Replication data for: Asset Prices, Consumption, and the Business Cycle (doi:10.7910/DVN/44JCWA)

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Part 1: Document Description
Part 2: Study Description
Part 3: Data Files Description
Part 4: Variable Description
Part 5: Other Study-Related Materials
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Document Description

Citation

Title:

Replication data for: Asset Prices, Consumption, and the Business Cycle

Identification Number:

doi:10.7910/DVN/44JCWA

Distributor:

Harvard Dataverse

Date of Distribution:

2007-12-03

Version:

2

Bibliographic Citation:

John Y. Campbell, 2007, "Replication data for: Asset Prices, Consumption, and the Business Cycle", https://doi.org/10.7910/DVN/44JCWA, Harvard Dataverse, V2, UNF:3:y+1GSnV24fvGv7+S7BcLtw== [fileUNF]

Study Description

Citation

Title:

Replication data for: Asset Prices, Consumption, and the Business Cycle

Identification Number:

doi:10.7910/DVN/44JCWA

Authoring Entity:

John Y. Campbell (Harvard University)

Producer:

John Y. Campbell

Date of Production:

2007

Distributor:

Harvard Dataverse

Distributor:

The Harvard Dataverse Network

Date of Deposit:

2007-06

Date of Distribution:

2007

Holdings Information:

https://doi.org/10.7910/DVN/44JCWA

Study Scope

Keywords:

stock returns, short-term real interest rates, bond returns

Topic Classification:

Economics, Contributed, John Campbell, Economic theory, Replication

Abstract:

This chapter reviews the behavior of financial asset prices in relation to consumption. The chapter lists some important stylized facts that characterize US data, and relates them to recent developments in equilibrium asset pricing theory. Data from other countries are examined to see which features of the US experience apply more generally. The chapter argues that to make sense of asset market behavior one needs a model in which the market price of risk is high, time-varying, and correlated with the state of the economy. Models that have this feature, including models with habit formation in utility, heterogeneous investors, and irrational expectations, are discussed. The main focus is on stock returns and short-term real interest rates, but bond returns are also considered.

Notes:

Subject: STANDARD DEPOSIT TERMS 1.0 Type: DATAPASS:TERMS:STANDARD:1.0 Notes: This study was deposited under the of the Data-PASS standard deposit terms. A copy of the usage agreement is included in the file section of this study.;

Methodology and Processing

Sources Statement

Data Access

Notes:

<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a>

Other Study Description Materials

Related Publications

Citation

Title:

Campbell, John Y., 1999, "Asset prices, consumption, and the business cycle," Handbook of Macroeconomics, in: J. B. Taylor &amp; M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 19, pages 1231-1303, Elsevier: <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html" target= "_new">article available here</a>

Bibliographic Citation:

Campbell, John Y., 1999, "Asset prices, consumption, and the business cycle," Handbook of Macroeconomics, in: J. B. Taylor &amp; M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 19, pages 1231-1303, Elsevier: <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html" target= "_new">article available here</a>

Citation

Title:

Campbell, John Y., 1999, "Asset prices, consumption, and the business cycle," Handbook of Macroeconomics, in: J. B. Taylor &amp; M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 19, pages 1231-1303, Elsevier: <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html" target= "_new">article available here</a>

Bibliographic Citation:

Campbell, John Y., 1999, "Asset prices, consumption, and the business cycle," Handbook of Macroeconomics, in: J. B. Taylor &amp; M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 19, pages 1231-1303, Elsevier: <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html" target= "_new">article available here</a>

Citation

Title:

John Y. Campbell, 1998. "Asset Prices, Consumption, and the Business Cycle," NBER Working Papers 6485, National Bureau of Economic Research, Inc. <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html#related" target= "_new">article available here</a>

Bibliographic Citation:

John Y. Campbell, 1998. "Asset Prices, Consumption, and the Business Cycle," NBER Working Papers 6485, National Bureau of Economic Research, Inc. <a href= "http://ideas.repec.org/h/eee/macchp/1-19.html#related" target= "_new">article available here</a>

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File: AULQE.tab

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Notes:

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File containing quarterly data on Equity Markets for Australia

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File: AULQM.tab

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File containing quarterly data on several macroeconomic variables for Australia

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File: AULQPOP.tab

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File containing quarterly total population series for Australia

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File: BELQE.tab

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File: BELQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for Belgium

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File: BELQPOP.tab

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  • No. of variables per record: 2

  • Type of File: text/tab-separated-values

Notes:

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Notes:

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File containing quarterly data on Equity Markets for Canada

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File: CANQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for Canada

File Description--f109613

File: CANQPOP.tab

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  • No. of variables per record: 2

  • Type of File: text/tab-separated-values

Notes:

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File: DENQE.tab

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File: DENQM.tab

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File containing quarterly data on several macroeconomic variables for Denmark

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File: DENQPOP.tab

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  • No. of variables per record: 2

  • Type of File: text/tab-separated-values

Notes:

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File: FRQE.tab

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File containing quarterly data on Equity Markets for France

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File: FRQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for France

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File: FRQPOP.tab

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  • No. of variables per record: 2

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Notes:

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File containing quarterly total population series for France

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File: GERQE.tab

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File containing quarterly data on Equity Markets for Germany

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File: GERQM.tab

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  • No. of variables per record: 7

  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on several macroeconomic variables for Germany

File Description--f109524

File: GERQPOP.tab

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  • No. of variables per record: 2

  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly total population series for Germany

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File: ITAQE.tab

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File containing quarterly data on Equity Markets for Italy

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File: ITAQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for Italy

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File: ITAQPOP.tab

  • Number of cases: 155

  • No. of variables per record: 2

  • Type of File: text/tab-separated-values

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File containing quarterly total population series for Italy

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File: JAPQE.tab

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  • No. of variables per record: 7

  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on Equity Markets for Japan

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File: JAPQM.tab

  • Number of cases: 148

  • No. of variables per record: 7

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Notes:

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File containing quarterly data on several macroeconomic variables for Japan

File Description--f109511

File: JAPQPOP.tab

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  • No. of variables per record: 2

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Notes:

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File containing quarterly total population series for Japan

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File: NTHQE.tab

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  • No. of variables per record: 7

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Notes:

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File containing quarterly data on Equity Markets for Netherlands

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File: NTHQM.tab

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  • No. of variables per record: 7

  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on several macroeconomic variables for The Netherlands

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File: NTHQPOP.tab

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File containing quarterly total population series for Netherlands

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File: SPQE.tab

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File containing quarterly data on Equity Markets for Spain

