USRGDP {MSTest} | R Documentation |
US Real GDP data 1947Q2 - 2024Q2
Description
US Real GDP data 1947Q2 - 2024Q2
Usage
USRGDP
Format
This data is used in Rodriguez-Rondon & Dufour (2024). The series ranges from 1947Q2 to 2024Q2.
- Date
Vector of dates
- RGDP
US Real GDP series
- RGDP_gr
log difference of US Real GDP series
Source
https://fred.stlouisfed.org/series/GDPC1
References
U.S. Bureau of Economic Analysis, Real Gross Domestic Product [GDPC1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GDPC1, September, 2024.
Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2024. “Monte Carlo Likelihood Ratio Tests for Markov Switching Models.” Unpublished manuscript.
[Package MSTest version 0.1.5 Index]