Template-type: ReDIF-Article 1.0
Author-Name: Dmitry Gornostaev
Author-Email: gornostaevda@cbr.ru
Author-Workplace-Name: Bank of Russia
Author-Name: Alexey Ponomarenko
Author-Email: ponomarenkoaa@cbr.ru
Author-Workplace-Name: Bank of Russia
Author-Name: Sergei Seleznev
Author-Email: seleznevsm@mail.cbr.ru
Author-Workplace-Name: Bank of Russia
Author-Name: Alexandra Sterkhova
Author-Email: zhivaykinaad@mail.cbr.ru
Author-Workplace-Name: Bank of Russia
Title: A Real-Time Historical Database of Macroeconomic Indicators for Russia
Abstract: We compiled, as part of a research project of the Bank of Russia, a database on the revisions of a large set of short-term economic indicators and published it on the Bank of Russia website. The Research and Forecasting Department of the Bank of Russia plans to update this database in the future. We also perform an illustrative analysis of the properties of the revisions for a number of indicators. The preliminary results of this work indicate that the magnitude of the revisions is in many cases substantial.
Classification-JEL: C82, E01, E2
Keywords: data revisions, data vintages, database, Russia
Journal: Russian Journal of Money and Finance
Pages: 88-103
Volume: 81
Issue: 1
Year: 2022
Month: March
DOI: 10.31477/rjmf.202201.88
File-URL: https://rjmf.econs.online/upload/iblock/3c7/A-Real-Time-Historical-Database-of-Macroeconomic-Indicators-for-Russia.pdf
Handle: RePEc:bkr:journl:v:81:y:2022:i:1:p:88-103