The data set consists of 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 shows how forecasts can be affected by data revisions.
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Does Data Vintage Matter for Forecasting?
October 1999
WP 99-15 – This paper illustrates the use of a real-time data set for forecasting.
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