GetMacroData
Posted: Wed Feb 02, 2011 9:15 am
This thread is about the GetMacroData add-in that provides an easy way to download US macro data into EViews from the FRED (Federal Reserve Economic Data) database.
Even though the top 20 popular series are currently available, you can add more series by editing the program. As an example, suppose that you want to download 1-Year Treasury Constant Maturity Rate from the FRED database (http://research.stlouisfed.org/fred2/popularseries).
When you open the program GetMacroData.prg, you will see the following three lines:
By filling the last element of %labels, %codes, and %freqs with 1-year CMT Rate (description), GS1 (FRED series code), and M (frequency), respectively, one can download the 1-YR CMT series (i.e. "GS1").
*Note that "1-YR CMT Rate", "GS1", and "M" should be in the same order as each other.
[Change log]
Even though the top 20 popular series are currently available, you can add more series by editing the program. As an example, suppose that you want to download 1-Year Treasury Constant Maturity Rate from the FRED database (http://research.stlouisfed.org/fred2/popularseries).
When you open the program GetMacroData.prg, you will see the following three lines:
Code: Select all
%labels = """CPI Urban"" ""Industrial Production Index"" ""GDP"" ""Real GDP"" ""Real GDP (1 Decimal)"" ""Real GDP (3 Decimal)"" ""Effective Fed. Funds Rate"" ""Civilian Unemployment Rate"" ""Consumer Sentiment"" ""M2 Money Stock"" ""M1 Multiplier"" ""M1 Money Stock"" ""Adjusted Monetary Base"" ""10-year Treasury Constant Maturity Rate"" ""Total Nonfarm Payrolls"" ""Housing Starts"" ""Bank Prime Loan Rate"" ""Personal Saving Rate"" ""Total Population"" ""Producer Price Index"""
%codes = "CPIAUCSL INDPRO GDP GDPCA GDPC1 GDPC96 FEDFUNDS UNRATE UMCSENT M2 MULT M1 BASE DGS10 PAYEMS HOUST MPRIME PSAVERT POP PPIACO"
%freqs = "M M Q A Q Q M M M W BM W BM D5 M M M M M M"
Code: Select all
%labels = """CPI Urban"" ""Industrial Production Index"" ""GDP"" ""Real GDP"" ""Real GDP (1 Decimal)"" ""Real GDP (3 Decimal)"" ""Effective Fed. Funds Rate"" ""Civilian Unemployment Rate"" ""Consumer Sentiment"" ""M2 Money Stock"" ""M1 Multiplier"" ""M1 Money Stock"" ""Adjusted Monetary Base"" ""10-year Treasury Constant Maturity Rate"" ""Total Nonfarm Payrolls"" ""Housing Starts"" ""Bank Prime Loan Rate"" ""Personal Saving Rate"" ""Total Population"" ""Producer Price Index"" ""1-YR CMT Rate"""
%codes = "CPIAUCSL INDPRO GDP GDPCA GDPC1 GDPC96 FEDFUNDS UNRATE UMCSENT M2 MULT M1 BASE DGS10 PAYEMS HOUST MPRIME PSAVERT POP PPIACO GS1"
%freqs = "M M Q A Q Q M M M W BM W BM D5 M M M M M M M"
[Change log]
- 2010/02/07 Added a new data-importing option, Create new page
(Note: The existing methods are Create new workfile and Importing into existing page).