Jörg Breitung and Malte Knüppel, "How Far Can We Forecast? Statistical
Tests of the Predictive Content", Journal of Applied Econometrics,
Vol. 36, No. 4, 2021, pp. 369-392.

The data used in this paper are the property of Consensus Economics and
must be purchased from Consensus Economics to gain access. Information on
how to purchase the data can be found at

https://www.consensuseconomics.com/.

The relevant data are the quarterly forecasts for G7 & Western Europe.
The quarterly forecasts are contained in the March, June, September
and December issues of the monthly "Consensus Forecasts -- G7 &
Western Europe" publications. The data from these issues must be typed
in by hand for the subsequent analysis on the computer.

It is important to note that the data used in the paper are only
partially contained in the Excel spreadsheets offered by Consensus
Economics. These spreadsheets contain the year-on-year inflation
forecasts, but they do not contain the real-time data, i.e. the second
vintages of the realized inflation rates. Moreover, except for the US,
they do not contain data on quarter-on-quarter GDP growth rates,
neither forecasts nor the second vintages of the realized GDP growth
rates. The spreadsheets feature year-on-year GDP growth rate
forecasts, which are not investigated in the paper.