USRGDP: US Real GDP data 1947Q2 - 2024Q2
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
USRGDP R Documentation
US Real GDP data 1947Q2 - 2024Q2
Description
US Real GDP data 1947Q2 - 2024Q2
Usage
USRGDP
Format
This data is used in Rodriguez-Rondon & Dufour (2024). The series ranges from
1947Q2 to 2024Q2.
- Date
Vector of dates
- RGDP
US Real GDP series
- RGDP_gr
log difference of US Real GDP series
Source
https://fred.stlouisfed.org/series/GDPC1
References
U.S. Bureau of Economic Analysis, Real Gross Domestic Product [GDPC1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GDPC1, September, 2024.
Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2024. “Monte Carlo Likelihood Ratio Tests for Markov Switching Models.” Unpublished manuscript.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| USRGDP | R Documentation |
US Real GDP data 1947Q2 - 2024Q2
Description
US Real GDP data 1947Q2 - 2024Q2
Usage
USRGDP
Format
This data is used in Rodriguez-Rondon & Dufour (2024). The series ranges from 1947Q2 to 2024Q2.
- Date
Vector of dates
- RGDP
US Real GDP series
- RGDP_gr
log difference of US Real GDP series
Source
https://fred.stlouisfed.org/series/GDPC1
References
U.S. Bureau of Economic Analysis, Real Gross Domestic Product [GDPC1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GDPC1, September, 2024.
Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2024. “Monte Carlo Likelihood Ratio Tests for Markov Switching Models.” Unpublished manuscript.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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