Description Usage Format Source References
Dataset available to replicate the results in Giannone et al. 2008.
1 |
A list
with 2 elements:
Base
is a mts
with 193 series and 312 observations;
Legenda
is a data.frame
with specifications of the series in Base.
This dataset is available as replication files of the seminal work Giannone 2008. One can find these replication files in the following url: https://www.newyorkfed.org/research/economists/giannone/pub
Giannone, D., Reichlin, L., & Small, D. (2008). Nowcasting: The real-time informational content of macroeconomic data. Journal of Monetary Economics, 55(4), 665-676.<doi:10.1016/j.jmoneco.2008.05.010>
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