I am working on a Nowcasting application for US macroeconomic indicators. I can create my own set of variables using FRED that I select myself for example but I am hoping someone is aware of an already existing dataset (ideally FRED indicators) used in literature that I could start from. Mainly because then the variable selection is more easily defensible when its been used elsewhere. I have yet to find much in the way of mixed frequency panels as the literature in this field is much smaller.
I am aware of Fred-MD and Fred-QD but these are obviously not mixed frequency which is the purpose here. My ideal hope is to have a dataset spanning daily, weekly, monthly, and quarterly variables across a wide cross-section of macro topics.
submitted by /u/thehallmarkcard
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