Published August 27, 2020 | Version 2
Dataset Open

FRED-MD Dataset

  • 1. PhD Student at Monash University
  • 2. Lecturer at Monash University
  • 3. Professor at Monash University
  • 4. Lecturer at University of Sydney


This dataset contains 107 monthly time series showing a set of macro-economic indicators from the Federal Reserve Bank. It was extracted from the FRED-MD database. The series are differenced and log-transformed as suggested in the literature.


Files (169.1 kB)

Name Size Download all
169.1 kB Preview Download

Additional details

Related works


  • McCracken, M. W., Ng, Serena, 2016. FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics, 34(4):574–589