McCracken and Ng (2015) FRED-QD Quarterly Database for Macroeconomic Research
fred_qd.RdQuarterly collection of major U.S. macroeconomic variables maintained by the St. Louis Federal Reserve Bank. This dataset provides key economic indicators across sectors such as output, labor, housing, consumption, interest rates, money, productivity, prices, and exchange rates. Includes data from 1959 onward.
Format
A data frame with 236 observations and 249 variables:
- gdpc1
Real Gross Domestic Product
- pcecc96
Real Personal Consumption Expenditures
- pcdgx
Real Personal Consumption Expenditures: Durable Goods
- pcesvx
Real Personal Consumption Expenditures: Services excluding food and energy
- pcndx
Real Personal Consumption Expenditures: Nondurable Goods
- gpdic1
Gross Private Domestic Investment
- fpix
Fixed Private Investment
- y033rc1q027sbeax
Real Gross Private Domestic Investment: Residential
- pnfix
Private Nonresidential Fixed Investment
- prfix
Private Residential Fixed Investment
- a014re1q156nbea
Government Consumption Expenditures
- gcec1
Real Government Consumption Expenditures and Gross Investment
- a823rl1q225sbea
Real Government Spending
- fgrecptx
Federal Government Current Receipts
- slcex
State and Local Government Current Expenditures
- expgsc1
Exports of Goods and Services
- impgsc1
Imports of Goods and Services
- dpic96
Disposable Personal Income
- outnfb
Nonfarm Business Sector: Output
- outbs
Business Sector Output
- outms
Manufacturing Sector Output
- indpro
Industrial Production Index
- ipfinal
Industrial Production: Final Products
- ipcongd
Industrial Production: Consumer Goods
- ipmat
Industrial Production: Materials
- ipdmat
Industrial Production: Durable Materials
- ipnmat
Industrial Production: Nondurable Materials
- ipdcongd
Industrial Production: Durable Consumer Goods
- ipb51110sq
Industrial Production: Utilities
- ipncongd
Industrial Production: Nondurable Consumer Goods
- ipbuseq
Industrial Production: Business Equipment
- ipb51220sq
Industrial Production: Residential Utilities
- tcu
Total Capacity Utilization
- cumfns
Nonfarm Business Sector: Total Compensation
- payems
Total Nonfarm Payroll Employment
- uspriv
All Employees: Private Industries
- manemp
All Employees: Manufacturing
- srvprd
All Employees: Service-Providing Industries
- usgood
All Employees: Goods-Producing Industries
- dmanemp
All Employees: Durable Goods
- ndmanemp
All Employees: Nondurable Goods
- uscons
All Employees: Construction
- usehs
All Employees: Education and Health Services
- usfire
All Employees: Financial Activities
- usinfo
All Employees: Information
- uspbs
All Employees: Professional and Business Services
- uslah
All Employees: Leisure and Hospitality
- usserv
All Employees: Other Services
- usmine
All Employees: Mining and Logging
- ustpu
All Employees: Trade, Transportation, and Utilities
- usgovt
All Employees: Government
- ustrade
All Employees: Retail Trade
- uswtrade
All Employees: Wholesale Trade
- ces9091000001
All Employees: State Government Education
- ces9092000001
All Employees: State Government Excluding Education
- ces9093000001
All Employees: Local Government Education
- ce16ov
Civilian Employment: 16 Years and Over
- civpart
Civilian Labor Force Participation Rate
- unrate
Civilian Unemployment Rate
- unratestx
Unemployment Rate for State
- unrateltx
Unemployment Rate for Less than High School
- lns14000012
Unemployment Rate: Hispanic or Latino
- lns14000025
Unemployment Rate: 25-54 Years
- lns14000026
Unemployment Rate: 55 Years and Over
- uemplt5
Civilians Unemployed for Less Than 5 Weeks
- uemp5to14
Civilians Unemployed for 5 to 14 Weeks
- uemp15t26
Civilians Unemployed for 15 to 26 Weeks
- uemp27ov
Civilians Unemployed for 27 Weeks and Over
- lns13023621
Unemployment Rate for Bachelor’s Degree or Higher
- lns13023557
Unemployment Rate for Associate Degree Holders
- lns13023705
Unemployment Rate for Master’s Degree Holders
- lns13023569
Unemployment Rate for High School Graduates
- lns12032194
Labor Force Participation Rate for Bachelor’s Degree
- hoabs
Housing Starts: Buildings with 5 or More Units
- hoams
Housing Starts: All Buildings
- hoanbs
Nonfarm Business Sector: Hours Worked
- awhman
