3 datasets found
  1. F

    Dates of U.S. recessions as inferred by GDP-based recession indicator

    • fred.stlouisfed.org
    json
    Updated Apr 30, 2025
    + more versions
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    (2025). Dates of U.S. recessions as inferred by GDP-based recession indicator [Dataset]. https://fred.stlouisfed.org/series/JHDUSRGDPBR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Apr 30, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Dates of U.S. recessions as inferred by GDP-based recession indicator (JHDUSRGDPBR) from Q4 1967 to Q4 2024 about recession indicators, GDP, and USA.

  2. J

    Time-varying yield curve dynamics and monetary policy (replication data)

    • jda-test.zbw.eu
    • journaldata.zbw.eu
    txt
    Updated Nov 4, 2022
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    Haroon Mumtaz; Paolo Surico; Haroon Mumtaz; Paolo Surico (2022). Time-varying yield curve dynamics and monetary policy (replication data) [Dataset]. https://jda-test.zbw.eu/dataset/abe9dc4f-8394-4fb4-946d-b496e05d7407/download_all
    Explore at:
    txt(67138), txt(1665)Available download formats
    Dataset updated
    Nov 4, 2022
    Dataset provided by
    ZBW - Leibniz Informationszentrum Wirtschaft
    Authors
    Haroon Mumtaz; Paolo Surico; Haroon Mumtaz; Paolo Surico
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    Monetary policy, the yield curve and the private sector behaviour of the US economy are modelled as a time-varying structural vector autoregression. The monetary policy shocks of the early 1980s explain a large portion of the persistence of inflation and the level of the term structure. Changes in inflation expectations implied by the yield curve account for the persistence of the federal funds rate. Failures of the expectations hypothesis are rare, and coincided with the credibility building of Paul Volcker's Fed tenure at the beginning of the 1980s and the sequence of consecutive policy rate cuts around the time of the early 1990s recession.

  3. F

    S&P 500

    • fred.stlouisfed.org
    json
    Updated Jul 14, 2025
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    (2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 14, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

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Share
FacebookFacebook
TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
(2025). Dates of U.S. recessions as inferred by GDP-based recession indicator [Dataset]. https://fred.stlouisfed.org/series/JHDUSRGDPBR

Dates of U.S. recessions as inferred by GDP-based recession indicator

JHDUSRGDPBR

Explore at:
25 scholarly articles cite this dataset (View in Google Scholar)
jsonAvailable download formats
Dataset updated
Apr 30, 2025
License

https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

Description

Graph and download economic data for Dates of U.S. recessions as inferred by GDP-based recession indicator (JHDUSRGDPBR) from Q4 1967 to Q4 2024 about recession indicators, GDP, and USA.

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