REAL-TIME MACROECONOMIC DATA ANALYSIS

Speaker: Timur Behlul, AlphaBeta Seminar Date: Tuesday August 1 12:00pm Brief abstract: Macro-economic data such as GDP typically undergoes many revisions prior to the final release. These revisions go on for several quarters, and can be quite significant. Yet many practitioners attempting to forecast current quarter GDP (now-casting) use the latest vintage of data. This is problematic, as using the