Data for: 3542494

Published: 21-02-2020| Version 1 | DOI: 10.17632/kbxg2xgmpg.1
Contributor:
William T. Chittenden

Description

Year in Term: Year in first presidential term YIT2: Year in second presidential term President: Political party that controls the White House Senate: Political party that controls the Senate House: Political party that controls the House of Representatives 3Combined: President, Senate, House i.e. DRD = Democrat in the White House, Senate is Republican controlled, House is controlled by the Democrats SenHou1: DD, RR, DR, or RD SenHou2: DD, RR, or S for Split SenateHouseSplit: Yes/No if Senate and House are controlled by different parties PresSen: Parties in charge of the White House and Senate PresHouse: Parties in charge of the White House and House of Representatives Recession; 1 if in a recession, 0 otherwise %∆LEI = Monthly percent Change in the Leading Economic Indicator Index %∆CEI = Monthly percent Change in the Coincident Economic Index %∆LAG = Monthly percent Change in the Lagging Economic Index %∆ in TNFP: Monthly percent change in total non-farm payrolls %UNRATE: Unemployment rate %∆ in INDPRO: Monthly percent change in Industrial Production %∆ in CPI: Monthly change in the CPI %∆ in PPI: Monthly change in PPI Large Company Stocks: Monthly return per SBBI Small Company Stocks: Monthly return per SBBI Long-Term Corporate Bonds: Monthly return per SBBI Long-Term Government Bonds: Monthly return per SBBI Inter.-Term Government Bonds:: Monthly return per SBBI U.S. Treasury Bills: Monthly return per SBBI Inflation: : Monthly per SBBI Equity Risk Premium: See SBBI for calculation Small Stock Premium: See SBBI for calculation Bond Default Premium: See SBBI for calculation Bond Horizon Premium: See SBBI for calculation Real Large-Cap: See SBBI for calculation Real Small Cap: See SBBI for calculation Real Corp: See SBBI for calculation Real LT Govt: See SBBI for calculation Real IT Govt: See SBBI for calculation Real Risk-Less: See SBBI for calculation

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