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File: SPQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for Spain

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File: SPQPOP.tab

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  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly total population series for Spain

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File: SWDQE.tab

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  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on Equity Markets for Sweden

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File: SWDQM.tab

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  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on several macroeconomic variables for Sweden

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File: SWDQPOP.tab

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Notes:

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File containing quarterly total population series for Sweden

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File: SWDYB.tab

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Notes:

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File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

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File containing annual data on Equity Markets for Sweden

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File: SWDYM.tab

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File: SWTQE.tab

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File: SWTQM.tab

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File: SWTQPOP.tab

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File: UKQE.tab

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File: UKQM.tab

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Notes:

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File containing quarterly data on several macroeconomic variables for United Kingdom

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File: UKQPOP.tab

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Notes:

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File containing quarterly total population series for United Kingdom

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File: UKYB.tab

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Notes:

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File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

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File: UKYE.tab

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File containing annual data on Equity Markets for United Kingdom

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File: UKYM.tab

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  • No. of variables per record: 7

  • Type of File: text/tab-separated-values

Notes:

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File containing annual data on several macroeconomic variables for United Kingdom

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File: USAQE.tab

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  • Type of File: text/tab-separated-values

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File containing quarterly data on Equity Markets for United States

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File: USAQM.tab

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  • No. of variables per record: 7

  • Type of File: text/tab-separated-values

Notes:

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File containing quarterly data on several macroeconomic variables for United States

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File: USAQPOP.tab

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  • No. of variables per record: 2

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Notes:

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File containing quarterly total population series for United States

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File: USAYB.tab

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Notes:

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File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

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File: USAYE.tab

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File containing annual data on Equity Markets for United States

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File: USAYM.tab

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  • No. of variables per record: 7

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File containing annual data on several macroeconomic variables for United States

Variable Description

List of Variables:
  • T - Calendar variable in format yyyy.q
  • PT - Price Index in local currency (IL series in Morgan Stanley
  • DT - Dividend series D(t). D(t)=P(t)*DY(t), where
  • RT - Total net return in local currency units,
  • DPT - Dividend-price ratio, computed as:
  • ER - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.
  • DATE - Calendar variable in format yyyy.q
  • IR - Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • CPI - Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).
  • RGDP - GDP at 1990 constant prices (IFS line 99b.r)
  • DEF - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • CONS - Private consumption at current prices
  • LY - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • DATE - date
  • POP - Population series: 1960.1 - 1995.4
  • t - Calendar variable in format yyyy.q
  • Pt - Price Index in local currency (IL series in Morgan Stanley
  • Dt - Dividend series D(t). D(t)=P(t)*DY(t), where
  • Rt - Total net return in local currency units,
  • DPt - Dividend-price ratio, computed as:
  • er - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.
  • T - Calendar variable in format yyyy.q
  • IR - Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • CPI - Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).
  • RGDP - GDP at 1990 constant prices (IFS line 99b.r
  • DEF - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • CONS - Private consumption at current prices.
  • LY - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter.
  • DATE - date
  • POP - series: 1960.1 - 1995.4
  • T - Calendar variable in format yyyy.q
  • PT - Price Index in local currency (IL series in Morgan Stanley
  • DT - Dividend series D(t). D(t)=P(t)*DY(t), where
  • RT - Total net return in local currency units,
  • DPT - Dividend-price ratio, computed as:
  • EXR - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er
  • T - Calendar variable in format yyyy.
  • IR - Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • CPI - Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).
  • RGDP - GDP at 1990 constant prices (IFS line 99b.r)
  • DEF - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices
  • CONS - Private consumption at current prices
  • LY - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • DATE - date
  • POP - population series: 1960.1 - 1995.4
  • T - Calendar variable in format yyyy.
  • PT - Price Index in local currency (IL series in Morgan Stanley
  • DT - Dividend series D(t). D(t)=P(t)*DY(t), where
  • RT - Total net return in local currency units,
  • DPT - Dividend-price ratio, computed as:
  • EXR - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.
  • T - Calendar variable in format yyyy
  • IR - Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • CPI - Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).
  • RGDP - GDP at 1990 constant prices (IFS line 99b.r)
  • DEF - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices
  • CONS - Private consumption at current prices.
  • LY - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • DATE - date
  • POP - population
  • T - Calendar variable in format yyyy
  • PT - rice Index in local currency (IL series in Morgan Stanley
  • DT - Dividend series D(t). D(t)=P(t)*DY(t), where
  • RT - Total net return in local currency units,
  • DPT - Dividend-price ratio, computed as:
  • EXR - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.
  • T - Calendar variable in format yyyy
  • IR - Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter.
  • CPI - Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).
  • RGDP - GDP at 1990 constant prices (IFS line 99b.r)
  • DEF - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices
  • CONS - Private consumption at current prices
  • LY - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • DATE - date
  • POP - population series: 1960.1 - 1995.4
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • t - Calendar variable in format yyyy
  • ir - Yield to maturity of a 20 year government bond, as of beginning of
  • returnIN - Return index of a 20 year government bond, as of beginning of
  • t - Calendar variable in format yyyy
  • Pt - Price Index. December value.
  • Dt - Dividend series D(t). Total dividend income during year t.
  • Rt - Total net return,
  • t - Calendar variable in format yyyy
  • ir - Interest rate:
  • cpi - Consumer Price Index: (100 level = 1990)
  • rgdp - GDP at 1990 constant prices.
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t)
  • cons - Private consumption at current prices.
  • pop - total population
  • T - Calendar variable in format yyyy.
  • PT - Price Index in local currency (IL series in Morgan Stanley
  • DT - Dividend series D(t). D(t)=P(t)*DY(t), where
  • RT - Total net return in local currency units,
  • DPT - Dividend-price ratio, computed as:
  • EXR - Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.
  • V7
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • V1
  • V2
  • V3
  • V4
  • V5
  • V6
  • V7
  • V8
  • V9
  • V10
  • V11
  • V12
  • V13
  • V14
  • V15
  • V16
  • V17
  • V1
  • V2
  • V3
  • V4
  • V1
  • V2
  • V3
  • V4
  • V5
  • V6
  • V7
  • T
  • PT
  • DT
  • RT
  • DPT
  • EXR
  • V8
  • V9
  • V10
  • V11
  • t - Calendar variable in format yyyy.q
  • ir - Interest rates:
  • cpi - Consumer Price Index (IFS line 64) as of end of quarter
  • rgdp - GDP at 1990 constant prices (IFS line 99b.r
  • def - Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.
  • con - Private consumption at current prices
  • ly - Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter
  • date
  • pop - quarterly total population series for country
  • T - Calendar variable in format yyyy
  • SHORTRTE - short rate
  • LONGRTE - long rate
  • T - Calendar variable in format yyyy
  • PT - S&P 500 Price Index. End of December price with 100 level
  • DT - Dividend Income derived from CRSP S&P 500 stocks total return
  • RT - S&P 500 total net return,
  • DATE - Calendar variable in format yyyy
  • IR - Interest rate: 6-month commercial paper bought in January and
  • PPI - Producer Price Index: (100 level = 1990)
  • RGDP - Missing
  • DEF - Consumption Deflator in GS
  • CONS - Nominal per capita Consumption of Nondurables and Services
  • POP

