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

In nmecsys/nowcasting: Predicting Economic Variables using Dynamic Factor Models

Description

Dataset available to replicate the results in Giannone et al. 2008.

Usage

USGDP

Format

A list with 2 elements:

• base is a mts with 193 series and 312 observations. There are missing values;

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

Source

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

References

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>

nmecsys/nowcasting documentation built on July 15, 2019, 12:57 p.m.