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FRED-QD: A Quarterly Database for Macroeconomic Research
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FRED-QD: A Quarterly Database for Macroeconomic Research (2021)FRED-QD: A Quarterly Database for Macroec…The Transmission of Monetary Policy Shocks (2017)The Transmission of Monetary …Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Dynamic Factor Models, Factor…Measuring Uncertainty (2015)Measuring UncertaintyFRED-MD: A Monthly Database for Macroeconomic Research (2015)FRED-MD: A Monthly Database f…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic (2023)Estimating the euro area outp…What moves treasury yields? (2022)What moves treasury yields?Commonality, macroeconomic factors and banking profitability (2022)Commonality, macroeconomic fa…Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Macroeconomic Forecasting Using Diffusion Indexes (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
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  • 1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
  • 2017The Transmission of Monetary Policy Shocks542 cited
  • 2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics

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