Variables

Calendar variable in format yyyy.q

f109589 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

Price Index in local currency (IL series in Morgan Stanley

f109589 Location:

Variable Format: numeric

Notes: UNF:3:R6SlpUITabJ7J7zQ5dUTOQ==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109589 Location:

Variable Format: numeric

Notes: UNF:3:uJnnf8p39PjlC1HCL7CzlA==

Total net return in local currency units,

f109589 Location:

Variable Format: numeric

Notes: UNF:3:P6xbj87Ijt+2EgkN+LmCRw==

Dividend-price ratio, computed as:

f109589 Location:

Variable Format: numeric

Notes: UNF:3:LlhVThC1T/QrcVfI74ongg==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.

f109589 Location:

Variable Format: numeric

Notes: UNF:3:eEHIzHTKmLBJF6fSnPgKxw==

Calendar variable in format yyyy.q

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:61uKjE5xo/Vx3F3uOrMtbw==

Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:Jv6AiZXBjHtwXkD/3T7Ryw==

GDP at 1990 constant prices (IFS line 99b.r)

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:EfFzOpVz4Q+vRqrMzW3uKw==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:Fcl2fcGfwxasl4UFIYZ64g==

Private consumption at current prices

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:PZSqwre8KJkStR4Ar0YG2Q==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109575 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:i5k2LSXCxaZxwG5AE8sueg==

date

f109527 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

Population series: 1960.1 - 1995.4

f109527 Location:

Variable Format: numeric

Notes: UNF:3:v4hDOZMGS+T+4PbiXgQr/w==

Calendar variable in format yyyy.q

f109564 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

Price Index in local currency (IL series in Morgan Stanley

f109564 Location:

Variable Format: numeric

Notes: UNF:3:Fc4iYZRmSm6pIyGgUo2YaQ==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109564 Location:

Variable Format: numeric

Notes: UNF:3:2jsAUIX4zWXL/qSU/wNj9w==

Total net return in local currency units,

f109564 Location:

Variable Format: numeric

Notes: UNF:3:qfYNFqpBCnlMHEYE53DELg==

Dividend-price ratio, computed as:

f109564 Location:

Variable Format: numeric

Notes: UNF:3:+HnHfWyr6uDf9WMEeNKwOg==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.

f109564 Location:

Variable Format: numeric

Notes: UNF:3:XrSwim/yutqMNl07xoDg8Q==

Calendar variable in format yyyy.q

f109513 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109513 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:Gvai2XA/e5lBebsZQBZB7g==

Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).

f109513 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:r8CAN8SWFmq2BqK4UTSxCg==

GDP at 1990 constant prices (IFS line 99b.r

f109513 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:BSoeQ+Oc0gpp7lTAnsYDkQ==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109513 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:lNTnN0ktY1TkmS2YTjI+sQ==

Private consumption at current prices.

f109513 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:XK6YSHecM3ZLRZYXTeZWCA==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter.

f109513 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:f9aSVlobmsTIkY46Hg1stw==

date

f109532 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

series: 1960.1 - 1995.4

f109532 Location:

Variable Format: numeric

Notes: UNF:3:wFrXAB+RmHbMGFWjZ8nC9g==

Calendar variable in format yyyy.q

f109593 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

Price Index in local currency (IL series in Morgan Stanley

f109593 Location:

Variable Format: numeric

Notes: UNF:3:hBfOm8Mjs+C9zS/+P9p+cA==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109593 Location:

Variable Format: numeric

Notes: UNF:3:XVNJDRrRlrVZ/c3u13IkEA==

Total net return in local currency units,

f109593 Location:

Variable Format: numeric

Notes: UNF:3:GANRMKeHhs8EIVTkveVPSw==

Dividend-price ratio, computed as:

f109593 Location:

Variable Format: numeric

Notes: UNF:3:5xZXSZEdPtDNFxBIpZStkw==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er

f109593 Location:

Variable Format: numeric

Notes: UNF:3:KqR5d5bkgYJhNHMNdrRKfw==

Calendar variable in format yyyy.

f109562 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109562 Location:

Variable Format: numeric

Notes: UNF:3:jUG/bP26LtyzCXx6iO1ImA==

Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).

f109562 Location:

Variable Format: numeric

Notes: UNF:3:u3nuiPFmJvbKZYdllD89rA==

GDP at 1990 constant prices (IFS line 99b.r)

f109562 Location:

Variable Format: numeric

Notes: UNF:3:eUnJT5fKZBusrSkmEeZtXg==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices

f109562 Location:

Variable Format: numeric

Notes: UNF:3:3CDOvdW8RXBM3xe2Cqei7w==

Private consumption at current prices

f109562 Location:

Variable Format: numeric

Notes: UNF:3:+m+gCQvEUsKM7ep3kcoGPg==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109562 Location:

Variable Format: numeric

Notes: UNF:3:uQOEVWZ6/NvIilFvFLfhhA==

date

f109613 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

population series: 1960.1 - 1995.4

f109613 Location:

Variable Format: numeric

Notes: UNF:3:CBwVL6rq+hOL5HjonGJCLw==

Calendar variable in format yyyy.

f109599 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

Price Index in local currency (IL series in Morgan Stanley

f109599 Location:

Variable Format: numeric

Notes: UNF:3:Xdaitn3H74BDvXan8683cw==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109599 Location:

Variable Format: numeric

Notes: UNF:3:JWR+u1Bp+82EPreaXZOq2g==

Total net return in local currency units,

f109599 Location:

Variable Format: numeric

Notes: UNF:3:HO+lmUp0M2/vKDI5IlBnWQ==

Dividend-price ratio, computed as:

f109599 Location:

Variable Format: numeric

Notes: UNF:3:Mno0pzOP2uSym+4H4Vlz1Q==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.

f109599 Location:

