A Real-Time Data Set for Macroeconomists

A Real-Time Data Set for Macroeconomists (2001)

Cached

Download Links

[www.phil.frb.org]

by Dean Croushore , Tom Stark , Dean Croushore , Tom Stark

Venue:	Journal of Econometrics
Citations:	85 - 5 self

Versions

Version History

Metadata Version 1

Datum	Value	Source
TITLE	A Real-Time Data Set for Macroeconomists	INFERENCE
AUTHOR NAME	Dean Croushore	SVM HeaderParse 0.2
AUTHOR AFFIL	Research Department; Federal Reserve Bank of Philadelphia	SVM HeaderParse 0.2
AUTHOR ADDR	June 1999WORKING PAPER NO. 99-4	SVM HeaderParse 0.2
AUTHOR NAME	Tom Stark	SVM HeaderParse 0.2
AUTHOR AFFIL	Research Department; Federal Reserve Bank of Philadelphia	SVM HeaderParse 0.2
AUTHOR ADDR	June 1999WORKING PAPER NO. 99-4	SVM HeaderParse 0.2
AUTHOR NAME	Dean Croushore	SVM HeaderParse 0.2
AUTHOR AFFIL	Research Department; Federal Reserve Bank of Philadelphia	SVM HeaderParse 0.2
AUTHOR NAME	Tom Stark	SVM HeaderParse 0.2
AUTHOR AFFIL	Research Department; Federal Reserve Bank of Philadelphia	SVM HeaderParse 0.2
ABSTRACT	participants in seminars at the Federal Reserve Bank of Philadelphia and the University of Pennsylvania, as well as those at the Midwest Macroeconomics meetings, for their comments. The views expressed in this paper are those of the authors and do not necessarily reflect those of the Federal Reserve Bank of Philadelphia or of the Federal Reserve System. A REAL-TIME DATA SET FOR MACROECONOMISTS This paper presents the concept and uses of a real-time data set that can be used by economists for testing the robustness of published econometric results, for analyzing policy, and for forecasting. 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, explains the construction of the data set, examines the properties of several of the variables in the data set across vintages, examines key empirical papers in macroeconomics and investigates their robustness to different vintages, looks at how policy analysis may be affected by data revisions, and shows how forecasts can be affected by data revisions. A REAL-TIME DATA SET FOR MACROECONOMISTS I.	SVM HeaderParse 0.2
YEAR	2001	INFERENCE
VENUE	Journal of Econometrics	INFERENCE
VENUE TYPE	JOURNAL	INFERENCE
CITATIONS	29 found	ParsCit 1.0