FRED-MD: A Monthly Database for Macroeconomic Research
Author:
Affiliation:
1. Research Division, Federal Reserve Bank of St. Louis, St. Louis, MO 63166 ()
2. Department of Economics, Columbia University, New York, NY 10025 ()
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2015.1086655
Reference31 articles.
1. Determining the Number of Factors in Approximate Factor Models
2. Forecasting economic time series using targeted predictors
3. Building a composite Help-Wanted Index
4. Monetary policy in a data-rich environment
5. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
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