FredMDQD.jl

Fred MD and Fred QD are two popular pre-compiled datasets for macroeconomic analysis and forecasting. FredMDQD makes working with these datasets easy. It has three key features:

1. Downloading the most recent datasets.
2. Downloading a specific vintage.
3. Automatic transformation of variables according to the recommended codes.
4. Searching for the meaning of variables or searching for the abbreviation of variables.

More information can be found on the GitHub page.

Downloading the most recent datasets

using FredMDQD
fmd = FredMD()  # download most recent Fred MD
fqd = FredQD()  # download most recent Fred QD

Downloading a specific vintage

using FredMDQD
using Dates 

d = Date("2023/01", dateformat"yyyy/mm")
fmd = FredMD(d)  # download the January 2023 vintage of Fred MD
fqd = FredQD(d)  # download the January 2024 vintage of Fred QD

Automatic transformation of variables according to the recommended codes

using FredMDQD

fmd = FredMD()
fmd.transformed  # transformed data 
fmd.original  # original data
fmd.tcodes  # transformation codes

Searching

using FredMDQD

# Searching for federal funds rate
search_appendix(:MD, "fed")

# Searching for consumption
search_appendix(:QD, "consumption")