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Easydata-MD: A Monthly Dataset for Macroeconomic Research on Pakistan

Author

Listed:
  • Ateeb Akhter Shah Syed

    (State Bank of Pakistan, Pakistan)

  • Hassan Raza

    (FAST National University of Computer and Emerging Sciences, Islamabad, Pakistan)

  • Mohsin Waheed

    (State Bank of Pakistan, Pakistan)

Abstract

No abstract is available for this item.

Suggested Citation

  • Ateeb Akhter Shah Syed & Hassan Raza & Mohsin Waheed, 2023. "Easydata-MD: A Monthly Dataset for Macroeconomic Research on Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 28(1), pages 63-88, Jan-June.
    • Handle: RePEc:lje:journl:v:28:y:2023:i:1:p:63-88
    as

    Download full text from publisher

    File URL: https://lahoreschoolofeconomics.edu.pk/assets/uploads/lje/Volume28/03_Ateeb_Akhter_Hassan_Raza_and_Mohsin_Waheed.pdf
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    References listed on IDEAS

    as
    1. Michael W. McCracken & Serena Ng, 2016. "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 574-589, October.
    2. Muhammad Nadim Hanif & Muhammad Jahanzeb Malik, 2015. "Evaluating the Performance of Inflation Forecasting Models of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 43-78.
    3. Bokun, Kathryn O. & Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2023. "FRED-SD: A real-time database for state-level data with forecasting applications," International Journal of Forecasting, Elsevier, vol. 39(1), pages 279-297.
    4. Fida Hussain & Asif Mahmood, 2017. "Predicting Inflation and Output in Pakistan: The Role of Yield Spread," SBP Working Paper Series 93, State Bank of Pakistan, Research Department.
    5. Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
    6. Li, Jiahan & Chen, Weiye, 2014. "Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models," International Journal of Forecasting, Elsevier, vol. 30(4), pages 996-1015.
    7. Fida Hussain & Asif Mahmood, 2017. "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 13, pages 53-76.
    8. Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
    9. Fida Hussain & Kalim Hayder & Muhammad Rehman, 2018. "Nowcasting LSM Growth in Pakistan," SBP Working Paper Series 98, State Bank of Pakistan, Research Department.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    EasyData; factors; forecasting; machine learning; machine-learning; Pakistan;
    All these keywords.

    JEL classification:

    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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