'Keep it real!': a real-time UK macro data set
AbstractIn this paper, we present a real-time macro data set for the UK. Each variable has many different vintages---reflecting the revisions that occur in real time. Our aim is to provide a resource that allows researchers to assess the robustness of their results to data revisions. We illustrate the importance of this issue by analysing the impact of real-time data on UK inflation forecasts.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 77 (2002)
Issue (Month): 1 (September)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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