FredMDQD

FredMD(path::String)
FredMD(d::Date)
FredMD()

Load Fred MD data.

Arguments

• path::String: Path to a manually downloaded version of Fred MD.
• d::Date: Date of a vintage.

Details

• If no arguments are provided, the most recent version of Fred MD will be downloaded.
• If a d::Date is provided, the Fred MD vintage corresponding to the date will be downloaded.
• If a path::String is provided, then the Fred MD file at the path will be loaded.

Notes

• Fred MD data is compiled by Michael W. McCracken at the Federal Reserve Bank of St. Louis. For more information check out the official website at https://research.stlouisfed.org/econ/mccracken/fred-databases/

FredQD(path::String)
FredQD(d::Date)
FredQD()

Load Fred QD data.

Arguments

• path::String: Path to a manually downloaded version of Fred QD.
• d::Date: Date of a vintage.

Details

• If no arguments are provided, the most recent version of Fred QD will be downloaded.
• If a d::Date is provided, the Fred QD vintage corresponding to the date will be downloaded.
• If a path::String is provided, then the Fred QD file at the path will be loaded.

Notes

• Fred QD data is compiled by Michael W. McCracken at the Federal Reserve Bank of St. Louis. For more information check out the official website at https://research.stlouisfed.org/econ/mccracken/fred-databases/

Apply a FRED tranformation code

Arguments

• tcode: FRED transformation code
• x: a vector of data

Transformation Codes

The following transformation codes are currently supported

1. $x$
2. $\Delta x$
3. $\Delta^2 x$
4. $log(x)$
5. $\Delta log(x)$
6. $\Delta^2 log(x)$
7. ``Δ(x{t+1} / xt - 1)

return x

return Δx

return Δ²x

return log(x)

return Δlog(x)

return Δ²log(x)

return Δ(xₜ₊₁ / xₜ - 1)

Provide information about FredMDQD.

search_appendix(s::Symbol, args..., kwargs...)

Search the appendix for variable names.

Arguments

• s::Symbol: Should be :MD for Fred MD and :QD for Fred QD.
• needle::Union{String, Regex}: Pattern to find in the appendix.

Keyword Arguments

• case_sensitive::Bool=false: Should the search be case sensitive?
• historic::Bool=false: Should the search be in the current or historic appendix?

Returns

• Returns a DataFrame of all the matches in the appendix.