gb_vintages.xlsx
This is an updated version of Edge and Rudd's (2016) original data set in which we maintain the same structure as in their original data file. Note that the info sheet in the Excel file provides extra information on how we spline data based on Edge and Rudd's (2016) file for some vintages. * column A: date. * column B: end-point series. * column C: Greenbook output gap vintage as of 1994Q3. * column D - column CI: GBgap_960516 - GBgap_161207 -- Greenbook/Tealbook output gap vintages from 1996Q1 to 2016Q4. We obtain the updated series from the "Tealbook (formerly Greenbook) Data Sets", specifically "Output Gap and Financial Assumptions from the Board of Governors": https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/gap-and-financial-data-set Note that the Tealbook Data Set contains more output gap vintages than used in Edge and Rudd (2016) and therewith Quast and Wolters, forthcoming since #FOMC meetings per year > #yearly quarters. We follow Edge and Rudd's (2016) logic to expand the data set. Note also that we maintain the Philadelphia Fed's variable labeling to increase tractability for future updates.
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Wolters, Maik and |
| DOI | |
| Publication Date | 2023 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/8e0a2be4-9d72-42b5-af40-55f828af8650/resource/93bfb68e-a4f8-4bb6-9829-f93f4e68c750/download/gb_vintages.xlsx |
| Last updated | March 1, 2023 |
| Created | March 1, 2023 |
