for which real-time data analysis has provided answers. In addition, researchers and institutions have developed better real-time data sets around the world. Still, additional research is needed in key areas and research to date has uncovered even more fruitful areas worth exploring.