No datasets match
  1. forecastdom::cm2001
    US Unemployment and Inflation (Clark & McCracken, 2001 setup)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|937 x 3
  2. forecastdom::gw2006
    SPF Mean CPI Inflation Forecasts (Giacomini & White, 2006 setup)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|180 x 10
  3. forecastdom::hl2005
    IBM Volatility Forecasts and Realized-Variance Proxies (Hansen & Lunde, 2005)
    json| rda| rds
    list
  4. forecastdom::llq2022
    S&P 500 Realized-Variance Forecasts (Li, Liao & Quaedvlieg, 2022)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|3071 x 9
  5. forecastdom::llq2022_jnj
    Johnson & Johnson Realized-Variance Forecasts (Li, Liao & Quaedvlieg, 2022)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|3179 x 9
  6. forecastdom::llq2022_uv_cspa
    Pairwise CSPA Rejection Counts Across 28 Stocks
    json| rda| rds
    list
  7. forecastdom::nrtz2014
    Equity Premium and Technical Indicators (Neely, Rapach, Tu, & Zhou, 2014)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|733 x 16
  8. forecastdom::quaedvlieg2021
    Loss-Differential Path Forecasts from Quaedvlieg (2021)
    csv| json| rda| rds
    list
  9. forecastdom::rossi2006
    Bilateral Nominal Exchange Rates (Rossi, 2006)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|1550 x 3
  10. forecastdom::rrz2016
    Equity Premium and Short Interest Index (Rapach, Ringgenberg & Zhou, 2016)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|504 x 3
  11. forecastdom::rz2013
    Equity Premium and Macro Predictors (Rapach & Zhou, 2013)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|1009 x 16
  12. forecastdom::wg2008
    Welch & Goyal (2008) Annual Equity-Premium Dataset
    csv| xlsx| json| ndjson| rda| rds
    data.frame|134 x 13
  13. sdim::grunfeld
    Grunfeld (1958) investment dataset
    csv| xlsx| json| ndjson| rda| rds
    data.frame|220 x 5
  14. sdim::he2023_dacheng202
    Dacheng 202-portfolio value-weighted returns from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|552 x 203
  15. sdim::he2023_factors
    Factor proxies from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|516 x 71
  16. sdim::he2023_ff17vw
    Fama-French 17-industry value-weighted portfolios from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|528 x 18
  17. sdim::he2023_ff30vw
    Fama-French 30-industry value-weighted portfolios from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|528 x 31
  18. sdim::he2023_ff48ew
    Fama-French 48-industry equal-weighted portfolios from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|528 x 49
  19. sdim::he2023_ff48vw
    Fama-French 48-industry value-weighted portfolios from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|528 x 49
  20. sdim::he2023_ff5
    Fama-French 5-factor data from He, Huang, Li, Zhou (2023)
    csv| xlsx| json| ndjson| rda| rds
    data.frame|652 x 9
  21. sdim::huang2022_ip
    Industrial production growth from Huang, Jiang, Li, Tong, Zhou (2022)
    json| rda| rds
    numeric
  22. sdim::huang2022_macro
    FRED-MD macro predictors from Huang, Jiang, Li, Tong, Zhou (2022)
    csv| json| rda| rds
    matrix|720 x 123