Macro Data & Code

Published: 22 October 2018| Version 1 | DOI: 10.17632/xgyb99h98y.1
Zachary Bartsch


These 2 files contain all of the data and code for used in this paper. Data spans from 1960.07 through 2011.12. Macro variables include, S&P level, CPI, Industrial production (manufacturing), employment (manufacturing), average hourly wages, average weekly hours, Fed funds rate Uncertainty measures include EPU, U(h), google news, VXO, Bonds spreads, and executive forecast dispersion.