Variable Format: numeric

Notes: UNF:3:YeQuJJ223AyUl8JeEcepGQ==

Calendar variable in format yyyy

f109555 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109555 Location:

Variable Format: numeric

Notes: UNF:3:Gvai2XA/e5lBebsZQBZB7g==

Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).

f109555 Location:

Variable Format: numeric

Notes: UNF:3:r8CAN8SWFmq2BqK4UTSxCg==

GDP at 1990 constant prices (IFS line 99b.r)

f109555 Location:

Variable Format: numeric

Notes: UNF:3:BSoeQ+Oc0gpp7lTAnsYDkQ==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices

f109555 Location:

Variable Format: numeric

Notes: UNF:3:lNTnN0ktY1TkmS2YTjI+sQ==

Private consumption at current prices.

f109555 Location:

Variable Format: numeric

Notes: UNF:3:XK6YSHecM3ZLRZYXTeZWCA==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109555 Location:

Variable Format: numeric

Notes: UNF:3:f9aSVlobmsTIkY46Hg1stw==

date

f109547 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

population

f109547 Location:

Variable Format: numeric

Notes: UNF:3:vSF74Ls3TjVrNSliUcrcrw==

Calendar variable in format yyyy

f109578 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

rice Index in local currency (IL series in Morgan Stanley

f109578 Location:

Variable Format: numeric

Notes: UNF:3:4SxRp/h9GD8J5WG/m1mbeg==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109578 Location:

Variable Format: numeric

Notes: UNF:3:0y1oceEPNMrMyBUevGy5+g==

Total net return in local currency units,

f109578 Location:

Variable Format: numeric

Notes: UNF:3:fKm9w2fpY6ghK2wMCGgaTA==

Dividend-price ratio, computed as:

f109578 Location:

Variable Format: numeric

Notes: UNF:3:SXM5cAxxnXOwbmm4GfynNQ==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.

f109578 Location:

Variable Format: numeric

Notes: UNF:3:l87QsvxSHeOKgDRix50lEA==

Calendar variable in format yyyy

f109526 Location:

Variable Format: numeric

Notes: UNF:3:uTqWXbhBZnV7u7Q1c2jcVA==

Interest rates: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter.

f109526 Location:

Variable Format: numeric

Notes: UNF:3:00iDtJqMyoxGy4T+NeWBPg==

Consumer Price Index (IFS line 64) as of end of quarter (quarterly series extracted from monthly series by selecting the CPI on the last month of the quarter).

f109526 Location:

Variable Format: numeric

Notes: UNF:3:cH5i3HQC6L9Ho5CEwMTXjw==

GDP at 1990 constant prices (IFS line 99b.r)

f109526 Location:

Variable Format: numeric

Notes: UNF:3:60hJ+rnhqdL1SaZe0NZqOA==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices

f109526 Location:

Variable Format: numeric

Notes: UNF:3:FhVTk8Btv7IRK01j6QF4Hw==

Private consumption at current prices

f109526 Location:

Variable Format: numeric

Notes: UNF:3:B4d4UuQXQ5AOmZAvv9McLA==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109526 Location:

Variable Format: numeric

Notes: UNF:3:NwlojaGNS1vedwaZv/sl6Q==

date

f109582 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

population series: 1960.1 - 1995.4

f109582 Location:

Variable Format: numeric

Notes: UNF:3:YTs0Nw0qYlS1LDrUrE28HA==

T

f109545 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109545 Location:

Variable Format: numeric

Notes: UNF:3:nl+C11Ah9atgBctiEOjSkw==

DT

f109545 Location:

Variable Format: numeric

Notes: UNF:3:hmTa5U9wqKSWkbMOQ+gSpQ==

RT

f109545 Location:

Variable Format: numeric

Notes: UNF:3:OQW7OWF+UxowLiTR8UgP9A==

DPT

f109545 Location:

Variable Format: numeric

Notes: UNF:3:N2zhCJie7KbWccGBOPz8yg==

EXR

f109545 Location:

Variable Format: numeric

Notes: UNF:3:F/cqwdua33Q31InOTw+L+Q==

V7

f109545 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109616 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109616 Location:

Variable Format: numeric

Notes: UNF:3:jzavOzuDYUoeeB3O8EdGTQ==

Consumer Price Index (IFS line 64) as of end of quarter

f109616 Location:

Variable Format: numeric

Notes: UNF:3:2yJK9yhzFG/lJ2oWcdwDlw==

GDP at 1990 constant prices (IFS line 99b.r

f109616 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:khz9lsYYqtkWIpO3PBQkbQ==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109616 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:R2WdHVlu7hAOq0bI9UEEBw==

Private consumption at current prices

f109616 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:LkxSjLXeLCS6NFv/J/Fwzg==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109616 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:f9aSVlobmsTIkY46Hg1stw==

date

f109524 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

quarterly total population series for country

f109524 Location:

Variable Format: numeric

Notes: UNF:3:dL3pNaThjyN/KkOjIAjGyQ==

T

f109600 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109600 Location:

Variable Format: numeric

Notes: UNF:3:slKuuOPigCKoLVZmowHohg==

DT

f109600 Location:

Variable Format: numeric

Notes: UNF:3:nFBG7opQ214Z5mjlrbIy0w==

RT

f109600 Location:

Variable Format: numeric

Notes: UNF:3:PsVvHFicjCQmHZkIXE5OfQ==

DPT

f109600 Location:

Variable Format: numeric

Notes: UNF:3:w3xhX+bEoUHe2Sfi+HYo4Q==

EXR

f109600 Location:

Variable Format: numeric

Notes: UNF:3:4oMug3KxFB90B1tehWR2yA==

V7

f109600 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109611 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109611 Location:

Variable Format: numeric

Notes: UNF:3:BGxVlqWR/jynvjuMT4XtfA==

Consumer Price Index (IFS line 64) as of end of quarter

f109611 Location:

Variable Format: numeric

Notes: UNF:3:1zmSy40Oo0aPeiV7wY5Jcg==

GDP at 1990 constant prices (IFS line 99b.r

f109611 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:6TQ8jJdmuJwijYoLQEfAiw==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109611 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:2mbZc1b3uDUWaIVF2UijTg==

Private consumption at current prices

f109611 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:C9GF1Fy3qaFWaTb1+pMbdw==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109611 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:e7CR9tGjeDLHBSa3L11uCA==

date

f109528 Location:

Variable Format: numeric

Notes: UNF:3:GJqDskN5iKokJj5P9sqs7w==

quarterly total population series for country

f109528 Location:

Variable Format: numeric

Notes: UNF:3:nx90upVk2qRDPjNcrMesiw==

T

f109609 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109609 Location:

