BigVAR (version 1.1.3)

Y1: Example quarterly macroeconomic data

Description

Example multivariate macroeconomic time series

Author

Will Nicholson

Details

US Macroeconomic Time Series: CPI, Federal Funds Rate, Gross Domestic Product, and M1. Ranging from Q2 1959 to Q1 2025. Procured from FRED, Federal Reserve Bank of St. Louis.