USGNP {MSTest}

US GNP data 1947Q2 - 2023Q4

Description

US GNP data 1947Q2 - 2023Q4

Usage

USGNP

Format

This data is used in Rodriguez-Rondon & Dufour (2024). The series ranges from 1947Q2 to 2023Q4.

DATE

Vector of dates

GNP_logdiff

log difference of US GDP series

GNP

US GNP series

Source

https://fred.stlouisfed.org/graph/?g=UKDQ

References

Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2024. “Monte Carlo Likelihood Ratio Tests for Markov Switching Models.” Unpublished manuscript.