The coronavirus is a global event of historical proportions and just a few months changed the time series properties of the data in ways that make many pre-covid forecasting models inadequate. It also creates a new problem for estimation of economic factors and dynamic causal effects because the...

In this article, we present and describe FRED-QD, a large, quarterly frequency macroeconomic database that is currently available and regularly updated at https://research.stlouisfed.org/econ/mccracken/fred-databases/. The data provided are closely modeled to that used in Stock and Watson...