A real-time data set for macroeconomists

A real-time data set for macroeconomists

This paper describes a real-time data set for macroeconomists that can be used for a variety of purposes, including forecast evaluation. The data set consists of quarterly vintages, or snapshots, of the major macroeconomic data available at quarterly intervals in real time. The paper explains the co...

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Veröffentlicht in:Journal of econometrics 2001-11, Vol.105 (1), p.111-130
Hauptverfasser: Croushore, Dean, Stark, Tom
Format: Artikel
Sprache:eng
Schlagworte:
Applications
Applied sciences
Data analysis
Data revisions
Datasets
Distribution theory
Econometrics
Economic theory
Evaluation
Exact sciences and technology
Forecasting
Forecasts
Inference from stochastic processes
time series analysis
Insurance, economics, finance
Macroeconomics
Mathematics
Methodology
Operational research and scientific management
Operational research. Management science
Portfolio theory
Probability and statistics
Real time
Real-time data
Sciences and techniques of general use
Statistics
Studies
Time series
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Beschreibung
Zusammenfassung:This paper describes a real-time data set for macroeconomists that can be used for a variety of purposes, including forecast evaluation. The data set consists of quarterly vintages, or snapshots, of the major macroeconomic data available at quarterly intervals in real time. The paper explains the construction of the data set, examines the properties of several of the variables in the data set across vintages, and provides an example showing how data revisions can affect forecasts.
ISSN:0304-4076
1872-6895
DOI:10.1016/S0304-4076(01)00072-0