RGDP {ForeComp}

Real Gross National Product/Gross Domestic Product (RGDP)

Description

Error Statistics for the Survey of Professional Forecasters for Real GNP/GDP. All NAs are replaced with 0 as in Coroneo and Iacone (2020).

Usage

RGDP

Format

'RDGP' 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/rgdp/data_spf_error_statistics_rgdp_3_aic.xls?la=en&hash=3AC9E2D8A5299F93CA7E16CFAA974C22>

References

Coroneo, L., Iacone, F. (2020), Comparing Predictive Accuracy in Small Samples Using Fixed-Smoothing Asymptotics, Journal of Applied Econometrics, 35(4), 391-409.