A Real-Time Historical Database of Macroeconomic Indicators for Russia
Gornostaev D., Ponomarenko A., Seleznev S., Sterhova A.
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.