Cover Image

Does data vintage matter for forecasting?

This paper illustrates the use of a real-time data set for forecasting. 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.
Year of publication:
1999
Authors: Croushore, Dean ; Stark, Tom
Institutions: Federal Reserve Bank of Philadelphia
Subject: Forecasting
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Number 99-15
Source:
Persistent link: https://www.econbiz.de/10005387468
Similar items by subject
Similar items by person