A Real-Time Historical Database of Macroeconomic Indicators for Russia

Dmitry A Gornostaev, A. Ponomarenko, S. Seleznev, Alexandra Sterkhova
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Abstract

We compiled, as part of a research project of 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.
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俄罗斯宏观经济指标的实时历史数据库
作为俄罗斯银行研究项目的一部分,我们编制了一个关于大量短期经济指标修订的数据库,并在俄罗斯银行网站上发布。俄罗斯银行的研究和预测部门计划在未来更新这个数据库。我们还对一些指标的修订性质进行了说明性分析。这项工作的初步结果表明,在许多情况下,修订的幅度很大。
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Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks Comparison of Models for Growth-at-Risk Forecasting Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union Forecasting Unemployment in Russia Using Machine Learning Methods A Real-Time Historical Database of Macroeconomic Indicators for Russia
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