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 currently included dataset is from April 2019, contains observations from 1959Q1 until 2018Q4, and has been subset to series that either are in public domain, or we were given permission to use.
fred_qdA data.frame with 240 observations of 234 (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 FRED-QD database is made available under a modified ODC-BY 1.0 license, which can be found in the provided LICENSE file. Thanks to Michael McCracken, Adrienne Brennecke and the Federal Reserve Bank of St. Louis for making this database available and their responsiveness and help regarding licensing issues.
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