PGDP {ForeComp} | R Documentation |
Price Index for Gross National Product/Gross Domestic Product (PGDP)
Description
Error Statistics for the Survey of Professional Forecasters for GNP/GDP Price Index. All NAs are replaced with 0 as in Coroneo and Iacone (2020).
Usage
PGDP
Format
'PGDP' A data frame with 219 rows and 16 columns
Source
<https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/survey-of-professional-forecasters/data-files/pgdp/data_spf_error_statistics_pgdp_3_aic.xls?la=en&hash=148987D03D54DA5391A44F28CBC12729>
References
Coroneo, L., Iacone, F. (2020), Comparing Predictive Accuracy in Small Samples Using Fixed-Smoothing Asymptotics, Journal of Applied Econometrics, 35(4), 391-409.
[Package ForeComp version 0.9.0 Index]