NYFED: Example of replication files in Giannone et al. 2008

In nowcasting: Predicting Economic Variables using Dynamic Factor Models

Description

partial dataset used to replicate the results in the New York Fed Staff Nowcasting Report .

Usage

NYFED

Format

A list with 4 elements:

• base is a mts with 25 series and 385 observations. There are missing values;

• legend is a data.frame with specifications of the series in NYFED$base;

• Time is a vector of length 385 with dates;

• blocks is a matrix showing the groups of variables.

Source

This dataset is available in the following url: https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting

nowcasting documentation built on Aug. 1, 2019, 9:04 a.m.