Datasets
Monthly World Industrial Production (WIP) index (1958M1-2024M2)
Source: Baumeister, C. and J.D. Hamilton (2019), Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks, American Economic Review, 109(5): 1873-1910.
Next update: May 31, 2024
Monthly Global Economic Conditions (GECON) indicator (1973M2-2024M4)
Source: Baumeister, C., D. Korobilis, and T.K. Lee (2020), Energy Markets and Global Economic Conditions, Review of Economics and Statistics, 104(4): 828-844.
Next update: May 31, 2024
Weekly Economic Conditions Indicators (ECI) for all 50 U.S. states (April 4, 1987 - March 30, 2024)
Source: Baumeister, C., D. Leiva-León, and E. Sims (2024), Tracking Weekly State-Level Economic Conditions, Review of Economics and Statistics, 106(2): 483-504.
Next update: May 7, 2024
Weekly U.S. Economic Conditions Indicator (April 4, 1987 - April 27, 2024)
Source: Baumeister, C., D. Leiva-León, and E. Sims (2024), Tracking Weekly State-Level Economic Conditions, Review of Economics and Statistics, 106(2): 483-504.
Next update: May 8, 2024
Weekly Economic Weakness Index (EWI) for the US (April 4, 1987 - October 29, 2022)
Source: Baumeister, C., D. Leiva-León, and E. Sims (2024), Tracking Weekly State-Level Economic Conditions, Review of Economics and Statistics, 106(2): 483-504.
Monthly West Texas Intermediate (WTI) Oil Price Expectations (1986M1-2023M3)
Source: Baumeister, C. (2023), Measuring Market Expectations, in: Bachmann, R., Topa, G., and van der Klaauw, W. (eds.), Handbook of Economic Expectations, Academic Press, 413-442.
Monthly Structural Oil Supply Shocks and Monthly Structural Oil Demand Shocks (1975M2-2023M12)
Source: Baumeister, C. and J.D. Hamilton (2019), Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks, American Economic Review, 109(5): 1873-1910.
Next update: June 15, 2024
Monthly Market-Based Oil Price Shocks (1986M1-2023M4)
Source: Baumeister, C. (2023), Measuring Market Expectations, in: Bachmann, R., Topa, G., and van der Klaauw, W. (eds.), Handbook of Economic Expectations, Academic Press, 413-442.
Monthly Real Commodity Price Factor (1973M1-2024M4)
Source: Baumeister, C. and P. Guérin (2021), A Comparison of Monthly Global Indicators for Forecasting Growth, International Journal of Forecasting, 37(3): 1276-1295.
Next update: June 3, 2024