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 V4

Name	File Type	Size	Last Modified
KMMP3_estimates.xlsx	application/vnd.openxmlformats-officedocument.spreadsheetml.sheet	2.4 MB	12/05/2024 02:21: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], 2024-12-05. https://doi.org/10.3886/E205962V4

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

Related Publications

Download this project

Published Versions

Export Metadata

Dublin Core

DDI 2.5

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.