Research

GDPNow
Provides a “nowcast” of the official GDP growth estimate prior to its first release

Wu-Xia Rate
Hosts shadow federal funds rate estimates from the Wu-Xia model

GDP-Based Recession Index
Indicates when recessions begin and end based on dynamics of U.S. real GDP growth

Chauvet Business Cycle Model
Estimates monthly probabilities of recessions in real time

Band Pass Filter Code
Offers computer code to accompany NBER Working Paper 7257 by Lawrence J. Christiano and Terry J. Fitzgerald