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

A-Tier
Journal: Review of Economics and Statistics
Year: 2003
Volume: 85
Issue: 3
Pages: 605-617

Authors (2)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper uses a real-time data set to analyze data revisions and to test the robustness of published econometric results. 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, 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. © 2003 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Technical Details

RePEc Handle
repec:tpr:restat:v:85:y:2003:i:3:p:605-617
Journal Field
General
Author Count
2
Added to Database
2026-01-25