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I have two closely related questions that I will present here in separate postings. It seems that lately I have spent a great deal of time looking for particular time series that may or may not exist. Is there a good overall guide to the availability of federal statistics beyond the NIPAs, the Z.1 Flow of Funds, and the BLS employment/unemployment numbers? I have become more interested in mixed-frequency (midas) vector autoregression, but almost all the economic time series I am familiar with are annual or quarterly. I would like to learn of series that exist at monthly or daily frequencies, so I do mot spend a lot of time looking for series that do not exist.

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