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Nowcasting US GDP

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Published: 2024-04-28
Notes:

All the 34 variables of input data used in the "Nowcasting Macro Fundamentals with Machine Learning" thesis project.

Series 1 - 34 of 34   

Title Series ID Vintage
Date 		Units Freq Seas
Adj 		Updated
Job Openings: Total Nonfarm JTSJOL Current Change, Level in Thousands M SA 2024-09-04
Capacity Utilization: Total Index TCU Current Change, Percent M SA 2024-08-15
Unemployment Rate UNRATE Current Change, Percent M SA 2024-09-06
Total Nonfarm Private Payroll Employment (DISCONTINUED) NPPTTL Current Change, Thousands M SA 2022-06-02
All Employees, Total Nonfarm PAYEMS Current Change, Thousands of Persons M SA 2024-09-06
New Privately-Owned Housing Units Authorized in Permit-Issuing Places: Total Units PERMIT Current Change, Thousands of Units M SAAR 2024-08-23
Real gross domestic income A261RX1Q020SBEA Current Compounded Annual Rate of Change Q SAAR 2024-08-29
Real Gross Domestic Product GDPC1 Current Compounded Annual Rate of Change Q SAAR 2024-08-29
Nonfarm Business Sector: Unit Labor Costs for All Workers ULCNFB Current Compounded Annual Rate of Change Q SA 2024-09-05
Current General Activity; Diffusion Index for Federal Reserve District 3: Philadelphia GACDFSA066MSFRBPHI Current Index M SA 2024-08-15
Current General Business Conditions; Diffusion Index for New York GACDISA066MSFRBNY Current Index M SA 2024-09-16
University of Michigan: Consumer Sentiment UMCSENT Current Index 1966:Q1=100 M NSA 2024-08-30
Manufacturers' Total Inventories: Durable Goods AMDMTI Current Percent Change M SA 2024-09-04
Manufacturers' Value of Shipments: Durable Goods AMDMVS Current Percent Change M SA 2024-09-04
Manufacturers' Unfilled Orders: Total Manufacturing AMTMUO Current Percent Change M SA 2024-09-04
Exports of Goods and Services, Balance of Payments Basis BOPTEXP Current Percent Change M SA 2024-09-04
Imports of Goods and Services: Balance of Payments Basis BOPTIMP Current Percent Change M SA 2024-09-04
Total Business Inventories BUSINV Current Percent Change M SA 2024-08-15
Consumer Price Index for All Urban Consumers: All Items in U.S. City Average CPIAUCSL Current Percent Change M SA 2024-09-11
Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average CPILFESL Current Percent Change M SA 2024-09-11
Manufacturers' New Orders: Durable Goods DGORDER Current Percent Change M SA 2024-09-04
Real Disposable Personal Income DSPIC96 Current Percent Change M SAAR 2024-08-30
New Privately-Owned Housing Units Started: Total Units HOUST Current Percent Change M SAAR 2024-08-16
New One Family Houses Sold: United States HSN1F Current Percent Change M SAAR 2024-08-23
Total Merchant Wholesalers, Except Manufacturers' Sales Branches and Offices Inventories I42IMSM144SCEN Current Percent Change M SA 2024-09-09
Industrial Production: Total Index INDPRO Current Percent Change M SA 2024-08-15
Export Price Index (End Use): All Commodities IQ Current Percent Change M NSA 2024-09-13
Import Price Index (End Use): All Commodities IR Current Percent Change M NSA 2024-09-13
Real Personal Consumption Expenditures PCEC96 Current Percent Change M SAAR 2024-08-30
Personal Consumption Expenditures: Chain-type Price Index PCEPI Current Percent Change M SA 2024-08-30
Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) PCEPILFE Current Percent Change M SA 2024-08-30
Producer Price Index by Commodity: Final Demand PPIFIS Current Percent Change M SA 2024-09-12
Advance Retail Sales: Retail Trade and Food Services RSAFS Current Percent Change M SA 2024-08-15
Total Construction Spending: Total Construction in the United States TTLCONS Current Percent Change M SAAR 2024-09-03

Series 1 - 34 of 34   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable

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