McCracken and Ng (2015) FRED-MD Monthly Database for Macroeconomic Research
fred_md.RdMonthly collection of major U.S. macroeconomic variables maintained by the St. Louis Federal Reserve Bank. This dataset provides key economic indicators for various sectors, including output, labor, housing, consumption, interest rates, and stock markets. Includes data from 1959 to 2017.
Format
A data frame with 708 observations and 129 variables across various economic indicators.
- rpi
Real personal income
- w875rx1
Real personal income excluding transfer receipts
- dpcera3m086sbea
Real personal consumption expenditures
- cmrmtsplx
Real manufacturing and trade industries sales
- retailx
Retail and food services sales
- indpro
Industrial Production Index
- ipfpnss
Industrial production: Final products and nonindustrial supplies
- ipfinal
Industrial Production - Final Products (Market Group)
- ipcongd
Industrial production: Consumer goods
- ipdcongd
Industrial production: Durable consumer goods
- ipncongd
Industrial production: Nondurable consumer goods
- ipbuseq
Industrial Production - Business Equipment
- ipmat
Industrial Production - Materials
- ipdmat
Industrial production: Durable materials
- ipnmat
Industrial production: Nondurable materials
- ipmansics
Industrial production: Manufacturing (SIC)
- ipb51222s
Industrial production: Residential utilities
- ipfuels
Industrial production: Fuels
- cumfns
Capacity Utilization for Manufacturing
- hwi
Help-Wanted Index for the United States
- hwiuratio
Ratio of Help-Wanted Index to unemployed
- clf16ov
Civilian labor force, 16 years and over
- ce16ov
Civilian employment, 16 years and over
- unrate
Unemployment rate
- uempmean
Average duration of unemployment (weeks)
- uemplt5
Civilians unemployed for less than 5 weeks
- uemp5to14
Civilians unemployed for 5 to 14 weeks
- uemp15ov
Civilians unemployed for 15 weeks and over
- uemp15t26
Civilians unemployed for 15 to 26 weeks
- uemp27ov
Civilians unemployed for 27 weeks and over
- claimsx
Initial claims for unemployment insurance
- payems
Total nonfarm payroll employment
- usgood
Total employment in goods-producing industries
- ces1021000001
Employment in mining
- uscons
Employment in construction
- manemp
Manufacturing employment
- dmanemp
Employment in durable goods manufacturing
- ndmanemp
Employment in nondurable goods manufacturing
- srvprd
Employment in service-providing industries
- ustpu
Employment in trade, transportation, and utilities
- uswtrade
Employment in wholesale trade
- ustrade
Employment in retail trade
- usfire
Employment in financial activities
- usgovt
Employment in government
- ces0600000007
Average weekly hours: Goods-producing industries
- awotman
Average weekly overtime hours: Manufacturing
- awhman
Average weekly hours: Manufacturing
- houst
Housing starts: Total new privately-owned
- houstne
Housing starts, Northeast region
- houstmw
Housing starts, Midwest region
- housts
Housing starts, South region
- houstw
Housing starts, West region
- permit
New private housing permits (SAAR)
- permitne
New private housing permits, Northeast (SAAR)
- permitmw
New private housing permits, Midwest (SAAR)
- permits
New private housing permits, South (SAAR)
- permitw
New private housing permits, West (SAAR)
- acogno
New orders for consumer goods
- amdmnox
New orders for durable goods
- andenox
New orders for nondefense capital goods
- amdmuox
Unfilled orders for durable goods
- businvx
Total business inventories
- isratiox
Inventories to sales ratio
- m1sl
M1 Money Stock
- m2sl
M2 Money Stock
- m2real
Real M2 Money Stock
- ambsl
Adjusted monetary base
- totresns
Total reserves of depository institutions
- nonborres
Non-borrowed reserves
- busloans
Commercial and industrial loans
- realln
Real estate loans at all commercial banks
- nonrevsl
Total non-revolving credit
- conspi
Consumer credit to personal income ratio
- sp500
S&P 500 stock index
- spindust
S&P Industrial Index
- spdivyield
S&P Dividend Yield
- spperatio
S&P Price-Earnings Ratio
- fedfunds
Effective federal funds rate
- cp3mx
3-Month AA Financial Commercial Paper Rate
- tb3ms
3-Month Treasury Bill Rate
- tb6ms
6-Month Treasury Bill Rate
- gs1
1-Year Treasury constant maturity rate
- gs5
5-Year Treasury Rate
- gs10
10-Year Treasury constant maturity rate
- aaa
Moody's AAA Corporate Bond Yield
- baa
Moody's BAA Corporate Bond Yield
- compapffx
Commercial paper rate minus Fed Funds rate spread
- tb3smffm
3-Month Treasury minus Fed Funds rate spread
- tb6smffm
6-Month Treasury minus Fed Funds rate spread
- t1yffm
1-Year Treasury minus Fed Funds rate spread
- t5yffm
5-Year Treasury minus Fed Funds rate spread
- t10yffm
10-Year Treasury minus Fed Funds rate spread
- aaaffm
Moody's AAA Corporate Bond minus Fed Funds rate spread
- baaffm
Moody's BAA Corporate Bond minus Fed Funds rate spread
- twexmmth
Trade Weighted U.S. Dollar Index: Major Currencies
- exszusx
Switzerland/U.S. Foreign Exchange Rate
- exjpusx
Japan/U.S. Foreign Exchange Rate
- exusukx
U.S./U.K. Foreign Exchange Rate
- excausx
Canada/U.S. Foreign Exchange Rate
- wpsfd49207
PPI for Finished Goods
- wpsfd49502
PPI for Finished Consumer Goods
- wpsid61
PPI for Intermediate Materials
- wpsid62
PPI for Crude Materials
- oilpricex
Crude Oil Price (Spliced WTI and Cushing)
- ppicmm
PPI for Metals and Metal Products
- cpiaucsl
Consumer Price Index for All Urban Consumers
- cpiappsl
CPI for Apparel
- cpitrnsl
CPI for Transportation
- cpimedsl
CPI for Medical Care
- cusr0000sac
CPI for All Urban Consumers: Commodities
- cusr0000sad
CPI for All Urban Consumers: Durables
- cusr0000sas
CPI for All Urban Consumers: Services
- cpiulfsl
CPI: All items less food and energy
- cusr0000sa0l2
CPI: Energy
- cusr0000sa0l5
CPI: Food
- pcepi
Personal consumption expenditures price index
- ddurrg3m086sbea
Real durable goods expenditures
- dndgrg3m086sbea
Real nondurable goods expenditures
- dserrg3m086sbea
Real services expenditures
- ces0600000008
Average hourly earnings: Goods-producing industries
- ces2000000008
Average hourly earnings: Construction
- ces3000000008
Average hourly earnings: Manufacturing
- umcsentx
University of Michigan Consumer Sentiment Index
- mzmsl
MZM Money Stock
- dtcolnvhfnm
Consumer motor vehicle loans outstanding
- dtcthfnm
Total consumer loans outstanding
- invest
Bank Credit at All Commercial Banks - Securities
- vxoclsx
CBOE S&P 100 Volatility Index
- time
Time series index
Source
McCracken, M. W., & Ng, S. (2015). "FRED-MD: A Monthly Database for Macroeconomic Research." Data available at https://research.stlouisfed.org/econ/mccracken/fred-databases/