Variable Format: numeric

Notes: UNF:3:1o7vE2LuDXNl3S2L9Aen+g==

DT

f109609 Location:

Variable Format: numeric

Notes: UNF:3:vWnzMuKh082FkhYzWUhb2Q==

RT

f109609 Location:

Variable Format: numeric

Notes: UNF:3:r9uxEbCJp7uaOfme4dNiNw==

DPT

f109609 Location:

Variable Format: numeric

Notes: UNF:3:SAMmHhNePvlHzhtkF4Mamg==

EXR

f109609 Location:

Variable Format: numeric

Notes: UNF:3:c98aOvlXTnGt8ioQ9hacGQ==

V7

f109609 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109604 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109604 Location:

Variable Format: numeric

Notes: UNF:3:MHF0Lze7Tv1mDVxqiorVrA==

Consumer Price Index (IFS line 64) as of end of quarter

f109604 Location:

Variable Format: numeric

Notes: UNF:3:0u6rZ0oEZYe9Gf5/GR8Yng==

GDP at 1990 constant prices (IFS line 99b.r

f109604 Location:

Value

Label

Frequency

Text

-99.

missing

0

Variable Format: numeric

Notes: UNF:3:e/mA0WZqUCrYmD+LG/56BQ==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109604 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:0CjXkr+O7ygNLqi62qXosA==

Private consumption at current prices

f109604 Location:

Value

Label

Frequency

Text

-99.

missing

0

Variable Format: numeric

Notes: UNF:3:5Z23qIiEAWE1Xv7SK8aPDA==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109604 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:MTA+fqzYydkKqTk+DQ9I+A==

date

f109511 Location:

Variable Format: numeric

Notes: UNF:3:GJqDskN5iKokJj5P9sqs7w==

quarterly total population series for country

f109511 Location:

Variable Format: numeric

Notes: UNF:3:sQ4nKyLTfHovvU8bCr3KDg==

T

f109525 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109525 Location:

Variable Format: numeric

Notes: UNF:3:YSOf1thlS6FcgZYFTyncpA==

DT

f109525 Location:

Variable Format: numeric

Notes: UNF:3:zqzLqDOSx840wl+9s1zxHA==

RT

f109525 Location:

Variable Format: numeric

Notes: UNF:3:VQ1qi6ntJgRZCAPITqoCtA==

DPT

f109525 Location:

Variable Format: numeric

Notes: UNF:3:r4LH2T5SixcIdCts8Nq0GA==

EXR

f109525 Location:

Variable Format: numeric

Notes: UNF:3:3ip1kDsSRVXg9VC75rGxHw==

V7

f109525 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109576 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109576 Location:

Variable Format: numeric

Notes: UNF:3:GCRb6d1pp5TyM+GFMRHoEQ==

Consumer Price Index (IFS line 64) as of end of quarter

f109576 Location:

Variable Format: numeric

Notes: UNF:3:nKkfGgJBThhcoMNb64GkdQ==

GDP at 1990 constant prices (IFS line 99b.r

f109576 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:RxMlTOmGAhcFBHSflht61g==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109576 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:AuWlmh+xYm/U0G2fHPyhQg==

Private consumption at current prices

f109576 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:DDFJVSBCVAF+VBEGmjCSCQ==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109576 Location:

Value

Label

Frequency

Text

-99.

missing

Variable Format: numeric

Notes: UNF:3:SqZAGUNb6o8Plscl7N/8vA==

date

f109574 Location:

Variable Format: numeric

Notes: UNF:3:GJqDskN5iKokJj5P9sqs7w==

quarterly total population series for country

f109574 Location:

Variable Format: numeric

Notes: UNF:3:9w9LPx9DIVMT/KC0nSOMnw==

T

f109553 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109553 Location:

Variable Format: numeric

Notes: UNF:3:T0BQkouSio2LQovUB5aHCQ==

DT

f109553 Location:

Variable Format: numeric

Notes: UNF:3:3+JBuf4Cu8pox9S/oHX8EA==

RT

f109553 Location:

Variable Format: numeric

Notes: UNF:3:JSCUBL7wYQQ/+ko0vYyJlw==

DPT

f109553 Location:

Variable Format: numeric

Notes: UNF:3:8QC5tkyNiRjP30Xq9I8gvw==

EXR

f109553 Location:

Variable Format: numeric

Notes: UNF:3:yQDAEWf7sJpib/34gNoP2g==

V7

f109553 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109591 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109591 Location:

Variable Format: numeric

Notes: UNF:3:/zicg6yhLjmfN6MMo8hYug==

Consumer Price Index (IFS line 64) as of end of quarter

f109591 Location:

Variable Format: numeric

Notes: UNF:3:o0anwlWSH3gBDhQq2mLO/w==

GDP at 1990 constant prices (IFS line 99b.r

f109591 Location:

Value

Label

Frequency

Text

-99.

missing data

0

Variable Format: numeric

Notes: UNF:3:DN6BZrP3aLldahwMg9h5EA==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109591 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:c+Nx32uRbieE3uqlV8Omqg==

Private consumption at current prices

f109591 Location:

Value

Label

Frequency

Text

-99.

missing data

0

Variable Format: numeric

Notes: UNF:3:oKpUkOS4P5uFzqO+KBshxg==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109591 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:K/+WWaoYpxg0uZ8YHvj8wA==

date

f109551 Location:

Variable Format: numeric

Notes: UNF:3:GJqDskN5iKokJj5P9sqs7w==

quarterly total population series for country

f109551 Location:

Variable Format: numeric

Notes: UNF:3:f72OaHIBAoUCIQh8StniLQ==

T

f109558 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

PT

f109558 Location:

Variable Format: numeric

Notes: UNF:3:t3ILKWvU0Cxbv1SpES4l5A==

DT

f109558 Location:

Variable Format: numeric

Notes: UNF:3:uuvRFqzd0DdDukK7VqE+Yw==

RT

f109558 Location:

Variable Format: numeric

Notes: UNF:3:3/XRmYmI1QCSz0u3qZCXbQ==

DPT

f109558 Location:

Variable Format: numeric

Notes: UNF:3:LdYetOt2QEaendmId/5vZw==

EXR

f109558 Location:

Variable Format: numeric

Notes: UNF:3:xAt52sXaH8oZtml0JELg6A==

V7

f109558 Location:

Variable Format: numeric

Notes: UNF:3:FU92pLSoi7R045LRxh+ooA==

Calendar variable in format yyyy.q

f109561 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109561 Location:

