'Keep it real!': a real-time UK macro data set
In 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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- Orphanides, Athanasios & Porter, Richard D. & Reifschneider, David & Tetlow, Robert & Finan, Frederico, 2000.
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- Patterson, K. D., 1994. "A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption," Economics Letters, Elsevier, vol. 46(3), pages 215-222, November.
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