Here is an updated bibliography (in latex bib format) of papers that I know of that use real-time data. Send an email to me if you know of a paper that should be added to the list.
New working paper on "Forecasting Consumption Spending with Credit Bureau Data" with Stephanie Wilshusen (Philadelphia Fed). FRBP wp 20-22, June 2020.
Dr. Dean Croushore is Professor of Economics and Rigsby Fellow at the University of Richmond. He currently serves as the Chair on the Economics Department. Dr. Croushore came to the University of Richmond in 2003 after 14 years at the Federal Reserve Bank of Philadelphia, where he was Vice President and Economist. The focus of his research in recent years has been on forecasting and on how data revisions affect monetary policy, forecasting, and macroeconomic research. Dr. Croushore’s publications include articles in many leading economics journals. He is author of M&B, published by Cengage, and co-author with Andrew B. Abel and Ben S. Bernanke of Macroeconomics, 10th edition, published by Pearson/Addison Wesley.
Liberal Arts Macro Conference link