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...

This paper describes a large, monthly frequency, macroeconomic database with the goal of establishing a convenient starting point for empirical analysis that requires "big data." The dataset mimics the coverage of those already used in the literature but has three appealing features. First, it...

This paper presents empirical evidence on the efficacy of forecast averaging using the ALFRED real-time database. We consider averages taken over a variety of different bivariate VAR models that are distinguished from one another based upon at least one of the following: which variables are used...

In this paper we present and describe a large quarterly frequency, macroeconomic database. The data provided are closely modeled to that used in Stock and Watson (2012a). As in our previous work on FRED-MD, our goal is simply to provide a publicly available source of macroeconomic “big data”...

In this paper we present and describe a large quarterly frequency, macroeconomic database. The data provided are closely modeled to that used in Stock and Watson (2012a). As in our previous work on FRED-MD, our goal is simply to provide a publicly available source of macroeconomic “big data”...