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log using Faulkender_macro,replace
// Faulkender_macro: assemble data for Faulkender

// DRI: detrended index of leading indicators (monthly), 1959-2006
insheet using dlead.raw,clear
g ym = ym(year,mon)
format ym %tm
rename mdata dlead
drop scode mon
tsset ym
reg dlead ym
predict double dleaddt,resid
su
saveold dlead59,replace
tscollap dlead, to(y)
keep if tin(1962,)
rename y_y year
tsset year
l
saveold dlead_ann62, replace

// 3-month TB rate, CPI from FRED
freduse TB3MS CPIAUCSL,clear
g ym = mofd(daten)
format ym %tm
tsset ym
keep if tin(1962m1,2006m12)
g lcpi = log(CPIAUCSL)
g infl = D.lcpi
su
saveold infl62, replace
tscollap TB3MS CPIAUCSL, to(y)
keep if tin(1962,) 
rename y_y year
tsset year
l
saveold tb3_ann62, replace
merge year using dlead_ann62, unique
tab _merge
drop _merge
saveold Faulkender_macro,replace

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