usmacro_growth {bayesianVARs}

Data from the US-economy

Description

21 selected quarterly time-series from 1953:Q1 to 2021:Q2. From FRED-QD data base (McCracken and Ng, 2021). Release date 2021-07. Data is transformed to be interpreted as growth-rates (first log-differences with the exception of interest rates, which are already growth rates).

Usage

usmacro_growth

Format

A matrix with 247 rows and 21 columns.

Source

Raw (untransformed) data available at https://research.stlouisfed.org/econ/mccracken/fred-databases/, https://files.stlouisfed.org/files/htdocs/fred-md/quarterly/2021-07.csv.

References

McCracken, M. W. and Ng, S. (2021). FRED-QD: A Quarterly Database for Macroeconomic Research, Review, Federal Reserve Bank of St. Louis, 103(1), 1–44, doi:10.20955/r.103.1-44.