A Real-Time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting?
Preprint
- 1 January 2000
- preprint
- Published by Elsevier in SSRN Electronic Journal
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 oKeywords
This publication has 28 references indexed in Scilit:
- DATA REVISIONS AND THE IDENTIFICATION OF MONETARY POLICY SHOCKSPublished by Federal Reserve Bank of Philadelphia ,2003
- Monetary Policy Rules with Model and Data UncertaintySouthern Economic Journal, 2002
- A REAL-TIME DATA SET FOR MACROECONOMISTS: DOES THE DATA VINTAGE MATTER?Published by Federal Reserve Bank of Philadelphia ,1999
- Comparing Predictive AccuracyJournal of Business & Economic Statistics, 1995
- Forecasting Output with the Composite Leading Index: A Real-Time AnalysisJournal of the American Statistical Association, 1991
- Tests of equilibrium macroeconomics using contemporaneous monetary dataJournal of Monetary Economics, 1982
- Application of the Kalman filter to revisions in monthly retail sales estimatesJournal of Economic Dynamics and Control, 1979
- The Use of Preliminary Data in Econometric ForecastingThe Review of Economics and Statistics, 1978
- The Effect of Measurement Errors on Parameter Estimates and Forecasts: A Case Study Based on the Canadian Preliminary National AccountsThe Review of Economics and Statistics, 1965
- Department of Commerce Recent PublicationsEconomic Geography, 1926