Center for Quantitative Economic Research
Provides a "nowcast" of the official GDP growth estimate prior to its first release.
Taylor Rule Utility
A new tool from the Atlanta Fed lets you be a central banker. The Taylor Rule Utility generates current and historical fed funds rate prescriptions from either John Taylor's original rule or an alternative rule that you customize.
China's Macroeconomy: Time Series Data
Online datasets on the Chinese macroeconomy.
Hosts shadow federal funds rate estimates from the Wu-Xia model
Note: When the shadow fed funds rate is at least 25 basis points, this model's short-term interest rate is identical to the shadow fed funds rate and has been highly correlated with other short-term market interest rates such as the effective federal funds rate. Consequently, we will not provide regular updates of the shadow federal funds rate as long as the target range for the federal funds rate is at or above 25 to 50 basis points.
GDP-Based Recession Index
Indicates when recessions begin and end based on dynamics of U.S. real GDP growth.
Chauvet Business Cycle Model
Estimates monthly probabilities of recessions in real time.
Note: The author is collecting new data to match the original data for consistency. Once that process is complete, the site will be updated.
Band Pass Filter Code
Offers computer code to accompany NBER Working Paper 7257 by Lawrence J. Christiano and Terry J. Fitzgerald.