A Real-Time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting? | Zendy

Dean Croushore | Zendy; Tom Stark | Zendy

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A Real-Time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting?

Author(s) -

Dean Croushore,

Tom Stark

Publication year - 2000

Publication title -

ssrn electronic journal

Language(s) - English

Resource type - Journals

ISSN - 1556-5068

DOI - 10.2139/ssrn.244554

Subject(s) - vintage , data set , set (abstract data type) , data science , economics , econometrics , computer science , artificial intelligence , history , archaeology , programming language

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.

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