{"id":15243,"date":"2023-01-01T08:23:40","date_gmt":"2023-01-01T07:23:40","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/large-dataset-of-mixed-frequency-economic-variables\/"},"modified":"2023-01-01T08:23:40","modified_gmt":"2023-01-01T07:23:40","slug":"large-dataset-of-mixed-frequency-economic-variables","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/large-dataset-of-mixed-frequency-economic-variables\/","title":{"rendered":"Large Dataset Of Mixed Frequency Economic Variables"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p>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. <\/p>\n<p>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.<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/thehallmarkcard\"> \/u\/thehallmarkcard <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/126vc48\/large_dataset_of_mixed_frequency_economic\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/126vc48\/large_dataset_of_mixed_frequency_economic\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-15243 jlk' href='javascript:void(0)' data-task='like' data-post_id='15243' data-nonce='65e0e39b87' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-15243 lc'>0<\/span><\/a><\/div><\/div> <div class='status-15243 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>I am working on a Nowcasting application for US macroeconomic indicators. I can create my own set&#8230;<\/p>\n","protected":false},"author":0,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-15243","post","type-post","status-publish","format-standard","hentry","category-othernonsense","wpcat-7-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/15243","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=15243"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/15243\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=15243"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=15243"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=15243"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}