Docker Container to pull frequently used macro data and save to SQL. The connection data to your postgres database should be stored in the file pgres_url.txt.
The python script will read it in from there. The Docker files are stored in .devcontainer with Docker Compose set up to make a postgresql container and a python container.
Currently we pull the Greenbook forecast data, Federal Reserve BOG output gap estimates and the execess bond premium measures from Gilchrist and Zakrajsek. The Greenbookk data
is stored in the gb_forecasts table with the schema
| Column | Type | Description |
|---|---|---|
| variable | text | Greenbook variable name |
| variable | text | Greenbook variable name |
| forecastdate | date | Date of forecast |
| valuedate | date | Quarterly forecasted date |
| value | double precision | Forecast Value |
Observations with valuedate < forecastdate, these are the real time estimates for that period. More info here
https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/greenbook
The GZ excess bond premium data is downloaded from https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/files/ebp_csv.csv
and is stored in the table macro_data with the schema
| Column | Type |
|---|---|
| date | date |
| variable | text |
| value | double precision |