Tools & Data
TOOLS & DATA
Tools & data
Interactive forecasts, real-time data and model comparison.
MACROECONOMIC FORECASTING PLATFORM
One place to compare
different approaches.
The platform brings together 50 models and 25 years of US macroeconomic forecast evaluation, across forecast horizons and data scenarios.
Launch platformMODEL FAMILIES
DSGE & Bayesian modelsTime series methodsMachine learningNeural networks & foundation modelsREAL-TIME DATA
The information set
is part of the model.
My research uses an extended version of FRED-QD, with work on historical vintage coverage and missing-value imputation. The aim is to create forecasting inputs that account for the information available at each forecast origin.
Related researchConstruct the information set
Account for the data available at a given forecast origin.
Estimate and forecast
Apply the forecasting methods across horizons and scenarios.
Evaluate the outcomes
Compare predictive performance across models and periods.
COLLABORATIVE RESEARCH INFRASTRUCTURE
MacroModelBase
At the IMFS, I contribute to a research platform for macroeconomic model comparison.
Questions about the data?
For details on data construction or the forecasting platform, get in touch.