Average Weekly Hours: Manufacturing
- awhnonag
Average Weekly Hours: Nonagricultural Industries
- awotman
Average Weekly Overtime Hours: Manufacturing
- hwix
Help-Wanted Index
- houst
Housing Starts: Total
- houst5f
Housing Starts: 5-Unit Structures or More
- permit
New Private Housing Permits Authorized
- houstmw
Housing Starts: Midwest Region
- houstne
Housing Starts: Northeast Region
- housts
Housing Starts: South Region
- houstw
Housing Starts: West Region
- cmrmtsplx
Manufacturing and Trade Sales
- rsafsx
Residential Fixed Assets: Structures
- amdmnox
New Orders for Durable Goods
- acognox
New Orders: Consumer Goods and Materials
- amdmuox
Unfilled Orders: Durable Goods Industries
- andenox
Nondefense Capital Goods Excluding Aircraft
- invcqrmtspl
Inventories: Manufacturing and Trade Industries
- pcectpi
Personal Consumption Expenditures Chain-Type Price Index
- pcepilfe
PCE: Food and Energy
- gdpctpi
Gross Domestic Product Chain-Type Price Index
- gpdictpi
Gross Private Domestic Investment Chain-Type Price Index
- ipdbs
Industrial Production: Business Supplies
- dgdsrg3q086sbea
Durable Goods Expenditures
- ddurrg3q086sbea
Durable Goods Consumption Expenditures
- dserrg3q086sbea
Services Expenditures
- dndgrg3q086sbea
Nondurable Goods Expenditures
- dhcerg3q086sbea
Health Care Expenditures
- dmotrg3q086sbea
Motor Vehicle Expenditures
- dfdhrg3q086sbea
Food at Home Expenditures
- dreqrg3q086sbea
Recreational Goods Expenditures
- dodgrg3q086sbea
Other Durable Goods Expenditures
- dfxarg3q086sbea
Furniture and Fixtures Expenditures
- dclorg3q086sbea
Clothing and Footwear Expenditures
- dgoerg3q086sbea
Goods Expenditures
- dongrg3q086sbea
Nondurable Goods Consumption Expenditures
- dhutrg3q086sbea
Household Utilities Expenditures
- dhlcrg3q086sbea
Household Cleaning Expenditures
- dtrsrg3q086sbea
Transportation Services Expenditures
- drcarg3q086sbea
Recreational Services Expenditures
- dfsarg3q086sbea
Food Services and Accommodations
- difsrg3q086sbea
Insurance Services Expenditures
- dotsrg3q086sbea
Other Services Expenditures
- cpiaucsl
Consumer Price Index for All Urban Consumers: All Items
- cpilfesl
Consumer Price Index for All Urban Consumers: All Items Less Food and Energy
- wpsfd49207
Producer Price Index by Commodity for Crude Materials
- ppiaco
Producer Price Index by Commodity
- wpsfd49502
Producer Price Index by Commodity for Intermediate Materials
- wpsfd4111
Producer Price Index by Commodity for Finished Goods
- ppiidc
Producer Price Index: Industrial Commodities
- wpsid61
Producer Price Index for Finished Goods
- wpu0531
Producer Price Index for Gasoline
- wpu0561
Producer Price Index for Fuel Oil
- oilpricex
Crude Oil Prices
- ahetpix
Average Hourly Earnings of Production Employees
- ces2000000008x
Average Hourly Earnings: Construction
- ces3000000008x
Average Hourly Earnings: Manufacturing
- comprms
Compensation per Hour: Manufacturing
- comprnfb
Compensation per Hour: Nonfarm Business
- rcphbs
Real Compensation Per Hour
- ophmfg
Output per Hour: Manufacturing
- ophnfb
Output per Hour: Nonfarm Business
- ophpbs
Output per Hour: Private Business
- ulcbs
Unit Labor Cost: Business Sector
- ulcmfg
Unit Labor Cost: Manufacturing
- ulcnfb
Unit Labor Cost: Nonfarm Business
- unlpnbs
Unit Nonlabor Payments
- fedfunds
Effective Federal Funds Rate
- tb3ms
3-Month Treasury Bill Secondary Market Rate
- tb6ms
6-Month Treasury Bill Secondary Market Rate
- gs1
1-Year Treasury Constant Maturity Rate
- gs10
10-Year Treasury Constant Maturity Rate
- mortgage30us
30-Year Fixed Rate Mortgage Average
- aaa
Moody's AAA Corporate Bond Yield
- baa
Moody's BAA Corporate Bond Yield
- baa10ym
Baa Rated Corporate Bond Yield Spread Over 10-Year Treasury
- mortg10yrx
10-Year Treasury Note Average Yield
- tb6m3mx
6-Month Treasury Minus 3-Month Treasury Spread
- gs1tb3mx
1-Year Treasury Minus 3-Month Treasury Spread
- gs10tb3mx
10-Year Treasury Minus 3-Month Treasury Spread
- cpf3mtb3mx
Commercial Paper Minus 3-Month Treasury Spread
- ambslrealx
Adjusted Monetary Base
- imfslx
Monetary Base, Not Seasonally Adjusted
- m1realx
Real M1 Money Stock
- m2realx
Real M2 Money Stock
- mzmrealx
MZM Money Stock
- busloansx
Commercial and Industrial Loans at All Commercial Banks
