Harvard University - Economics Department

Home
About Us
Faculty
Staff
Courses
Graduate
Undergraduate
Journals
Events
Links

John Campbell

» Home Page

Powered by the Dataverse Network Project

All IQSS Dataverses >

John Y. Campbell Dataverse

Search
User Guides
Report Issue
Log in

Replication data for: Consumption-Based Asset Pricing

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.

Access to some files is restricted, and those files are not available for downloading. Check the Terms of Use for more information.

Select all files

1. Documentation

Readmeqe.doc
MS Word - 43 KB - 130 downloads

Detailed information on the files and documentation in this study

Readmeqm.doc
MS Word - 103 KB - 120 downloads

Detailed information on the files and documentation in this study

readmeqnew.txt
Plain Text - 11 KB - 22 downloads

You do not have permissions to access this file.

Restricted Access

Detailed information on the files and documentation in this study

Data File - Australia

AULQE.ASC
Plain Text - 5 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

AULQE.tab
Tab Separated - 5 KB - 82 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] AULQE.tab [fileDscr/fileName (DDI)] UNF:3:G2DnMFwBigZn4tTRAYXcyQ==

AULQM.ASC
Plain Text - 7 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

AULQM.tab
Tab Separated - 6 KB - 74 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] AULQM.tab [fileDscr/fileName (DDI)] UNF:3:BoD5PxciBpJ+mP4qaQp6/g==

AULQPOP.ASC
Plain Text - 4 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

AULQPOP.tab
Tab Separated - 2 KB - 68 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] AULQPOP.tab [fileDscr/fileName (DDI)] UNF:3:Jl2Z4AVdMaGKTFphvv8LCw==

Data File - Canada

CANQE.ASC
Plain Text - 6 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

CANQE.tab
Tab Separated - 5 KB - 76 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] CANQE.tab [fileDscr/fileName (DDI)] UNF:3:loTiEKXSN6q11eb9cJ137A==

CANQM.ASC
Plain Text - 7 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

CANQM.tab
Tab Separated - 6 KB - 69 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

164 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] CANQM.tab [fileDscr/fileName (DDI)] UNF:3:Q8fbaxV2VpiaPg5l3d6nhg==

CANQPOP.ASC
Plain Text - 4 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

CANQPOP.tab
Tab Separated - 2 KB - 69 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] CANQPOP.tab [fileDscr/fileName (DDI)] UNF:3:3i/TqtZmjglwh9pw8o5BQw==

Data File - France

FRQE.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

FRQE.tab
Tab Separated - 5 KB - 70 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] FRQE.tab [fileDscr/fileName (DDI)] UNF:3:D07obgDvKGkgtf8g+4uT/g==

FRQM.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

FRQM.tab
Tab Separated - 6 KB - 70 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

165 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] FRQM.tab [fileDscr/fileName (DDI)] UNF:3:S8CWa2rkEzvSkvfSVoZrkg==

FRQPOP.ASC
Plain Text - 4 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

FRQPOP.tab
Tab Separated - 2 KB - 67 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] FRQPOP.tab [fileDscr/fileName (DDI)] UNF:3:9Ed/uk8eh0EZxDV4Uo8gMQ==

Data File - Germany

GERQE.ASC
Plain Text - 5 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

GERQE.tab
Tab Separated - 5 KB - 69 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] GERQE.tab [fileDscr/fileName (DDI)] UNF:3:cqe/4QfO4zp2og2ELuqNnA==

GERQM.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

GERQM.tab
Tab Separated - 6 KB - 70 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] GERQM.tab [fileDscr/fileName (DDI)] UNF:3:4dU51s39qes8jbgVKR7/PQ==

GERQPOP.ASC
Plain Text - 2 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

GERQPOP.tab
Tab Separated - 2 KB - 67 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] GERQPOP.tab [fileDscr/fileName (DDI)] UNF:3:BZV6HfrP2/y3rdgraJX5hw==

Data File - Italy

ITAQE.ASC
Plain Text - 5 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

ITAQE.tab
Tab Separated - 5 KB - 67 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] ITAQE.tab [fileDscr/fileName (DDI)] UNF:3:GCQ7XfaiAaeumDcszmQe3w==

ITAQM.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

ITAQM.tab
Tab Separated - 6 KB - 67 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] ITAQM.tab [fileDscr/fileName (DDI)] UNF:3:BG1M5XpZFw9Da9VskBUOLw==

ITAQPOP.ASC
Plain Text - 4 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

ITAQPOP.tab
Tab Separated - 2 KB - 65 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] ITAQPOP.tab [fileDscr/fileName (DDI)] UNF:3:V0uPSv4kB9acyf7F6sKu1w==

