Dalibor Stevanovic's Homepage

 Full professor
 Département des sciences économiques 
 École des sciences de la gestion, Université du Québec à Montréal
 Chaire en macroéconomie et prévisions

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Data UK-MD is a monthly UK large-scale macroeconomic database comparable to those for the US by McCracken and Ng (2016,2020) and for Canada by Fortin-Gagnon et al. (2018). The dataset contains 112 monthly macroeconomic and financial indicators divided into nine categories; labour, production, retail and services, consumer and retail price indices, producer price indices, international trade, money, credit and interest rates, stock market and finally sentiment and leading indicators. The starting date varies across indicators, from 1960 to 2000, and to simplify econometric analysis we also provide a balanced panel using an EM algorithm to impute missing values. Data are subject to change as new information arrives. Dataset is updated every month.

Important note:
This work is a public service for academic, educational and professional communities. Please cite the paper properly when you use this dataset. Suggested citation: Goulet Coulombe, P., Marcellino, M. and D. Stevanovic (2021). Can Machine Learning Catch the COVID-19 Recession? National Institute Economic Review. 256, 71-109. doi: 10.1017/nie.2021.10.

Real-time vintages:  

May 2024           UK-MD_May_2024
April 2024           UK-MD_April_2024
March 2024         UK-MD_March_2024
February 2024     UK-MD_February_2024
January 2024       UK-MD_January_2024
December 2023   UK-MD_December_2023
November 2023   UK-MD_November_2023
October 2023       UK-MD_October_2023
September 2023   UK-MD_September_2023
August 2023         UK-MD_August_2023
July 2023              UK-MD_July_2023
June 2023             UK-MD_June_2023
May 2023             UK-MD_May_2023
April 2023            UK-MD_April_2023
March 2023          UK-MD_March_2023
February 2023      UK-MD_February_2023
January 2023        UK-MD_January_2023
December 2022    UK-MD_December_2022
November 2022    UK-MD_November_2022
October 2022        UK-MD_October_2022
September 2022    UK-MD_September_2022
August 2022         UK-MD_August_2022
July 2022              UK-MD_July_2022
June 2022             UK-MD_June_2022
May 2022             UK-MD_May_2022
April 2022            UK-MD_April_2022
March 2022          UK-MD_March_2022
February 2022      UK-MD_February_2022
January 2022        UK-MD_January_2022
December 2021    UK-MD_December_2021
November 2021    UK-MD_November_2021
October 2021        UK-MD_October_2021
September 2021    UK-MD_September_2021
August 2021          UK-MD_August_2021
July 2021               UK-MD_July_2021
June 2021              UK-MD_June_2021
May 2021              UK-MD_May_2021
April 2021             UK-MD_April_2021
March 2021           UK-MD_March_2021
February 2021       UK-MD_February_2021
January 2021         UK-MD_January_2021

Estimate of UK macro uncertainty following Jurado, Ludvigson and Ng (2015): series