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Measuring real activity using a weekly economic index (replication data)
This paper describes a weekly economic index (WEI) developed to track the rapid economic developments associated with the onset of and policy response to the novel coronavirus... -
News media versus FRED‐MD for macroeconomic forecasting (replication data)
Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one...