Data for: Global real interest rate dynamics from the late 19th century to today

Published: 02-11-2018| Version 1 | DOI: 10.17632/zwptfcrjth.1
Contributor:
Julius Probst

Description

The first Excel file "Complete data" contains the original Macrohistory data from Jorda, Schularick, and Taylor (2017) as well as the capital share database by Bengtsson and Waldenström (2017). The file also contains most of the regression outputs we have estimated in the paper, including all of the main results. The Stata file contains the code for most of the regressions and summary statistics in the paper. The second Excel file "Data R" contains the data, which we have used to estimate the time series factor model for the 3 variables at hand. The time series factor model was estimated in R instead (see "Factor model.r") based on code provided by Gilbert and Meijer (2005).

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