photo Harvard University - Economics Department

John Campbell

Replication data for: Asset Prices, Consumption, and the Business Cycle
Cataloging Information
Documentation, Data and Analysis
User Comments
 
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.
Select all files
1. Documentation
campbellcochrane_jpe1999.pdf
Adobe PDF - 1 MB - 165 downloads
Original article for this study
readmeq.txt
Plain Text - 7 KB - 179 downloads
Detailed description of the files for International data on equity market and macroeconomic variables
Readmesw.txt
Plain Text - 5 KB - 107 downloads
Detailed description of the files for Sweden annual data files on equity markets and macroeconomic variables
Readmeuk.txt
Plain Text - 4 KB - 96 downloads
Detailed description of the files for UK annual data files on equity markets and macroeconomic variables
Readmeus.txt
Plain Text - 4 KB - 189 downloads
Detailed description of the files for US annual data files on equity markets and macroeconomic variables
2a. Data - Annual data files on equity markets and macroeconomic variables - Sweden
SWDYB.ASC
Plain Text - 1 KB - 105 downloads
File containing 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 - 99 downloads + analyses
Download
File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year
Tabular Data78 Cases3 Variables
View Data Citation [+]
SWDYE.ASC
Plain Text - 4 KB - 99 downloads
File containing annual data on Equity Markets for Sweden, ASCII text file
SWDYE.tab
Tab Separated - 2 KB - 93 downloads + analyses
Download
File containing annual data on Equity Markets for Sweden
Tabular Data77 Cases4 Variables
View Data Citation [+]
SWDYM.ASC
Plain Text - 6 KB - 93 downloads
File containing annual data on several macroeconomic variables for Sweden, ASCII text file
SWDYM.tab
Tab Separated - 3 KB - 91 downloads + analyses
Download
File containing annual data on several macroeconomic variables for Sweden
Tabular Data79 Cases7 Variables
View Data Citation [+]
2b. Data - Annual data files on equity markets and macroeconomic variables - United Kingdom
UKYB.ASC
Plain Text - 1 KB - 98 downloads
File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year, ASCII text file
UKYB.tab
Tab Separated - 4 KB - 99 downloads + analyses
Download
File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year
Tabular Data77 Cases17 Variables
View Data Citation [+]
UKYE.ASC
Plain Text - 4 KB - 89 downloads
File containing annual data on Equity Markets for United Kingdom, ASCII text file
UKYE.tab
Tab Separated - 2 KB - 93 downloads + analyses
Download
File containing annual data on Equity Markets for United Kingdom
Tabular Data77 Cases4 Variables
View Data Citation [+]
UKYM.ASC
Plain Text - 6 KB - 105 downloads
File containing annual data on several macroeconomic variables for United Kingdom, ASCII text file
UKYM.tab
Tab Separated - 3 KB - 97 downloads + analyses
Download
File containing annual data on several macroeconomic variables for United Kingdom
Tabular Data79 Cases7 Variables
View Data Citation [+]
2c. Data - Annual data files on equity markets and macroeconomic variables - United States
USAYB.ASC
Plain Text - 1 KB - 107 downloads
File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year, ASCII text file
USAYB.tab
Tab Separated - 1 KB - 107 downloads + analyses
Download
File containing a return index and yield to maturity of a long bond, assumed of 20 year maturity, in the beginning of January each year
Tabular Data108 Cases3 Variables
View Data Citation [+]
USAYE.ASC
Plain Text - 5 KB - 115 downloads
File containing annual data on Equity Markets for United States, ASCII text file
USAYE.tab
Tab Separated - 3 KB - 118 downloads + analyses
Download
File containing annual data on Equity Markets for United States
Tabular Data127 Cases4 Variables
View Data Citation [+]
USAYM.ASC
Plain Text - 6 KB - 114 downloads
File containing annual data on several macroeconomic variables for United States, ASCII text file
USAYM.tab
Tab Separated - 5 KB - 110 downloads + analyses
