John Y. Campbell Dataverse

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61 to 70 of 370 Results

cpi_splice.tab Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Tabular Data - 7.7 KB - 2 Variables, 538 Observations - UNF:3:dCXggzm0OX98eUryPzy7qw== 2. Data Data file
Data_yld.asc Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Plain Text - 46.7 KB - MD5: 57ed4bf0346fcb758d18bfb1abd02da6 2. Data Data on CPI Index and discount bond yield curve, ASCII file format
Data_yld.tab Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Tabular Data - 35.7 KB - 10 Variables, 598 Observations - UNF:3:1WgPu/zhU1wrnJ35pBq2fg== 2. Data Data on CPI Index and discount bond yield curve
John Y. Campbell-Data PASS Deposit Agreement.pdf Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Adobe PDF - 169.9 KB - MD5: c705ca062eac1ef95c6c45cfdda3471d 4. Detailed Usage Terms Legal agreement between the data depositor and the Murray Archive
Kalman4.prg Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Plain Text - 27.7 KB - MD5: 6ea261429c008d5a5f53d0e2b22f97cd 3. Supplementary Program Files This program calculates the estimates for the term structure model in Campbell and Viceira. The results are presented in Table 1 in the paper and in Tables A1 and A3 in the Appendix
PCE_defl.asc Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Plain Text - 1.9 KB - MD5: e4ba3b728e502085cf22b80678020d33 2. Data Data file, ASCII file format
PCE_defl.tab Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Tabular Data - 1.6 KB - 1 Variables, 180 Observations - UNF:3:r4a/wNIeP8NsqzcRZUYvmg== 2. Data Data file
Qmkt.asc Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Plain Text - 14.9 KB - MD5: b51de8df7b1d238845fd438c51c0ef00 2. Data Quarterly returns on CRSP96 mkt. return and T-bills. ASCII file format
Qmkt.tab Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Tabular Data - 7.7 KB - 3 Variables, 285 Observations - UNF:3:CBauzCjuURdEOjGH/t9I5Q== 2. Data Quarterly returns on CRSP96 mkt. return and T-bills
ASBBI.DAT Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Plain Text - 4.8 KB - MD5: 0e558d3ede1857584e1f71cbcae14fd5 2a. Data - Annual SBBI Annual sbbi data from 1926-95, ASCII raw numbers and program file

cpi_splice.tab

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Tabular Data - 7.7 KB - 2 Variables, 538 Observations -

2. Data

Data file

Data_yld.asc

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Plain Text - 46.7 KB -

2. Data

Data on CPI Index and discount bond yield curve, ASCII file format

Data_yld.tab

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Tabular Data - 35.7 KB - 10 Variables, 598 Observations -

2. Data

Data on CPI Index and discount bond yield curve

John Y. Campbell-Data PASS Deposit Agreement.pdf

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Adobe PDF - 169.9 KB -

4. Detailed Usage Terms

Legal agreement between the data depositor and the Murray Archive

Kalman4.prg

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Plain Text - 27.7 KB -

3. Supplementary Program Files

This program calculates the estimates for the term structure model in Campbell and Viceira. The results are presented in Table 1 in the paper and in Tables A1 and A3 in the Appendix

PCE_defl.asc

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Plain Text - 1.9 KB -

2. Data

Data file, ASCII file format

PCE_defl.tab

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Tabular Data - 1.6 KB - 1 Variables, 180 Observations -

2. Data

Data file

Qmkt.asc

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Plain Text - 14.9 KB -

2. Data

Quarterly returns on CRSP96 mkt. return and T-bills. ASCII file format

Qmkt.tab

Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds?

Tabular Data - 7.7 KB - 3 Variables, 285 Observations -

2. Data

Quarterly returns on CRSP96 mkt. return and T-bills

ASBBI.DAT

Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

Plain Text - 4.8 KB -

2a. Data - Annual SBBI

Annual sbbi data from 1926-95, ASCII raw numbers and program file

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