UNEMP {ForeComp}

Civilian Unemployment Rate (UNEMP)

Description

Error Statistics for the Survey of Professional Forecasters for Unemployment Rate. All NAs are replaced with 0 as in Coroneo and Iacone (2020).

Usage

UNEMP

Format

'UNEMP' 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/unemp/data_spf_error_statistics_unemp_1_aic.xls?la=en&hash=4CAD0B11FEAB6C4D0F30C38965FE3354>

References

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