FRED-MD Dataset (Q9309)
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Dataset published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FRED-MD Dataset |
Dataset published at Zenodo repository. |
Statements
This dataset contains 107 monthly time series showing a set of macro-economic indicators from the Federal Reserve Bank. It was extracted from the FRED-MD database. The series are differenced and log-transformed as suggested in the literature.
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27 August 2020
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2
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