John Y. Campbell Dataverse

Featured Dataverses

In order to use this feature you must have at least one published or linked dataverse.

Publish Dataverse

Are you sure you want to publish your dataverse? Once you do so it must remain published.

Publish Dataverse

This dataverse cannot be published because the dataverse it is in has not been published.

Delete Dataverse

Are you sure you want to delete your dataverse? You cannot undelete this dataverse.

71 to 80 of 370 Results

ASBBI.tab Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Tabular Data - 3.3 KB - 5 Variables, 70 Observations - UNF:3:mAS8rCvpohH1Dr5JY4FHBQ== 2a. Data - Annual SBBI Annual sbbi data from 1926-95
ASIA.DAT Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Plain Text - 3.2 KB - MD5: 689dee78379934fe3593bf4b05cad5ce 2b. Data - Annual CRSP Annual crsp data downloaded 8/3/94, ASCII raw numbers and program file
ASIA.tab Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Tabular Data - 2.1 KB - 3 Variables, 70 Observations - UNF:3:wgiczy8M1PtHlF9BIdnceA== 2b. Data - Annual CRSP Annual crsp data downloaded 8/3/94
campbellcochrane_jpe1999.pdf Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Adobe PDF - 1.0 MB - MD5: 2681c324e192ec05da878f3c7841a461 1. Documentation Original Article based on this study
CNS2.DAT Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Plain Text - 8.4 KB - MD5: 63a88ef1e021ae792959151257ede25a 2c. Data - Personal Consumption Personal Consumption Expend, ASCII raw numbers and program file
CNS2.tab Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Tabular Data - 5.2 KB - 6 Variables, 148 Observations - UNF:3:ahlhdPcWoYruaGhXWC9tBg== 2c. Data - Personal Consumption Personal Consumption Expend
CNS.DAT Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Plain Text - 6.0 KB - MD5: f1389e60e54a4fc30a84932b8ea2d879 2c. Data - Personal Consumption Personal Consumption Expenditures Data File, ASCII raw numbers and program file
CNS.tab Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Tabular Data - 3.6 KB - 4 Variables, 189 Observations - UNF:3:4kCSIxV1LGBvXP7en5bZvg== 2c. Data - Personal Consumption Personal Consumption Expenditures Data File
CONSUME.DAT Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Plain Text - 3.9 KB - MD5: d3ec91785beb52a4e8f8397cd4a08edd 2d. Data - Aggregate Nominal Per Capita Consumption This file contains aggregate nominal per capita consumption of nondurables and services and the corresponding consumption deflator, annually 1889-1992. The deflator is 1 in 1987, so it converts to 1987 dollars. The series are updated versions of the ones used in Grossman and Shiller (1981), Campbell and Shiller (RFS 1988), and elsewhere in the equi...
CONSUME.tab Dec 2, 2007 - Replication data for: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Tabular Data - 2.2 KB - 2 Variables, 104 Observations - UNF:3:r4UVgPM6LVE2uFurcMS20Q== 2d. Data - Aggregate Nominal Per Capita Consumption This file contains aggregate nominal per capita consumption of nondurables and services and the corresponding consumption deflator, annually 1889-1992. The deflator is 1 in 1987, so it converts to 1987 dollars. The series are updated versions of the ones used in Grossman and Shiller (1981), Campbell and Shiller (RFS 1988), and elsewhere in the equi...

ASBBI.tab

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

Tabular Data - 3.3 KB - 5 Variables, 70 Observations -

2a. Data - Annual SBBI

Annual sbbi data from 1926-95

ASIA.DAT

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

Plain Text - 3.2 KB -

2b. Data - Annual CRSP

Annual crsp data downloaded 8/3/94, ASCII raw numbers and program file

ASIA.tab

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

Tabular Data - 2.1 KB - 3 Variables, 70 Observations -

2b. Data - Annual CRSP

Annual crsp data downloaded 8/3/94

campbellcochrane_jpe1999.pdf

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

Adobe PDF - 1.0 MB -

1. Documentation

Original Article based on this study

CNS2.DAT

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

Plain Text - 8.4 KB -

2c. Data - Personal Consumption

Personal Consumption Expend, ASCII raw numbers and program file

CNS2.tab

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

Tabular Data - 5.2 KB - 6 Variables, 148 Observations -

2c. Data - Personal Consumption

Personal Consumption Expend

CNS.DAT

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

Plain Text - 6.0 KB -

2c. Data - Personal Consumption

Personal Consumption Expenditures Data File, ASCII raw numbers and program file

CNS.tab

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

Tabular Data - 3.6 KB - 4 Variables, 189 Observations -

2c. Data - Personal Consumption

Personal Consumption Expenditures Data File

CONSUME.DAT

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

Plain Text - 3.9 KB -

2d. Data - Aggregate Nominal Per Capita Consumption

This file contains aggregate nominal per capita consumption of nondurables and services and the corresponding consumption deflator, annually 1889-1992. The deflator is 1 in 1987, so it converts to 1987 dollars. The series are updated versions of the ones used in Grossman and Shiller (1981), Campbell and Shiller (RFS 1988), and elsewhere in the equi...

CONSUME.tab

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

Tabular Data - 2.2 KB - 2 Variables, 104 Observations -

2d. Data - Aggregate Nominal Per Capita Consumption

Add Data

Share Dataverse

Link Dataverse

Reset Modifications