Download
File containing annual data on several macroeconomic variables for United States
Tabular Data128 Cases7 Variables
View Data Citation [+]
3a. Data - International data on equity market and macroeconomic variables - Australia
AULQE.ASC
Plain Text - 7 KB - 91 downloads
File containing quarterly data on Equity Markets for Australia, ASCII format
AULQE.tab
Tab Separated - 5 KB - 95 downloads + analyses
Download
File containing quarterly data on Equity Markets for Australia
Tabular Data110 Cases6 Variables
View Data Citation [+]
AULQM.ASC
Plain Text - 11 KB - 84 downloads
File containing quarterly data on several macroeconomic variables for Australia, ASCII format
AULQM.tab
Tab Separated - 6 KB - 90 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Australia
Tabular Data148 Cases7 Variables
View Data Citation [+]
AULQPOP.ASC
Plain Text - 2 KB - 89 downloads
File containing quarterly total population series for Australia, ASCII format
AULQPOP.tab
Tab Separated - 2 KB - 88 downloads + analyses
Download
File containing quarterly total population series for Australia
Tabular Data150 Cases2 Variables
View Data Citation [+]
3b. Data - International data on equity market and macroeconomic variables - Belgium
BELQE.ASC
Plain Text - 7 KB - 87 downloads
File containing quarterly data on Equity Markets for Belgium, ASCII format
BELQE.tab
Tab Separated - 5 KB - 92 downloads + analyses
Download
File containing quarterly data on Equity Markets for Belgium
Tabular Data110 Cases6 Variables
View Data Citation [+]
BELQM.ASC
Plain Text - 11 KB - 87 downloads
File containing quarterly data on several macroeconomic variables for Belgium
BELQM.tab
Tab Separated - 5 KB - 90 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Belgium
Tabular Data148 Cases7 Variables
View Data Citation [+]
BELQPOP.ASC
Plain Text - 2 KB - 90 downloads
File containing quarterly total population series for Belgium, ASCII format
BELQPOP.tab
Tab Separated - 2 KB - 88 downloads + analyses
Download
File containing quarterly total population series for Belgium
Tabular Data150 Cases2 Variables
View Data Citation [+]
3c. Data - International data on equity market and macroeconomic variables - Canada
CANQE.ASC
Plain Text - 7 KB - 90 downloads
File containing quarterly data on Equity Markets for Canada, ASCII format
CANQE.tab
Tab Separated - 5 KB - 92 downloads + analyses
Download
File containing quarterly data on Equity Markets for Canada
Tabular Data110 Cases6 Variables
View Data Citation [+]
CANQM.ASC
Plain Text - 11 KB - 86 downloads
File containing quarterly data on several macroeconomic variables for Canada, ASCII format
CANQM.tab
Tab Separated - 6 KB - 88 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Canada
Tabular Data148 Cases7 Variables
View Data Citation [+]
CANQPOP.ASC
Plain Text - 2 KB - 88 downloads
File containing quarterly total population series for Canada, ASCII format
CANQPOP.tab
Tab Separated - 2 KB - 88 downloads + analyses
Download
File containing quarterly total population series for Canada
Tabular Data150 Cases2 Variables
View Data Citation [+]
3d. Data - International data on equity market and macroeconomic variables - Denmark
DENQE.ASC
Plain Text - 7 KB - 85 downloads
File containing quarterly data on Equity Markets for Denmark, ASCII format
DENQE.tab
Tab Separated - 5 KB - 87 downloads + analyses
Download
File containing quarterly data on Equity Markets for Denmark
Tabular Data110 Cases6 Variables
View Data Citation [+]
DENQM.ASC
Plain Text - 11 KB - 82 downloads
File containing quarterly data on several macroeconomic variables for Denmark, ASCII format
DENQM.tab
Tab Separated - 5 KB - 89 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Denmark
Tabular Data148 Cases7 Variables
View Data Citation [+]
DENQPOP.ASC
Plain Text - 2 KB - 84 downloads
File containing quarterly total population series for Denmark, ASCII format
DENQPOP.tab
Tab Separated - 2 KB - 85 downloads + analyses
Download
File containing quarterly total population series for Denmark
