[R] Data from Stock and Watson or DAgostino papers?

Matt Considine matt at considine.net
Mon Jul 16 17:15:45 CEST 2012

I am interested in looking at the dataset used by Stock and Watson in 
their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business 
and Econ. Statistics, April 2002, pp158-161) or the set used by 
D'Agostino and Giannone "Comparing Alternative Predictors [...]"(October 
2006) in R.

Does anyone know if the R-code to retrieve these series from FRED (as 
opposed to McGraw-Hill) is out in the wild anywhere?  Before doing the 
mapping from the papers to the St. Louis database and then doing the 
coding, I thought I would ask if anyone has already gone down that road 
or would know where else I could search for this answer (and - yes - I 
have tried Google ...)

Thanks in advance,

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