Macro Data & Code

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

Description

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.

Files

Categories

Economics, Macroeconomics

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