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'Keep it real!': a real-time UK macro data set

  • Egginton, Don M.
  • Pick, Andreas
  • Vahey, Shaun P.

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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File URL: http://www.sciencedirect.com/science/article/B6V84-45TTKXV-6/2/8333cd278f0c2cdb6a696845bdf1b056
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 77 (2002)
Issue (Month): 1 (September)
Pages: 15-20

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Handle: RePEc:eee:ecolet:v:77:y:2002:i:1:p:15-20
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Patterson, Kerry D & Heravi, Saeed M, 1991. "Data Revisions and the Expenditure Components of GDP," Economic Journal, Royal Economic Society, vol. 101(407), pages 887-901, July.
  2. Stark, Tom & Croushore, Dean, 2002. "Forecasting with a real-time data set for macroeconomists," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 507-531, December.
  3. Pesaran, M Hashem & Timmermann, Allan, 1995. " Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-28, September.
  4. Orphanides, Athanasios & Porter, Richard D. & Reifschneider, David & Tetlow, Robert & Finan, Frederico, 2000. "Errors in the measurement of the output gap and the design of monetary policy," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 117-141.
  5. Athanasios Orphanides & Simon Van_Norden, 2000. "The Reliability of Output Gap Estimates in Real Time," Econometric Society World Congress 2000 Contributed Papers 0768, Econometric Society.
  6. Patterson, K. D. & Heravi, S. M., 1991. "Are different vintages of data on the components of GDP co-integrated? : Some evidence for the United Kingdom," Economics Letters, Elsevier, vol. 35(4), pages 409-413, April.
  7. Athanasios Orphanides, 2001. "Monetary Policy Rules Based on Real-Time Data," American Economic Review, American Economic Association, vol. 91(4), pages 964-985, September.
  8. 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.
  9. Dean Croushore & Tom Stark, 1999. "A real-time data set for macroeconomists," Working Papers 99-4, Federal Reserve Bank of Philadelphia.
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