Variable Format: numeric

Notes: UNF:3:qzWBNHDaiRGL+bB0EGlWRQ==

Consumer Price Index (IFS line 64) as of end of quarter

f109561 Location:

Variable Format: numeric

Notes: UNF:3:4bKEFDA7Z8AZFqTfGt6XDg==

GDP at 1990 constant prices (IFS line 99b.r

f109561 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:eIdJIVU1Cs5L4gP7VPqhCw==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109561 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:4cSXd3KknVvX7pHb825ISg==

Private consumption at current prices

f109561 Location:

Value

Label

Frequency

Text

-99.

missing data

0

Variable Format: numeric

Notes: UNF:3:RWUKAiGPy2dFhpag9PEwOA==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109561 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:ryxvGHZ+Codko4rISuNHeA==

date

f109573 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

quarterly total population series for country

f109573 Location:

Variable Format: numeric

Notes: UNF:3:AXLF7hnhW4ljIN7TUB3tvw==

Calendar variable in format yyyy

f109602 Location:

Variable Format: numeric

Notes: UNF:3:rXNMFP9oSNB7LVfqG8W29A==

Yield to maturity of a 20 year government bond, as of beginning of

f109602 Location:

Variable Format: numeric

Notes: UNF:3:VB4NYVEgqvXCBgt5sLsjPQ==

Return index of a 20 year government bond, as of beginning of

f109602 Location:

Variable Format: numeric

Notes: UNF:3:gw5zOf10utc8a9ct//F94A==

Calendar variable in format yyyy

f109560 Location:

Variable Format: numeric

Notes: UNF:3:ro+xUr36XgxTQ7A0RjFahQ==

Price Index. December value.

f109560 Location:

Variable Format: numeric

Notes: UNF:3:73bDx/TuzDr+k4TM2RI4sQ==

Dividend series D(t). Total dividend income during year t.

f109560 Location:

Variable Format: numeric

Notes: UNF:3:puZgW92WWt14TMnnivHYBQ==

Total net return,

f109560 Location:

Variable Format: numeric

Notes: UNF:3:PafTR/1VbjBD6tChWvvedw==

Calendar variable in format yyyy

f109541 Location:

Variable Format: numeric

Notes: UNF:3:f5jqpxqtk0JQGts53YjTDw==

Interest rate:

f109541 Location:

Variable Format: numeric

Notes: UNF:3:08E9BYY+8klqDZMl+ryYjw==

Consumer Price Index: (100 level = 1990)

f109541 Location:

Variable Format: numeric

Notes: UNF:3:DoLwre2EjlnVJXMa9Y3i/A==

GDP at 1990 constant prices.

f109541 Location:

Variable Format: numeric

Notes: UNF:3:qnCf9LMDCL/qFVlHV6TYgg==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t)

f109541 Location:

Variable Format: numeric

Notes: UNF:3:R5Zz0/NoMoHjWI3UzSiz6w==

Private consumption at current prices.

f109541 Location:

Variable Format: numeric

Notes: UNF:3:r8vNYqkXXfnLlcnoaysjPw==

total population

f109541 Location:

Variable Format: numeric

Notes: UNF:3:l7pGSDbuFKNxtfdPYGCYWA==

Calendar variable in format yyyy.

f109590 Location:

Variable Format: numeric

Notes: UNF:3:GVLOGd7LTv7dH256MuTLaA==

Price Index in local currency (IL series in Morgan Stanley

f109590 Location:

Variable Format: numeric

Notes: UNF:3:xJ5NUqn//6yztWTCYhcdvw==

Dividend series D(t). D(t)=P(t)*DY(t), where

f109590 Location:

Variable Format: numeric

Notes: UNF:3:9e3zekxpLL8c72Ug2R/yYA==

Total net return in local currency units,

f109590 Location:

Variable Format: numeric

Notes: UNF:3:DHq1S5hzb6qEWSAOD7HE4A==

Dividend-price ratio, computed as:

f109590 Location:

Variable Format: numeric

Notes: UNF:3:bWoXo3AcI9bsEWyxMTsx/Q==

Implicit exchange rate (local currency/$) derived as the ratio P(t)/Pd(t), where Pd(t) is the MSCI Price Index in dollar terms. Thus, it is end of month er.

f109590 Location:

Variable Format: numeric

Notes: UNF:3:WyeN5ZHhC2kEoikSm/J4UA==

V7

f109590 Location:

Variable Format: character

Notes: UNF:3:VsUsFNY77m7mCFKZhd/e2Q==

Calendar variable in format yyyy.q

f109539 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109539 Location:

Variable Format: numeric

Notes: UNF:3:QCpNgIqPQUEtj8XVko51lA==

Consumer Price Index (IFS line 64) as of end of quarter

f109539 Location:

Variable Format: numeric

Notes: UNF:3:Q1NJmHxcm8cH+g5tplt7FA==

GDP at 1990 constant prices (IFS line 99b.r

f109539 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:V8rxLSB7cNbwXg/aTUaKXA==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109539 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:V1h6YQVn4nsnOnz1tbw8qw==

Private consumption at current prices

f109539 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:ORy3MofztwXxFIumfzx5wg==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109539 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:fZxrskMZ0KWcXroitVRUDA==

date

f109563 Location:

Variable Format: numeric

Notes: UNF:3:QZxeSJBQOQ4WDcPja4IV2w==

quarterly total population series for country

f109563 Location:

Variable Format: numeric

Notes: UNF:3:tsSolzoOXTJO3UbdZ8LLXQ==

T

f109520 Location:

Variable Format: numeric

Notes: UNF:3:Kadi+6SybZdpdQRy/LzO1A==

PT

f109520 Location:

Variable Format: numeric

Notes: UNF:3:IQAeoVZLpfl5dDrKA51W1Q==

DT

f109520 Location:

Variable Format: numeric

Notes: UNF:3:lPrPQFRLilb8oQnpgaGiPA==

RT

f109520 Location:

Variable Format: numeric

Notes: UNF:3:R1r7ICNuawjFSgbODkzUyA==

DPT

f109520 Location:

Variable Format: numeric

Notes: UNF:3:w9Nf5Xxf3Ts201cl0lhuZA==

EXR

f109520 Location:

Variable Format: numeric

Notes: UNF:3:1BSVywrbTBy7bTHZPCqlkg==

Calendar variable in format yyyy.q

f109568 Location:

Variable Format: numeric

Notes: UNF:3:pgMCzh7bCQa/sFYQSw/zJQ==

Interest rates:

f109568 Location:

