fr_gdp: France Real GDP — FRED Vintage

In MacroFilters: Robust Trend-Cycle Decomposition for Macroeconomic Time Series

France Real GDP — FRED Vintage

Description

Quarterly France Real Gross Domestic Product from the Federal Reserve Bank of St. Louis (FRED) public data API (series CLVMNACSCAB1GQFR), expressed in millions of chained 2015 EUR, seasonally adjusted. Original source: Eurostat/OECD National Accounts via FRED.

Usage

fr_gdp

Format

A data.table with one row per quarter and three columns:

date

Date. Quarter start date (e.g. 2000-01-01 = 2000 Q1).

gdp_real

numeric. Real GDP level, millions of chained 2015 EUR.

gdp_log

numeric. Natural logarithm of gdp_real, pre-computed for convenience.

Details

France experienced a sharp COVID-19 contraction of approximately -14\% quarter-on-quarter in 2020 Q2, followed by a rapid V-shaped recovery. Together with Spain (es_gdp), the two series serve as a demanding stress test for trend filters in the introduction vignette.

Source

Federal Reserve Bank of St. Louis — FRED Economic Data, series CLVMNACSCAB1GQFR. Downloaded via the public CSV endpoint ⁠https://fred.stlouisfed.org/graph/fredgraph.csv?id=CLVMNACSCAB1GQFR⁠. See data-raw/intl_gdp.R for the reproducible download script.

Examples

data("fr_gdp", package = "MacroFilters")
head(fr_gdp)

MacroFilters documentation built on June 12, 2026, 1:06 a.m.