Macroeconomics

Working Paper

Racial Heterogeneity in Consumption Responses to the Economic Impact Payment

WP 26-06 – We investigate how households of different racial groups changed their consumption expenditures differently upon receiving a pandemic check and what is behind the racial differences.

Featured Work

Macroeconomics

Working Paper

Large SVARs

WP 26-04 – We develop a new algorithm to analyze economic data using SVAR models identified with sign restrictions. We demonstrate its usefulness on a small SVAR of the world oil market and a large SVAR of the U.S. economy.

Price and Inflation Expectations Survey (PIES)

Quarterly survey of price and inflation expectations among manufacturing and nonmanufacturing firms in the Third District

Macroeconomics

Working Paper

At-Risk Transformation for U.S. Recession Prediction

WP 25-34 – We flip a large set of economic indicators into simple on/off “at-risk” signals and combine them to forecast U.S. recessions. This method is fast and robust, and it often beats complex machine-learning models.

Featured Data

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Livingston Survey

The oldest continuous survey of economists' expectations that summarizes the forecasts of economists from industry, government, banking, and academia

Updated: 19 Dec ’25

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Survey of Professional Forecasters

The oldest quarterly survey of macroeconomic forecasts in the United States

Updated: 17 Nov ’25

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Aruoba-Diebold-Scotti Business Conditions Index

An index designed to track real business conditions at high observation frequency

Updated: 29 Jan ’26

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Real-Time Data Set for Macroeconomists

The real-time data set consists of vintages, or snapshots, of time series of major macroeconomic variables. The data set may be used by macroeconomic researchers to verify empirical results, to analyze policy, or to forecast. All data are updated at the end of each month.

Updated: 30 Jan ’26

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GDPplus

Measure of the quarter-over-quarter rate of growth of real output in continuously compounded annualized percentage points

Updated: 22 Jan ’26

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Aruoba Term Structure of Inflation Expectations

A continuous curve of inflation expectations three to 120 months ahead, analogous to a yield curve

Updated: 30 Jan ’26