A real-time data set for macroeconomists

被引：320

作者：

Croushore, D ^{[1
]}

Stark, T ^{[1
]}

机构：

[1] Fed Reserve Bank Philadelphia, Res Dept, Philadelphia, PA 19106 USA

来源：

JOURNAL OF ECONOMETRICS | 2001年 / 105卷 / 01期

关键词：

real-time data; forecasting; data revisions;

D O I：

10.1016/S0304-4076(01)00072-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2001 Elsevier Science S.A. All rights reserved.

引用

页码：111 / 130

页数：20

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