Is macroeconomic research robust to alternative data sets?

Dean Croushore and Tom Stark

No 02-3, Working Papers from Federal Reserve Bank of Philadelphia

Abstract: This paper uses a real-time data set to analyze data revisions and to test the robustness of published econometric results. The data set consists of vintages, or snapshots, of the major macroeconomic data available at quarterly intervals in real time. The paper illustrates why such data may matter, examines the properties of several of the variables in the data set across vintages, and examines key empirical papers in macroeconomics, investigating their robustness to different vintages.

Keywords: Macroeconomics (search for similar items in EconPapers)
Date: 2002
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