FRED-SD: State-Level Databases for Macroeconomic Research and Forecasting

FRED-SD is a large macroeconomic database designed for the empirical analysis of state-level data. We present the same data in two formats: by state and by series. The datasets of monthly and quarterly observations are updated in real-time through the FRED database. They are publicly accessible, facilitating the replication of empirical work, and they relieve the researcher of the task of incorporating data changes and revisions. The data are also “cleaned” and missing values or vintages identified.

The data appendix and working paper by Kathryn O. Bokun, Laura E. Jackson, Kevin L. Kliesen, and Michael T. Owyang describe the collection and cleaning methods and a number of applications:
Working Paper (PDF)
Data Appendix (PDF)

Correction: In the paper, nominal personal income (OTOT) and the FHFA house price index (STHPI) are described as available at a monthly frequency (see Table 1, page 5); in fact, they are both quarterly series.

Download Individual Historical Vintages of FRED-SD: By State

Each .xlsx file (below) is a vintage of the real-time data for a given month. Tabs correspond to states and columns to series. Researchers interested in comparing a cross-section of data within a state can use this format.

Download Individual Historical Vintages of FRED-SD: By Series

Each .xlsx file (below) is a vintage of the real-time data for a given month. Tabs correspond to series and columns to states. Researchers interested in comparing a single data series across states can use this format.

FRED-SD: Data by State

FRED-SD: Data by Series