Real Time Data Set for Macroeconomists (links off-site to Philadelphia Fed)
I created this data set while working at the Federal Reserve Bank of Philadelphia, along with my colleague, Tom Stark. The data set is maintained and updated at the Federal Reserve Bank of Philadelphia.

Here is a bibliography (in latex bib format) and pdf file of papers that I know of that use real-time data. Send an email to me if you know of a paper that should be added to the list.

Annual Real-time Conference: Please see our web site at: https://real-time-economics.org/

Additional Real-Time Data

• U.S.: Federal Reserve Bank of St. Louis's ALFRED
• U.S.: Bureau of Economic Analysis previously published estimates
• OECD: real-time and revisions database for recent data; earlier data (pre-1999) from Fernandez-Koenig-Nikolsko-Rzhevskyy project
• U.K.: Bank of England; Office of National Statistics revisions triangles
• Euro Area: Euro Area Business Cycle Network database
• Germany: Bundesbank database
• New Zealand: Reserve Bank of New Zealand
• Australia: University of Melbourne
• Other data sets that are not regularly updated

The State of the Economy in Real Time

• U.S.: Federal Reserve Bank of Philadelphia ADS Business Conditions Index (ADS)
• U.S.: Federal Reserve Bank of Chicago National Activity Index (CFNAI)
• U.S.: Federal Reserve Bank of Kansas City Financial Stress Index (KCFSI)

Survey of Professional Forecasters (links off-site to Philadelphia Fed)

I helped create this survey by taking over the old ASA/NBER survey while working at the Federal Reserve Bank of Philadelphia. The survey is still run by the Federal Reserve Bank of Philadelphia.

Here is a bibliography of papers that I know of that use the SPF data. Send an email to me if you know of a paper that should be added to the list.

Greenbook Data Set (links off-site to Philadelphia Fed)

This link takes you to the Philadelphia Fed's web site. The first data set (Philadelphia Fed's Greenbook Data Set) is one that I created while working at the Federal Reserve Bank of Philadelphia, for my paper “A Measure of Federal Reserve Credibility”. The Philadelphia Fed has since been updating the data set.  The other data sets were created from scanned sheets from the Greenbook, created by the Board of Governors and posted on the Philadelphia Fed’s web site, which contains many more series. 
 

Livingston Survey (links off-site to Philadelphia Fed)

I was responsible for this survey for several years while working at the Federal Reserve Bank of Philadelphia. The Survey of Professional Forecasters is of higher quality, but the Livingston Survey was started much earlier.
The survey is still run by the Federal Reserve Bank of Philadelphia.

Here is a bibliography of papers that I know of that use the Livingston data. Send an email to me if you know of a paper that should be added to the list.