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A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?
15 references·8 citing·46 second hop
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this work references cited by second hop

References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1990Business Cycles: Real Facts and a Monetary Myth812 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 1994Permanent and Transitory Components of GNP and Stock Prices549 cited
  • 2001Is the Fed Too Timid? Monetary Policy in an Uncertain World405 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 1984Are preliminary announcements of the money stock rational forecasts?211 cited
  • 1989Editorial, NBER Macroeconomics Annual 1989199 cited
  • 2008Life-cycle models of consumption: Is the evidence consistent with the theory?172 cited
  • 1998Monetary Policy Evaluation with Noisy Information120 cited
  • 1998Revisionist History: How Data Revisions Distort Economic Policy Research

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75 cited

Cited by

  • 2009Tests of Equal Predictive Ability With Real-Time Data104 cited
  • 2011The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity92 cited
  • 2011The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity65 cited
  • 2011Advances in Forecast Evaluation55 cited
  • 2000A Funny Thing Happened on the Way to the Data Bank: A Real-Time Data Set for Macroeconomists40 cited
  • 2008Using private forecasts to estimate the effects of monetary policy34 cited
  • 2002‘Keep it real!’: a real-time UK macro data set31 cited
  • 2016Real-Time Data and Business Cycle Analysis in Germany19 cited