Nikoleta Anesti, Ana B. Galvao, and Silvia Miranda-Agrippino,
"Uncertain Kingdom: Nowcasting GDP and its Revisions", Journal of
Applied Econometrics, Vol. 37, No. 1, 2022, pp. 42-62.

Most of the data used in this paper may be found in the file
UK_RT_vintages_published.xlsx, which is zipped in the file
agm-data.zip. The file includes a summary page with details of the
dataset.

The summary page includes the description of all variables included in
the paper. The real-time data set was compiled by the Bank of England
based on the time series published by the sources listed in the
summary page.  The data are organised with one variable listed in
summary per spreadsheet page.  For each variable, the data are
organised by publication date, covering the period from September 
2006 to December 2018. These vintages cover observations from January
1990. Data are at the original frequency (monthly or quarterly), as
described in the summary page. We are not allowed to publish data for
some of the variables (in red in the summary page), as these are
proprietary data available from vendors (Markit, CBI, Lloyds).