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OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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FRED data #5

Closed mk0417 closed 3 years ago

mk0417 commented 4 years ago

Thanks for your project and very appreciate your work to make it open source.

Can I ask which package are you using to extract FRED data? Is this one as below? https://github.com/sboysel/fredr

If so, there is an open issue for this package: https://github.com/sboysel/fredr/issues/75

install.packages("fredr") is currently not working and should install this package from github: devtools::install_github("sboysel/fredr")

matiarj commented 4 years ago

+1

OpenSourceAP commented 4 years ago

Thanks for pointing that out. We will add it to the documentation.

JustinMShea commented 4 years ago

Just add the package version number in a comment and you're good to go.

matiarj commented 4 years ago

and a quick library(fredr) at the top. Thank you again!

OpenSourceAP commented 3 years ago

Moved FRED downloading to Stata in the new release d1e4e4d1c08784d2cb8fe1202f772581ec33b66d