Data File - Japan

JAPQE.ASC
Plain Text - 5 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

JAPQE.tab
Tab Separated - 5 KB - 76 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] JAPQE.tab [fileDscr/fileName (DDI)] UNF:3:ANY6GWG5+F1lilJ9z+t6ZA==

JAPQM.ASC
Plain Text - 7 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

JAPQM.tab
Tab Separated - 6 KB - 70 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] JAPQM.tab [fileDscr/fileName (DDI)] UNF:3:UttJvpGfoCQnx8JMjWpWZA==

JAPQPOP.ASC
Plain Text - 4 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

JAPQPOP.tab
Tab Separated - 2 KB - 68 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] JAPQPOP.tab [fileDscr/fileName (DDI)] UNF:3:WodL8lHWPnra9yZWmq5CuQ==

Data File - Netherland

NTHQE.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

NTHQE.tab
Tab Separated - 5 KB - 66 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] NTHQE.tab [fileDscr/fileName (DDI)] UNF:3:de+ujCpsKWvZMPK+ixwxQg==

NTHQM.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

NTHQM.tab
Tab Separated - 5 KB - 67 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] NTHQM.tab [fileDscr/fileName (DDI)] UNF:3:JtV1y76sWfk7+lZUQ0X3Vw==

NTHQPOP.ASC
Plain Text - 4 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

NTHQPOP.tab
Tab Separated - 2 KB - 65 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] NTHQPOP.tab [fileDscr/fileName (DDI)] UNF:3:xFqoy3RmeC3L30nE0MjC3w==

Data File - Sweden

SWDQE.ASC
Plain Text - 5 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

SWDQE.tab
Tab Separated - 5 KB - 67 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDQE.tab [fileDscr/fileName (DDI)] UNF:3:cvbSQMeFxnVoECcC5pO3nQ==

SWDQM.ASC
Plain Text - 6 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

SWDQM.tab
Tab Separated - 6 KB - 69 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

160 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDQM.tab [fileDscr/fileName (DDI)] UNF:3:POkQmYHAm2M6Byt6BoAvDw==

SWDQPOP.ASC
Plain Text - 2 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

SWDQPOP.tab
Tab Separated - 2 KB - 67 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDQPOP.tab [fileDscr/fileName (DDI)] UNF:3:OmhE9iZzkBkRzX1PfknrUg==

SWDYB.ASC
Plain Text - 1 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

SWDYB.tab
Tab Separated - 1 KB - 70 downloads + analyses

Download

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

78 Cases

3 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDYB.tab [fileDscr/fileName (DDI)] UNF:3:JWaS8BGNL6NFlatbEmSiSg==

SWDYE.ASC
Plain Text - 4 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on Equity Markets

SWDYE.tab
Tab Separated - 2 KB - 68 downloads + analyses

Download

file containing annual data on Equity Markets

77 Cases

4 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDYE.tab [fileDscr/fileName (DDI)] UNF:3:MGcGNA5VNDAWf4fIKu2czA==

SWDYM.ASC
Plain Text - 6 KB - 15 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on several macroeconomic variables

SWDYM.tab
Tab Separated - 3 KB - 67 downloads + analyses

Download

file containing annual data on several macroeconomic variables

79 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWDYM.tab [fileDscr/fileName (DDI)] UNF:3:19H6NHEXzqkbZ9KKu8ntWQ==

Data File - Switzerland

SWTQE.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

SWTQE.tab
Tab Separated - 5 KB - 65 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

125 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWTQE.tab [fileDscr/fileName (DDI)] UNF:3:6PthvRHsORkOw7GL4L/vdA==

SWTQM.ASC
Plain Text - 6 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

SWTQM.tab
Tab Separated - 5 KB - 67 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

164 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] SWTQM.tab [fileDscr/fileName (DDI)] UNF:3:FaGewQfG0VtAqP262o/jEw==

SWTQPOP.ASC
Plain Text - 4 KB - 14 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

Data File - United Kingdom

UKQE.ASC
Plain Text - 5 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

UKQE.tab
Tab Separated - 5 KB - 75 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

120 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKQE.tab [fileDscr/fileName (DDI)] UNF:3:J43y87j5wavMn4l0evszdw==

UKQM.ASC
Plain Text - 7 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

UKQM.tab
Tab Separated - 7 KB - 76 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

164 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKQM.tab [fileDscr/fileName (DDI)] UNF:3:yyWfQ5AXOSbW0nmaNBpjkA==

