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VFCI / bcadata

Data Package to recreate the data from the paper by Angeletos, Collard, and Dellas, "Business Cycle Anatomy" (2020).
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Unique aggregation method for each FRED series #8

Closed matdehaven closed 1 year ago

matdehaven commented 1 year ago

Some of the FRED data is monthly which is aggregated to quarterly. Currently the code just takes the end-of-period for each series, but some should be averages.

matdehaven commented 1 year ago

Implemented