Tabular Data150 Cases2 Variables
View Data Citation [+]
3e. Data - International data on equity market and macroeconomic variables - France
FRQE.ASC
Plain Text - 7 KB - 100 downloads
File containing quarterly data on Equity Markets for France, ASCII format
FRQE.tab
Tab Separated - 5 KB - 93 downloads + analyses
Download
File containing quarterly data on Equity Markets for France
Tabular Data110 Cases6 Variables
View Data Citation [+]
FRQM.ASC
Plain Text - 11 KB - 91 downloads
File containing quarterly data on several macroeconomic variables for France, ASCII format
FRQM.tab
Tab Separated - 5 KB - 94 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for France
Tabular Data149 Cases7 Variables
View Data Citation [+]
FRQPOP.ASC
Plain Text - 2 KB - 90 downloads
File containing quarterly total population series for France, ASCII format
FRQPOP.tab
Tab Separated - 2 KB - 87 downloads + analyses
Download
File containing quarterly total population series for France
Tabular Data150 Cases2 Variables
View Data Citation [+]
3f. Data - International data on equity market and macroeconomic variables - Germany
GERQE.ASC
Plain Text - 7 KB - 88 downloads
File containing quarterly data on Equity Markets for Germany, ASCII format
GERQE.tab
Tab Separated - 5 KB - 90 downloads + analyses
Download
File containing quarterly data on Equity Markets for Germany
Tabular Data115 Cases7 Variables
View Data Citation [+]
GERQM.ASC
Plain Text - 5 KB - 84 downloads
File containing quarterly data on several macroeconomic variables for Germany, ASCII format
GERQM.tab
Tab Separated - 5 KB - 93 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Germany
Tabular Data148 Cases7 Variables
View Data Citation [+]
GERQPOP.ASC
Plain Text - 2 KB - 87 downloads
File containing quarterly total population series for Germany, ASCII format
GERQPOP.tab
Tab Separated - 2 KB - 91 downloads + analyses
Download
File containing quarterly total population series for Germany
Tabular Data150 Cases2 Variables
View Data Citation [+]
3g. Data - International data on equity market and macroeconomic variables - Italy
ITAQE.ASC
Plain Text - 7 KB - 86 downloads
File containing quarterly data on Equity Markets for Italy, ASCII format
ITAQE.tab
Tab Separated - 5 KB - 88 downloads + analyses
Download
File containing quarterly data on Equity Markets for Italy
Tabular Data115 Cases7 Variables
View Data Citation [+]
ITAQM.ASC
Plain Text - 11 KB - 84 downloads
File containing quarterly data on several macroeconomic variables for Italy, ASCII format
ITAQM.tab
Tab Separated - 6 KB - 89 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Italy
Tabular Data148 Cases7 Variables
View Data Citation [+]
ITAQPOP.ASC
Plain Text - 2 KB - 82 downloads
File containing quarterly total population series for Italy, ASCII format
ITAQPOP.tab
Tab Separated - 2 KB - 88 downloads + analyses
Download
File containing quarterly total population series for Italy
Tabular Data155 Cases2 Variables
View Data Citation [+]
3h. Data - International data on equity market and macroeconomic variables - Japan
JAPQE.ASC
Plain Text - 7 KB - 88 downloads
File containing quarterly data on Equity Markets for Japan, ASCII format
JAPQE.tab
Tab Separated - 5 KB - 92 downloads + analyses
Download
File containing quarterly data on Equity Markets for Japan
Tabular Data115 Cases7 Variables
View Data Citation [+]
JAPQM.ASC
Plain Text - 11 KB - 84 downloads
File contains quarterly data on several macroeconomic variables for Japan, ASCII format
JAPQM.tab
Tab Separated - 6 KB - 91 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Japan
Tabular Data148 Cases7 Variables
View Data Citation [+]
JAPQPOP.ASC
Plain Text - 2 KB - 83 downloads
File containing quarterly total population series for Japan, ASCII format
JAPQPOP.tab
Tab Separated - 2 KB - 89 downloads + analyses
Download
File containing quarterly total population series for Japan
Tabular Data155 Cases2 Variables
View Data Citation [+]
