FRED-QD is a quarterly frequency companion to FRED-MD, a large macroeconomic database. It is designed to emulate the dataset used in "Disentangling the Channels of the 2007-2009 Recession" by Stock and Watson (2012) but also contains several additional series. The included dataset is from April 2019 and contains observations from 1959Q1 until 2018Q4.
fred_qdA data.frame with 240 observations of 203 (248) variables.
For further details see McCracken and Ng (2016) or the dataset's appendix at https://research.stlouisfed.org/econ/mccracken/fred-databases/. The dataset included is a subset of the full FRED-QD with the 203 of 248 variables that are in public domain.
McCracken, M. W., and Ng, S. (2016). FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics, 34, 574-589. https://doi.org/10.1080/07350015.2015.1086655
Stock, J. H. and Watson, M. W. (2012). Disentangling the Channels of the 2007-2009 Recession. NBER Working Paper Series, 18094. https://doi.org/10.3386/w18094