- consumerx
Consumer Credit Outstanding
- nonrevslx
Nonrevolving Consumer Credit
- reallnx
Real Estate Loans
- revolslx
Revolving Consumer Credit
- totalslx
Total Loans and Leases
- driwcil
Deposits and Reserves in Financial Institutions
- tabshnox
Total Assets at Banks
- tlbshnox
Total Liabilities at Banks
- liabpix
Liabilities
- tnwbshnox
Total Net Worth of Households and Nonprofits
- nwpix
Net Worth at Market Value
- taresax
Treasury Assets and Reserves
- hnoremq027sx
Household Net Worth
- tfaabshnox
Total Financial Assets
- vxoclsx
CBOE S&P 100 Volatility Index
- ussthpi
All-Transactions House Price Index for the United States
- spcs10rsa
S&P/Case-Shiller 10-City Composite Home Price Index
- spcs20rsa
S&P/Case-Shiller 20-City Composite Home Price Index
- twexmmth
Trade Weighted U.S. Dollar Index: Major Currencies
- exuseu
Exchange Rate: U.S. Dollar to Euro
- exszusx
Switzerland / U.S. Foreign Exchange Rate
- exjpusx
Japan / U.S. Foreign Exchange Rate
- exusukx
U.K. / U.S. Foreign Exchange Rate
- excausx
Canada / U.S. Foreign Exchange Rate
- umcsentx
University of Michigan: Consumer Sentiment Index
- usepuindxm
U.S. Economic Policy Uncertainty Index
- b020re1q156nbea
Government Current Expenditures
- b021re1q156nbea
Net Government Saving
- gfdegdq188s
Federal Debt: Total Public Debt
- gfdebtnx
Gross Federal Debt as Percent of GDP
- ipmansics
Industrial Production: Manufacturing
- ipb51222s
Industrial Production: Fuels
- ipfuels
Industrial Production: Fuels
- uempmean
Average Duration of Unemployment
- ces0600000007
Average Weekly Hours: Goods-Producing Industries
- totresns
Total Reserves of Depository Institutions
- nonborres
Nonborrowed Reserves of Depository Institutions
- gs5
5-Year Treasury Constant Maturity Rate
- tb3smffm
3-Month Treasury Minus Fed Funds Rate Spread
- t5yffm
5-Year Treasury Minus Fed Funds Rate Spread
- aaaffm
Moody's AAA Corporate Bond Minus Fed Funds Rate Spread
- wpsid62
Producer Price Index by Commodity for Finished Goods: Consumer
- ppicmm
Producer Price Index: Commodities
- cpiappsl
Consumer Price Index for All Urban Consumers
- cpitrnsl
CPI: Transportation
- cpimedsl
CPI: 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
- ces0600000008
Average Hourly Earnings: Goods-Producing Industries
- dtcolnvhfnm
Consumer Motor Vehicle Loans Outstanding
- dtcthfnm
Total Consumer Loans Outstanding
- invest
Investment in Bank Credit
- hwiuratiox
Help-Wanted Index to Unemployed Ratio
- claimsx
Initial Claims for Unemployment Insurance
- businvx
Total Business Inventories
- isratiox
Inventory-to-Sales Ratio
- conspix
Consumer Credit to Personal Income Ratio
- cp3m
3-Month Commercial Paper Rate
- compapff
Commercial Paper Minus Fed Funds Rate Spread
- permitne
New Private Housing Permits Authorized: Northeast
- permitmw
New Private Housing Permits Authorized: Midwest
- permits
New Private Housing Permits Authorized
- permitw
New Private Housing Permits Authorized: West
- nikkei225
Nikkei 225 Stock Index
- nasdaqcom
NASDAQ Composite Index
- cusr0000sehc
CPI for All Urban Consumers: Education
- tlbsnncbx
Total Liabilities for Nonfinancial Corporate Business
- tlbsnncbbdix
Total Liabilities for Nonfinancial Corporate Business, Billion Dollars
- ttaabsnncbx
Total Assets for Nonfinancial Corporate Business
- tnwmvbsnncbx
Total Net Worth for Nonfinancial Corporate Business
- tnwmvbsnncbbdix
Total Net Worth for Nonfinancial Corporate Business, Billion Dollars
- tlbsnnbx
Total Liabilities for Nonfinancial Noncorporate Business
- tlbsnnbbdix
Total Liabilities for Nonfinancial Noncorporate Business, Billion Dollars
- tabsnnbx
Total Assets for Nonfinancial Noncorporate Business
- tnwbsnnbx
Total Net Worth for Nonfinancial Noncorporate Business
- tnwbsnnbbdix
Total Net Worth for Nonfinancial Noncorporate Business, Billion Dollars
- cncfx
Real Personal Consumption Expenditures: Non-Durables and Durables
- sp500
S&P 500 Index
- spindust
S&P Industrial Index
- spdivyield
S&P Dividend Yield
- spperatio
S&P Price-Earnings Ratio
- time
Time Period
Source
McCracken, M. W., & Ng, S. "FRED-QD: A Quarterly Database for Macroeconomic Research." Data available at https://research.stlouisfed.org/econ/mccracken/fred-databases/