With Scott Brave and David Kelley.
Published in Economic Perspectives 43(1), 2019: 1-30. https://www.chicagofed.org/publications/economic-perspectives/2019/1
Abstract: The authors present a new “big data” index of U.S. economic activity that can be used to track business and inflation cycles in real time and estimate monthly real gross domestic product growth.
The published article is available here. (30 pages, 1.4 MB)