[R] Data from Stock and Watson or DAgostino papers?

Michael Weylandt michael.weylandt at gmail.com
Mon Jul 16 17:23:07 CEST 2012

Not a direct answer, but CRAN package quantmod can get FRED data for you, which may be of help. 


On Jul 16, 2012, at 10:15 AM, Matt Considine <matt at considine.net> wrote:

> Hello,
> I am interested in looking at the dataset used by Stock and Watson in their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business and Econ. Statistics, April 2002, pp158-161) or the set used by D'Agostino and Giannone "Comparing Alternative Predictors [...]"(October 2006) in R.
> Does anyone know if the R-code to retrieve these series from FRED (as opposed to McGraw-Hill) is out in the wild anywhere?  Before doing the mapping from the papers to the St. Louis database and then doing the coding, I thought I would ask if anyone has already gone down that road or would know where else I could search for this answer (and - yes - I have tried Google ...)
> Thanks in advance,
> Matt
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