4 datasets found

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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.