UKQPOP.ASC
Plain Text - 4 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

UKQPOP.tab
Tab Separated - 2 KB - 71 downloads + analyses

Download

file contains quarterly total population series for country

160 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKQPOP.tab [fileDscr/fileName (DDI)] UNF:3:wvJw0BZINlXhyKutBpyVGA==

UKYB.ASC
Plain Text - 1 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

UKYB.tab
Tab Separated - 1 KB - 71 downloads + analyses

Download

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

77 Cases

5 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKYB.tab [fileDscr/fileName (DDI)] UNF:3:FrFUfURPgBRUgmLI4KeAAA==

UKYE.ASC
Plain Text - 4 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on Equity Markets

UKYE.tab
Tab Separated - 2 KB - 83 downloads + analyses

Download

file containing annual data on Equity Markets

77 Cases

4 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKYE.tab [fileDscr/fileName (DDI)] UNF:3:SMi/SCHNe7WPRRmRiOtqyA==

UKYM.ASC
Plain Text - 6 KB - 17 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on several macroeconomic variables

UKYM.tab
Tab Separated - 3 KB - 76 downloads + analyses

Download

file containing annual data on several macroeconomic variables

79 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] UKYM.tab [fileDscr/fileName (DDI)] UNF:3:/QovqF8Fa6mZW2hl9y9B3w==

Data File - United States

USAQE.ASC
Plain Text - 13 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on Equity Markets for country

USAQE.tab
Tab Separated - 12 KB - 144 downloads + analyses

Download

file contains quarterly data on Equity Markets for country

299 Cases

6 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAQE.tab [fileDscr/fileName (DDI)] UNF:3:y3xQ5pCr50WlCQGhtmOytQ==

USAQM.ASC
Plain Text - 13 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly data on several macroeconomic variables for country

USAQM.tab
Tab Separated - 13 KB - 116 downloads + analyses

Download

file contains quarterly data on several macroeconomic variables for country

297 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAQM.tab [fileDscr/fileName (DDI)] UNF:3:qwqr+Rsu5z1uzDAow/hOXg==

USAQPOP2.ASC
Plain Text - 3 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

USAQPOP2.tab
Tab Separated - 2 KB - 90 downloads + analyses

Download

file contains quarterly total population series for country

156 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAQPOP2.tab [fileDscr/fileName (DDI)] UNF:3:DPrF7Oj2Rc1eOFHrsn6hqQ==

USAQPOP.ASC
Plain Text - 3 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file contains quarterly total population series for country

USAQPOP.tab
Tab Separated - 3 KB - 93 downloads + analyses

Download

file contains quarterly total population series for country

297 Cases

2 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAQPOP.tab [fileDscr/fileName (DDI)] UNF:3:YNEP7nWFoUnxZFyohaNtug==

USAYB.ASC
Plain Text - 1 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

USAYB.tab
Tab Separated - 1 KB - 97 downloads + analyses

Download

file containg a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year

108 Cases

3 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAYB.tab [fileDscr/fileName (DDI)] UNF:3:OzrBBNYy8wBfVecHnokJag==

USAYE.ASC
Plain Text - 5 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on Equity Markets

USAYE.tab
Tab Separated - 3 KB - 114 downloads + analyses

Download

file containing annual data on Equity Markets

127 Cases

4 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAYE.tab [fileDscr/fileName (DDI)] UNF:3:yQY6m8Bdp7rYPyefdFPdXg==

USAYM.ASC
Plain Text - 6 KB - 26 downloads

You do not have permissions to access this file.

Restricted Access

file containing annual data on several macroeconomic variables

USAYM.tab
Tab Separated - 5 KB - 112 downloads + analyses

Download

file containing annual data on several macroeconomic variables

128 Cases

7 Variables

Access Subset/Analysis

View Data Citation [+]

John Y. Campbell, 2007, "Replication data for: Consumption-Based Asset Pricing", hdl:1902.1/UQRPVVDBHI UNF:3:wDZfht0d++JDkQXKUkkgng== Murray Research Archive [Distributor] USAYM.tab [fileDscr/fileName (DDI)] UNF:3:i6XiIla8BLS6WDt/NZVKzA==

Detailed Usage Terms

John Y. Campbell-Data PASS Deposit Agreement.pdf
Adobe PDF - 169 KB - 61 downloads

Legal agreement between the data depositor and the Murray Archive

Harvard

© 2007 by the President and Fellows of Harvard College

Report Abuse

You are about to report this comment as abusive because of inappropriate language, tone, or other violation of the study terms of use.

Do you want to continue?

Delete Comment

You are about to delete a comment. This comment will no longer be visible to any users.

Do you want to continue?