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Reconciled Estimates of Monthly GDP in the United States

Principal Investigator(s): View help for Principal Investigator(s) Gary Koop, University of Strathclyde; Stuart McIntyre, University of Strathclyde; James Mitchell, Federal Reserve Bank of Cleveland; Aubrey Poon, Kent University

Version: View help for Version V2

Name	File Type	Size	Last Modified
KMMP3_estimates.xlsx	application/vnd.openxmlformats-officedocument.spreadsheetml.sheet	2.2 MB	10/03/2024 05:12:AM

Project Citation:

Koop, Gary, McIntyre, Stuart, Mitchell, James, and Poon, Aubrey. Reconciled Estimates of Monthly GDP in the United States. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2024-10-29. https://doi.org/10.3886/E205962V2

Project Description

Summary: Reconciled historical estimates of monthly GDP, and its uncertainty, from 1960 to the present day produced from the model explained in Koop, G., McIntyre, S., Mitchell, J., & Poon, A. (2022). Reconciled Estimates of Monthly GDP in the United States. Journal of Business & Economic Statistics, 41(2), 563–577. https://doi.org/10.1080/07350015.2022.2044336

The model used is a Bayesian mixed frequency vector autoregression (MF-VAR) involving GDP on the expenditure- (GDPE) and income-side (GDPI), unobserved "true" GDP, and monthly indicators of short-term economic activity.

The Excel file includes an Info tab with the run date for each data vintage. The Time column is presented in DD/MM/YYYY.

Disclaimer

These data are updated by the authors and are not an official product of the Federal Reserve Bank of Cleveland.

Scope of Project

Subject Terms: business cycles; econometrics

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