<p>FRED is my go to for monthly, quarterly, and yearly for economic data. It varies by data set but some of them are divisible by month. Here is a link to all of them: <a href="https://fred.stlouisfed.org/tags/series?t=monthly" rel="nofollow noreferrer">https://fred.stlouisfed.org/tags/series?t=monthly</a></p>

CC BY-SA 4.0
2024-04-19T20:04:09.347Z
2024-04-19T20:04:09.347Z
David deVyver
<p>That's the challenge around nowcasting. You will have a set of high frequency (ex. CPI) and low frequency (ex. GDP) data and its up to you to figure out how to model and nowcast this. The reality is there is not much high frequency data (and those that do exist come at a cost and may not even be accurate). I recall tracktherecovery.org used to have daily or weekly data but last I checked it hasn't been updated for September but don't quote me on that. Most economist use various statistical models to harmonize these low and high frequency data such as using MIDAS, Bridge Equation or even various ML models. You can also get creative and use various sources like google search results, financial data etc.</p>

CC BY-SA 4.0
2024-09-17T02:53:23.530Z
2024-09-17T02:53:23.530Z
floatingobserver
<p>I am pretty familiar with the usual U.S. Federal macroeconomic data sets, the NIPAs, the Fed's Flow of Funds accounts, and my favorite, the integrated macroeconomic accounts. Most of these come out at quarterly frequencies or lower.</p>
<p>I have become interested in shoŕt-term and mid-quarter forecasting. But I have been frustrated in pursuing these interest because I know so little about publicly available data relevant to macroeconomic forecasting at higher frequencies. Does anyone know if there is a survey of such data? Is there one or more federal agency that does high frequency releases? For the time being I want to limit myself to data that is publicly available free or at low cost. I can think of data series I would like to have for this purpose that I suspect can only be had for a substantial subscription fee, e.g. current credit card purchases</p>

<macroeconomics><data><forecasting><data-sources><nowcasting>
How can I find whatever publicly available data sources exist for U.S. macroeconomic nowcasting at frequencies higher than quarterly?
andrewH
# How can I find whatever publicly available data sources exist for U.S. macroeconomic nowcasting at frequencies higher than quarterly?

(Asked by: username_0 on 2024-04-11)

I am pretty familiar with the usual U.S. Federal macroeconomic data sets, the NIPAs, the Fed's Flow of Funds accounts, and my favorite, the integrated macroeconomic accounts. Most of these come out at quarterly frequencies or lower.

I have become interested in shoŕt-term and mid-quarter forecasting. But I have been frustrated in pursuing these interest because I know so little about publicly available data relevant to macroeconomic forecasting at higher frequencies. Does anyone know if there is a survey of such data? Is there one or more federal agency that does high frequency releases? For the time being I want to limit myself to data that is publicly available free or at low cost. I can think of data series I would like to have for this purpose that I suspect can only be had for a substantial subscription fee, e.g. current credit card purchases

**Tags:** macroeconomics, data, forecasting, data-sources, nowcasting

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## 2 answers

### Answer by username_1 on 2024-04-19. Score: 0

FRED is my go to for monthly, quarterly, and yearly for economic data. It varies by data set but some of them are divisible by month. Here is a link to all of them: <https://fred.stlouisfed.org/tags/series?t=monthly>


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### Answer by username_2 on 2024-09-17. Score: 0

That's the challenge around nowcasting. You will have a set of high frequency (ex. CPI) and low frequency (ex. GDP) data and its up to you to figure out how to model and nowcast this. The reality is there is not much high frequency data (and those that do exist come at a cost and may not even be accurate). I recall tracktherecovery.org used to have daily or weekly data but last I checked it hasn't been updated for September but don't quote me on that. Most economist use various statistical models to harmonize these low and high frequency data such as using MIDAS, Bridge Equation or even various ML models. You can also get creative and use various sources like google search results, financial data etc.


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