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Aruba-Diebold-Scotti (ADS) index dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
Chicago Fed National Activity Index (CFNAI) dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
National Financial Conditions Index (NFCI) dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
US GDP growth dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data.