USGDPshort: Example of replication files in Banbura et al. 2011

In nowcasting: Predicting Economic Variables using Dynamic Factor Models

Description

Dataset available to replicate the results in Banbura et al. 2011.

Usage

USGDPshort

Format

A list with 2 elements:

• base is a mts with 26 series and 358 observations. There are missing values;

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

Source

This dataset is available as replication files of the seminal work Banbura et al 2011. One can find these replication files in the following url: https://www.newyorkfed.org/research/economists/giannone/pub

References

Banbura, M., Giannone, D. & Reichlin, L. (2011). Nowcasting. Oxford Handbook on Economic Forecasting, ed. by M. P. Clements, and D. F. Hendry, pp. 63-90. Oxford University Press.

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