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
Description
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
fred_md_dataset.zip
Files
(169.1 kB)
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md5:339cc7c28d9e6358bd6ed4115f1b166d
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Additional details
Related works
- Cites
- Journal article: 10.1080/07350015.2015.1086655 (DOI)
- Journal article: https://research.stlouisfed.org/wp/more/2015-012 (URL)
References
- McCracken, M. W., Ng, Serena, 2016. FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics, 34(4):574–589