宏观经济学家的实时数据集:数据版本重要吗?

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

Review of Economics and Statistics · 2003
被引 197
人大 AABS 4

中文导读

使用实时数据集分析数据修订,并检验已发表计量结果的稳健性,对关注宏观数据质量与实证结果可靠性的研究者有参考价值。

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.

实时数据集数据修订宏观经济数据实证稳健性