Revisions of GDP: Data and Assessment of Statistical Properties

Astafieva, Ekaterina; Turuntseva, Marina

doi:10.17323/1813-8691-2021-25-1-65-101

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2022

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“…Many central banks and international financial institutions maintain historical databases of statistical indicators (for example, see Croushore and Stark 2001, Castle and Ellis 2002, Giannone et al 2010, Lee et al 2011, and Fernandez et al 2011. Russian researchers also have explored this problem, although their work is primarily focused on analysis of GDP data revisions (Astafyeva and Turuntseva 2021). In our paper, we attempt to create a broader database of revisions to a large set of short-term economic indicators.…”

Section: Introductionmentioning

confidence: 99%

A Real-Time Historical Database of Macroeconomic Indicators for Russia

Gornostaev¹,

Ponomarenko²,

Seleznev³

et al. 2022

RJMF

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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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