Karfali-VAR Model Data (1999-2034)

Published: 17 March 2025| Version 1 | DOI: 10.17632/tz39fk3dcg.1
Contributor:
Karfali Jaouad

Description

This dataset provides economic indicators for the period 1999-2034, including historical data (1999-2025) and forecasts (2026-2034) generated using the Karfali-VAR Model. Research Reference: Title: Extended Research: Karfali-VAR-Model Forecasts and Sensitivity Tests 2026-2034 Author: Jaouad Karfali https://papers.ssrn.com/abstract=5180553 Data Sources BEA: U.S. Bureau of Economic Analysis (GDP Growth) EIA: U.S. Energy Information Administration (Oil Prices) FRED: Federal Reserve Economic Data (S&P 500, Unemployment, Inflation, Interest Rates) Variables Year: Year of observation (1999-2034). Numeric_Cycle: Economic cycle stage (1-9). GDP_Growth (%): Annual GDP growth rate. Oil_Price ($/barrel): Crude oil price per barrel. S&P_500 (Year-End): S&P 500 closing value at the end of the year. Unemployment (%): Annual unemployment rate. Inflation (%): Annual inflation rate. Interest_Rate (%): Central bank interest rate. Usage This dataset can be used for: Economic forecasting and analysis. Time series modeling and testing. Policy analysis and scenario simulations. License: This dataset is open for research and academic use. Please cite the original SSRN research when using this data.

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Categories

Economics, Macroeconomics, Financial Time Series Analysis, Economic Development in Emerging Markets, Economic Forecasting Method

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