Variable Format: numeric

Notes: UNF:3:W24xazomjMp/ge7K6iS3xg==

Consumer Price Index (IFS line 64) as of end of quarter

f109568 Location:

Variable Format: numeric

Notes: UNF:3:z2TWZoLNkPwS6HHBWH1LzQ==

GDP at 1990 constant prices (IFS line 99b.r

f109568 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:sOIu0F4tW9WoeGP5a0sh2g==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109568 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:eMQP1S96cvAPM5YO2sgJcA==

Private consumption at current prices

f109568 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:4s9nm0vhh5lGtsEPIOiisQ==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109568 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:JimvjJ+iZhZZ6iVmP1nDCw==

date

f109548 Location:

Variable Format: numeric

Notes: UNF:3:GJqDskN5iKokJj5P9sqs7w==

quarterly total population series for country

f109548 Location:

Variable Format: numeric

Notes: UNF:3:nUM+xp0AYcZztruXE6lbvQ==

V1

f109744 Location:

Variable Format: numeric

Notes: UNF:3:ro+xUr36XgxTQ7A0RjFahQ==

V2

f109744 Location:

Variable Format: numeric

Notes: UNF:3:zJyC8cONAME7rcYC/wIXyw==

V3

f109744 Location:

Variable Format: numeric

Notes: UNF:3:uBZlkAwobRp5X3AgLfM7Bg==

V4

f109744 Location:

Variable Format: numeric

Notes: UNF:3:XheF7R6KocbuxGKURBiSqw==

V5

f109744 Location:

Variable Format: numeric

Notes: UNF:3:8W/c2AMco9rhUrFT/Vf/PQ==

V6

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V7

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V8

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V9

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V10

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V11

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V12

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V13

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V14

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V15

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V16

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V17

f109744 Location:

Variable Format: numeric

Notes: UNF:3:sa6qRJxI8aU3JN6PIce69w==

V1

f109745 Location:

Variable Format: numeric

Notes: UNF:3:ro+xUr36XgxTQ7A0RjFahQ==

V2

f109745 Location:

Variable Format: numeric

Notes: UNF:3:9NUI0vxrRge0jETHa0oPBA==

V3

f109745 Location:

Variable Format: numeric

Notes: UNF:3:4Xb6QtUSqtSlHEYG2tJMsQ==

V4

f109745 Location:

Variable Format: numeric

Notes: UNF:3:b606POd7iPDcLPQ2CFtbjw==

V1

f109746 Location:

Variable Format: numeric

Notes: UNF:3:f5jqpxqtk0JQGts53YjTDw==

V2

f109746 Location:

Variable Format: numeric

Notes: UNF:3:4D7A67rRAjRy/wXLP9A4fQ==

V3

f109746 Location:

Variable Format: numeric

Notes: UNF:3:v/e7g/lWUrVU6wcKmY9c/w==

V4

f109746 Location:

Variable Format: numeric

Notes: UNF:3:2SOcsPE8yAQO8NDT+XF29Q==

V5

f109746 Location:

Variable Format: numeric

Notes: UNF:3:mn4DBCAguzm7TDXfH1TryQ==

V6

f109746 Location:

Variable Format: numeric

Notes: UNF:3:ifGTy7hAX9a3CLhsxA7jMg==

V7

f109746 Location:

Variable Format: numeric

Notes: UNF:3:qK1SOFUrLrZ90726dVaxmA==

T

f109608 Location:

Variable Format: numeric

Notes: UNF:3:IBczu6p8GmtehnJ/rK5l6g==

PT

f109608 Location:

Variable Format: numeric

Notes: UNF:3:4kZKe7IL6q/AnoigtWYeEQ==

DT

f109608 Location:

Variable Format: numeric

Notes: UNF:3:SQbrT6n06ADXBsOoJgZAog==

RT

f109608 Location:

Variable Format: numeric

Notes: UNF:3:Uwa93Fm/plAVGvm7YPY0mg==

DPT

f109608 Location:

Variable Format: numeric

Notes: UNF:3:DqRySIxVtUncsdx1BoPDnw==

EXR

f109608 Location:

Variable Format: numeric

Notes: UNF:3:S62MQOAu2nYaJBaokbsOeg==

V8

f109608 Location:

Variable Format: character

Notes: UNF:3:KduySBC91/gCwRZfi8OnFA==

V9

f109608 Location:

Variable Format: character

Notes: UNF:3:KduySBC91/gCwRZfi8OnFA==

V10

f109608 Location:

Variable Format: character

Notes: UNF:3:KduySBC91/gCwRZfi8OnFA==

V11

f109608 Location:

Variable Format: character

Notes: UNF:3:KduySBC91/gCwRZfi8OnFA==

Calendar variable in format yyyy.q

f109566 Location:

Variable Format: numeric

Notes: UNF:3:mdTt79xe7RJQ9o3PUttwmQ==

Interest rates:

f109566 Location:

Variable Format: numeric

Notes: UNF:3:WK50ZkNq/ylC+CB5Ig+p9A==

Consumer Price Index (IFS line 64) as of end of quarter

f109566 Location:

Variable Format: numeric

Notes: UNF:3:HGAei7IdXjmw6oGQHzPsbg==

GDP at 1990 constant prices (IFS line 99b.r

f109566 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:+w8+aehhhaY86nGhDBRySw==

Deflator, computed as def(t)=100*gdp(t)/rgdp(t), where gdp(t) is GDP valued at current prices and rdgp is GDP at 1990 constant prices.

f109566 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:qkuSrsEe3ilmkJzA66abwQ==

Private consumption at current prices

f109566 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:r8E0DWGYGHJtuiHLNkrZlQ==

Long yields: quarterly series constructed by selecting from monthly series the data corresponding to the last month of the quarter

f109566 Location:

Value

Label

Frequency

Text

-99.

missing data

Variable Format: numeric

Notes: UNF:3:QmHFbtwVWMCB3TMIsnTQHg==

date

f109580 Location:

Variable Format: numeric

Notes: UNF:3:mdTt79xe7RJQ9o3PUttwmQ==

quarterly total population series for country

f109580 Location:

Variable Format: numeric

Notes: UNF:3:vh4HJ+6VJtndGPflwtGTPQ==

Calendar variable in format yyyy

f109565 Location:

Variable Format: numeric

Notes: UNF:3:rD7GJ+4akOQ9f6Fy6zc3lQ==

short rate

f109565 Location:

Variable Format: numeric

Notes: UNF:3:+jwHjzQuuEtntfRzyICdxA==

long rate

f109565 Location:

