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A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?


Dean Croushore


University of Richmond

Tom Stark


Federal Reserve Bank of Philadelphia
December 1999

FRB of Philadelphia Working Paper No. 99-21

Abstract:     
This paper presents a real-time data set that can be used by economists for testing the robustness of published econometric results, for analyzing policy, and for forecasting. The data set consists of vintages, or snapshots, of the major macroeconomic data available at quarterly intervals in real time.The paper illustrates why such data may matter, explains the construction of the data set, examines the properties of several of the variables in the data set across vintages, and examines key empirical papers in macroeconomics, investigating their robustness to different vintages.

Number of Pages in PDF File: 55

JEL Classification: C82, E30

working papers series


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Date posted: February 29, 2000  

Suggested Citation

Croushore, Dean and Stark, Tom, A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? (December 1999). FRB of Philadelphia Working Paper No. 99-21. Available at SSRN: http://ssrn.com/abstract=203012 or http://dx.doi.org/10.2139/ssrn.203012

Contact Information

Dean Croushore (Contact Author)
University of Richmond ( email )
1 Gateway Road
University of Richmond, VA 23173
United States
804-287-1961 (Phone)
HOME PAGE: http://oncampus.richmond.edu/~dcrousho
Tom Stark
Federal Reserve Bank of Philadelphia ( email )
Ten Independence Mall
Research Department
Philadelphia, PA 19106-1574
United States
215-574-6436 (Phone)
215-574-4364 (Fax)
Feedback to SSRN (Beta)


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