A real-time data set for macroeconomists: does data vintage matter for forecasting?

Dean Croushore and Tom Stark

No 00-6, Working Papers from Federal Reserve Bank of Philadelphia

Abstract: 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.

Keywords: Forecasting (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (6)

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