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Replication data for: Who Should Buy Long-Term Bonds?

Cataloging Information

Documentation, Data and Analysis

Use the check boxes next to the file name to download multiple files. Data files will be downloaded in their default format. You can also download all the files in a category by checking the box next to the category name. You will be prompted to save a single archive file. Study files that have restricted access will not be downloaded.

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1. Documentation

campbellviceira_aer2001.pdf
Adobe PDF - 3 MB - 117 downloads

Published version of the paper for this study, pdf format

2. Data

bonddata.zip
ZIP Archive - 32 KB - 132 downloads

All files in this study, zip file format

cpi_splice.asc
Plain Text - 8 KB - 70 downloads

Data file, ASCII file format

cpi_splice.tab
Tab Separated - 7 KB - 78 downloads + analyses

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Data file

538 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell; Luis Viceira, 2007, "Replication data for: Who Should Buy Long-Term Bonds?", hdl:1902.1/FZLJAXFHBW UNF:3:S/WHW96SHNHXv0jyZv+vMA== Murray Research Archive [Distributor] cpi_splice.tab [fileDscr/fileName (DDI)] UNF:3:dCXggzm0OX98eUryPzy7qw==

Data_yld.asc
Plain Text - 46 KB - 79 downloads

Data on CPI Index and discount bond yield curve, ASCII file format

Data_yld.tab
Tab Separated - 35 KB - 70 downloads + analyses

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Data on CPI Index and discount bond yield curve

598 Cases

10 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell; Luis Viceira, 2007, "Replication data for: Who Should Buy Long-Term Bonds?", hdl:1902.1/FZLJAXFHBW UNF:3:S/WHW96SHNHXv0jyZv+vMA== Murray Research Archive [Distributor] Data_yld.tab [fileDscr/fileName (DDI)] UNF:3:1WgPu/zhU1wrnJ35pBq2fg==

PCE_defl.asc
Plain Text - 1 KB - 62 downloads

Data file, ASCII file format

PCE_defl.tab
Tab Separated - 1 KB - 66 downloads + analyses

Download

Data file

180 Cases

1 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell; Luis Viceira, 2007, "Replication data for: Who Should Buy Long-Term Bonds?", hdl:1902.1/FZLJAXFHBW UNF:3:S/WHW96SHNHXv0jyZv+vMA== Murray Research Archive [Distributor] PCE_defl.tab [fileDscr/fileName (DDI)] UNF:3:r4a/wNIeP8NsqzcRZUYvmg==

Qmkt.asc
Plain Text - 14 KB - 79 downloads

Quarterly returns on CRSP96 mkt. return and T-bills. ASCII file format

Qmkt.tab
Tab Separated - 7 KB - 70 downloads + analyses

Download

Quarterly returns on CRSP96 mkt. return and T-bills

285 Cases

3 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell; Luis Viceira, 2007, "Replication data for: Who Should Buy Long-Term Bonds?", hdl:1902.1/FZLJAXFHBW UNF:3:S/WHW96SHNHXv0jyZv+vMA== Murray Research Archive [Distributor] Qmkt.tab [fileDscr/fileName (DDI)] UNF:3:CBauzCjuURdEOjGH/t9I5Q==

3. Supplementary Program Files

Kalman4.prg
Plain Text - 27 KB - 96 downloads

This program calculates the estimates for the term structure model in Campbell and Viceira. The results are presented in Table 1 in the paper and in Tables A1 and A3 in the Appendix

4. Detailed Usage Terms

John Y. Campbell-Data PASS Deposit Agreement.pdf
Adobe PDF - 169 KB - 48 downloads

Legal agreement between the data depositor and the Murray Archive

Harvard

© 2007 by the President and Fellows of Harvard College

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