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Journal Article
A revised picture: has our view of the economy changed?
A discussion of the major statistical changes in the December 1985 benchmark revisions of the National Income and Product Accounts statistics and of their impact on business cycle timing and magnitudes.
AUTHORS: Bernard, Theodore G.
DATE: 1986

Working Paper
Optimal variance ratio tests for serial dependence and a test for mean reversion
AUTHORS: Faust, Jon
DATE: 1989

Journal Article
Economic data—appearances can be deceiving
AUTHORS: Bullard, James B.
DATE: 2011

Journal Article
How statistics can mislead
AUTHORS: Zaretsky, Adam M.
DATE: 1995

Working Paper
Testing asset pricing models with Euler equations: it's worse than you think
This paper reexamines the small sample properties of Hansen's (1982) Generalized Method of Moments (GMM) and Hansen and Jagannathan's (1989) estimation-free tests on simulated data from a more plausible consumption based asset pricing model. Previous studies are incomplete and misleading. A continuous distribution of consumption growth produces a near nonidentification in the GMM criterion function, severe bias in coefficient estimates, misleading parameter confidence intervals even for very large samples and far worse overrejection problem in GMM tests of restriction than previously thought. Further, estimation-free methods advocated by Kocherlakota (1990) may also have very poor finite sample properties.
AUTHORS: Neely, Christopher J.
DATE: 1995

Newsletter
Season’s greetings and seasonal adjustments
Have you every wondered what the term "seasonally adjusted" means in relation to economic data? What does the change of seasons have to do with economics? The January 2009 Newsletter explains the term and shows its effect on economic data.
AUTHORS: Gascon, Charles S.
DATE: 2009

Journal Article
North Texas income dip may reflect decline in education
AUTHORS: Berman, Anna L.; Orrenius, Pia M.
DATE: 2006

Speech
Innovative statistics for a dynamic economy: a speech at the National Association for Business Economics Professional Development Seminar for Journalists, Washington, D.C., May 24, 2006
AUTHORS: Kroszner, Randall S.
DATE: 2006

Speech
Brief remarks: a speech at the Bureau of Labor Statistics 125th Anniversary Celebration, Washington, D.C., June 26, 2009
AUTHORS: Bernanke, Ben S.
DATE: 2009

Working Paper
Small sample properties of GMM for business cycle analysis
AUTHORS: Christiano, Lawrence J.; Wouter den Haan
DATE: 1995

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