Michael P. Clements, "Individual Forecaster Perceptions of the 
Persistence of Shocks to GDP", Journal of Applied Econometrics, Vol. 37, 
No. 3, 2022, pp. 640-656.

All files are ASCII files in DOS format. They are zipped in the file
mpc-files.zip.

The data come from two sources.

1) The Real-Time Data Set for Macroeconomists.

https://www.philadelphiafed.org/research-and-data/real-time-center/real-time-data/

These data are freely available. I have taken the data on quarterly
vintages for quarterly real GDP and produced a CSV with some minimal
changes.

The resulting file ROUTPUTQvQd.csv contains real-time data from 1947:1
to 2018:2 (the rows), for vintages 1965:4 to 2018:3 (the columns).

2) The US Survey of Professional Forecasters (SPF) data.

https://www.philadelphiafed.org/research-and-data/real-time-center/survey-of-professional-forecasters.

These are are also from the Federal Reserve Bank of Philadelphia, and
also freely available.

After some minimal changes to the corresponding US SPF files, the CSV
files Individual_RGDP.csv and Individual_RGDP10.csv contain the
quarterly and annual forecasts, and the 10-year ahead forecasts,
respectively, by individual. The surveys covered are 68:4 to 2018:3.

The columns of Individual_RGDP.csv are: year, quarter, individual
identified, last period's RDGP, current to four-quarters ahead
forecasts, and then two annual forecasts.  The columns of
Individual_RGDP10.csv are: year, quarter, individual identified,
10-year forecast. Full details of the survey data are provided by:

https://www.philadelphiafed.org/-/media/research-and-data/real-time-center/survey-of-professional-forecasters/spf-documentation.pdf?la=en.

These data are processed using a program (prog1.prg), written in the
Gauss programming language, to produce the results recorded in the
paper.