Template-Type: ReDIF-Paper 1.0

Author-Name: Dmitry Gornostaev
Author-Email: gornostaevda@cbr.ru
Author-Workplace-Name: Bank of Russia, Russian Federation

Author-Name: Alexey Ponomarenko
Author-Email: ponomarenkoaa@cbr.ru
Author-Workplace-Name: Bank of Russia, Russian Federation

Author-Name: Sergei Seleznev
Author-Email: seleznevsm@mail.cbr.ru
Author-Workplace-Name: Bank of Russia, Russian Federation

Author-Name: Alexandra Sterkhova 
Author-Email: zhivaykinaad@mail.cbr.ru
Author-Workplace-Name: Bank of Russia, Russian Federation



Title: A Real-Time Historical Database of Macroeconomic Indicators for Russia


Abstract: We compile a database that contains data vintages of a large collection of short-term
economic indicators. The main result of the work is a database which is available as an
electronic annex to this working paper. 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
indicate that the magnitude of the revisions is in many cases substantial.


Length: 15 pages
Creation-Date: 2021-07
Revision-Date:
Publication-Status:
File-URL: https://www.cbr.ru/StaticHtml/File/124609/WP76.pdf
File-Format: Application/pdf
File-Function:
Number: wps76
Classification-JEL: C82, E01, E2
Keywords: data revisions, data vintages, database, Russia
Handle:RePEc:bkr:wpaper:wps76