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pp157
2012 Jul 16
1
Data from Stock and Watson or DAgostino papers?
Hello,
I am interested in looking at the dataset used by Stock and Watson in
their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business
and Econ. Statistics, April 2002, pp158-161) or the set used by
D'Agostino and Giannone "Comparing Alternative Predictors [...]"(October
2006) in R.
Does anyone know if the R-code to retrieve these series from FRED (as
opposed to McGraw-Hill) is out in the wild anywhere? Before doing the
mapping from the papers to the...