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US GDP growth dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
Macroeconomic and Financial Variables
The dataset used in this paper is a list of macroeconomic and financial variables used to forecast excess returns and volatility. -
FRED-MD Dataset
The dataset consists of 116 economic indicators from the FRED-MD dataset by McCracken and Ng (2015), with no missing values over the full sample period from January 1960 to... -
FRED-MD database
The dataset used in this paper is the FRED-MD database, which contains monthly observations of macroeconomic variables for the US.