Variable Format: numeric

Notes: UNF:3:F8WENPW7Q7NuDFSLEE7MgA==

Calendar variable in format yyyy

f109615 Location:

Variable Format: numeric

Notes: UNF:3:AXflD9oBKm7y0iLaUR8Y/A==

S&P 500 Price Index. End of December price with 100 level

f109615 Location:

Variable Format: numeric

Notes: UNF:3:JcdUjyrJWWusvbMYjlngjA==

Dividend Income derived from CRSP S&P 500 stocks total return

f109615 Location:

Variable Format: numeric

Notes: UNF:3:2l/SK59WiYXYJVl7EV9chA==

S&P 500 total net return,

f109615 Location:

Variable Format: numeric

Notes: UNF:3:S3P7VzTC82v24Q2Cp2A6/A==

Calendar variable in format yyyy

f109530 Location:

Variable Format: numeric

Notes: UNF:3:j/ugPlwvKZHacRREWBEh3w==

Interest rate: 6-month commercial paper bought in January and

f109530 Location:

Variable Format: numeric

Notes: UNF:3:YZkTOvrXdghZFhEShUxJIw==

Producer Price Index: (100 level = 1990)

f109530 Location:

Variable Format: numeric

Notes: UNF:3:BDoFurkY5txTVIsySBRL5g==

Missing

f109530 Location:

Variable Format: numeric

Notes: UNF:3:nSwJZc1v69iwuGiWu5UkwQ==

Consumption Deflator in GS

f109530 Location:

Variable Format: numeric

Notes: UNF:3:cfQU4FSUD4SjimCKPX2GdQ==

Nominal per capita Consumption of Nondurables and Services

f109530 Location:

Variable Format: numeric

Notes: UNF:3:uqQ15NGa5NFpM3+r6Gkzaw==

POP

f109530 Location:

Variable Format: numeric

Notes: UNF:3:iiDS2VjU9u8pPfvO2NKEQw==

Other Study-Related Materials

Label:

AULQE.ASC

Text:

File containing quarterly data on Equity Markets for Australia, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

AULQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Australia, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

AULQPOP.ASC

Text:

File containing quarterly total population series for Australia, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

BELQE.ASC

Text:

File containing quarterly data on Equity Markets for Belgium, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

BELQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Belgium

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

BELQPOP.ASC

Text:

File containing quarterly total population series for Belgium, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

campbellcochrane_jpe1999.pdf

Text:

Original article for this study

Notes:

application/pdf

Other Study-Related Materials

Label:

CANQE.ASC

Text:

File containing quarterly data on Equity Markets for Canada, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

CANQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Canada, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

CANQPOP.ASC

Text:

File containing quarterly total population series for Canada, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

DENQE.ASC

Text:

File containing quarterly data on Equity Markets for Denmark, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

DENQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Denmark, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

DENQPOP.ASC

Text:

File containing quarterly total population series for Denmark, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

FRQE.ASC

Text:

File containing quarterly data on Equity Markets for France, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

FRQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for France, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

FRQPOP.ASC

Text:

File containing quarterly total population series for France, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

GERQE.ASC

Text:

File containing quarterly data on Equity Markets for Germany, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

GERQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Germany, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

GERQPOP.ASC

Text:

File containing quarterly total population series for Germany, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

HANDBOOK.zip

Text:

Zipped file containing all files for this study

Notes:

application/zip

Other Study-Related Materials

Label:

ITAQE.ASC

Text:

File containing quarterly data on Equity Markets for Italy, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

ITAQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Italy, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

ITAQPOP.ASC

Text:

File containing quarterly total population series for Italy, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

JAPQE.ASC

Text:

File containing quarterly data on Equity Markets for Japan, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

JAPQM.ASC

Text:

File contains quarterly data on several macroeconomic variables for Japan, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

JAPQPOP.ASC

Text:

File containing quarterly total population series for Japan, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

John Y. Campbell-Data PASS Deposit Agreement.pdf

Text:

Legal agreement between the data depositor and the Murray Archive

Notes:

application/pdf

Other Study-Related Materials

Label:

MCCOLL.ASC

Text:

Data file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

NTHQE.ASC

Text:

File containing quarterly data on Equity Markets for Netherlands, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

NTHQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for The Netherlands

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

NTHQPOP.ASC

Text:

File containing quarterly total population series for Netherlands, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

readmeq.txt

Text:

Detailed description of the files for International data on equity market and macroeconomic variables

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

Readmesw.txt

Text:

Detailed description of the files for Sweden annual data files on equity markets and macroeconomic variables

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

Readmeuk.txt

Text:

Detailed description of the files for UK annual data files on equity markets and macroeconomic variables

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

Readmeus.txt

Text:

Detailed description of the files for US annual data files on equity markets and macroeconomic variables

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SPQE.ASC

Text:

File containing quarterly data on Equity Markets for Spain, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SPQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Spain

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SPQPOP.ASC

Text:

File containing quarterly total population series for Spain, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDQE.ASC

Text:

File containing quarterly data on Equity Markets for Sweden, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Sweden

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDQPOP.ASC

Text:

File containing quarterly total population series for Sweden

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDYB.ASC

Text:

File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDYE.ASC

Text:

File containing annual data on Equity Markets for Sweden, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWDYM.ASC

Text:

File containing annual data on several macroeconomic variables for Sweden, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWTQE.ASC

Text:

File containing quarterly data on Equity Markets for Switzerland, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWTQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for Switzerland

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

SWTQPOP.ASC

Text:

File containing quarterly total population series for Switzerland, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKQE.ASC

Text:

File containing quarterly data on Equity Markets for United Kingdom, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for United Kingdom, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKQPOP.ASC

Text:

File containing quarterly total population series for United Kingdom, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKYB.ASC

Text:

File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKYE.ASC

Text:

File containing annual data on Equity Markets for United Kingdom, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

UKYM.ASC

Text:

File containing annual data on several macroeconomic variables for United Kingdom, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAQE.ASC

Text:

File containing quarterly data on Equity Markets for United States ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAQM.ASC

Text:

File containing quarterly data on several macroeconomic variables for United States, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAQPOP.ASC

Text:

File containing quarterly total population series for United States, ASCII format

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAYB.ASC

Text:

File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAYE.ASC

Text:

File containing annual data on Equity Markets for United States, ASCII text file

Notes:

text/plain; charset=US-ASCII

Other Study-Related Materials

Label:

USAYM.ASC

Text:

File containing annual data on several macroeconomic variables for United States, ASCII text file

Notes:

text/plain; charset=US-ASCII