UK Real Time Data Set

This page contains the real time data set introduced by Egginton, Pick and Vahey (2001). The data consist of monthly vintages of major macroeconomic variables. Our aim is to provide a resource for researchers evaluating UK forecasting performance and policy-making in real time. Each variable is stored as a matrix in which each column represents a new vintage of data, containing the most recent measurements available at that vintage date. The observations are identical to those in the relevant published source (ONS Economic Trends or Financial Statistics).

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