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.
|Date of creation:||29 Aug 2002|
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"Forecasting with a real-time data set for macroeconomists,"
01-10, Federal Reserve Bank of Philadelphia.
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99-4, Federal Reserve Bank of Philadelphia.
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