Aruba-Diebold-Scotti (ADS) index dataset

The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data.

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Jad Beyhum, Jonas Striaukas (2024). Dataset: Aruba-Diebold-Scotti (ADS) index dataset. https://doi.org/10.57702/sfuxak0s

DOI retrieved: December 16, 2024

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.2306.13362
Author	Jad Beyhum
More Authors	Jonas Striaukas
Homepage	https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/ads