A Real-Time Historical Database of Macroeconomic Indicators for Russia

Dmitrii Gornostaev (), Alexey Ponomarenko, Sergei Seleznev and Aleksandra Sterkhova (Zhivaykina)

No wps76, Bank of Russia Working Paper Series from Bank of Russia

Abstract: We compile a database that contains data vintages of a large collection of short-term economic indicators. The main result of the work is a database which is available as an electronic annex to this working paper. The Research and Forecasting Department of the Bank of Russia plans to update this database in the future. We also perform an illustrative analysis of the properties of the revisions for a number of indicators. The preliminary results indicate that the magnitude of the revisions is in many cases substantial.

Keywords: data revisions; data vintages; database; Russia (search for similar items in EconPapers)
JEL-codes: C82 E01 E2 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2021-07
New Economics Papers: this item is included in nep-cis, nep-his, nep-mac and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Journal Article: A Real-Time Historical Database of Macroeconomic Indicators for Russia (2022)
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