3i. Data - International data on equity market and macroeconomic variables - Netherlands
NTHQE.ASC
Plain Text - 7 KB - 86 downloads
File containing quarterly data on Equity Markets for Netherlands, ASCII format
NTHQE.tab
Tab Separated - 5 KB - 88 downloads + analyses
Download
File containing quarterly data on Equity Markets for Netherlands
Tabular Data115 Cases7 Variables
View Data Citation [+]
NTHQM.ASC
Plain Text - 11 KB - 89 downloads
File containing quarterly data on several macroeconomic variables for The Netherlands
NTHQM.tab
Tab Separated - 5 KB - 87 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for The Netherlands
Tabular Data148 Cases7 Variables
View Data Citation [+]
NTHQPOP.ASC
Plain Text - 2 KB - 86 downloads
File containing quarterly total population series for Netherlands, ASCII format
NTHQPOP.tab
Tab Separated - 2 KB - 87 downloads + analyses
Download
File containing quarterly total population series for Netherlands
Tabular Data155 Cases2 Variables
View Data Citation [+]
3j. Data - International data on equity market and macroeconomic variables - Spain
SPQE.ASC
Plain Text - 7 KB - 88 downloads
File containing quarterly data on Equity Markets for Spain, ASCII format
SPQE.tab
Tab Separated - 5 KB - 89 downloads + analyses
Download
File containing quarterly data on Equity Markets for Spain
Tabular Data115 Cases7 Variables
View Data Citation [+]
SPQM.ASC
Plain Text - 11 KB - 84 downloads
File containing quarterly data on several macroeconomic variables for Spain
SPQM.tab
Tab Separated - 5 KB - 89 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Spain
Tabular Data148 Cases7 Variables
View Data Citation [+]
SPQPOP.ASC
Plain Text - 2 KB - 91 downloads
File containing quarterly total population series for Spain, ASCII format
SPQPOP.tab
Tab Separated - 2 KB - 87 downloads + analyses
Download
File containing quarterly total population series for Spain
Tabular Data155 Cases2 Variables
View Data Citation [+]
3k. Data - International data on equity market and macroeconomic variables - Sweden
SWDQE.ASC
Plain Text - 7 KB - 87 downloads
File containing quarterly data on Equity Markets for Sweden, ASCII format
SWDQE.tab
Tab Separated - 5 KB - 87 downloads + analyses
Download
File containing quarterly data on Equity Markets for Sweden
Tabular Data115 Cases7 Variables
View Data Citation [+]
SWDQM.ASC
Plain Text - 11 KB - 87 downloads
File containing quarterly data on several macroeconomic variables for Sweden
SWDQM.tab
Tab Separated - 5 KB - 89 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Sweden
Tabular Data148 Cases7 Variables
View Data Citation [+]
SWDQPOP.ASC
Plain Text - 2 KB - 90 downloads
File containing quarterly total population series for Sweden
SWDQPOP.tab
Tab Separated - 2 KB - 87 downloads + analyses
Download
File containing quarterly total population series for Sweden
Tabular Data150 Cases2 Variables
View Data Citation [+]
3l. Data - International data on equity market and macroeconomic variables - Switzerland
SWTQE.ASC
Plain Text - 7 KB - 86 downloads
File containing quarterly data on Equity Markets for Switzerland, ASCII format
SWTQE.tab
Tab Separated - 5 KB - 87 downloads + analyses
Download
File containing quarterly data on Equity Markets for Switzerland
Tabular Data115 Cases7 Variables
View Data Citation [+]
SWTQM.ASC
Plain Text - 11 KB - 84 downloads
File containing quarterly data on several macroeconomic variables for Switzerland
SWTQM.tab
Tab Separated - 5 KB - 92 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for Switzerland
Tabular Data148 Cases7 Variables
View Data Citation [+]
SWTQPOP.ASC
Plain Text - 2 KB - 84 downloads
File containing quarterly total population series for Switzerland, ASCII format
SWTQPOP.tab
Tab Separated - 2 KB - 89 downloads + analyses
Download
File containing quarterly total population series for Switzerland
Tabular Data150 Cases2 Variables
View Data Citation [+]
3m. Data - International data on equity market and macroeconomic variables - United Kingdom
UKQE.ASC
Plain Text - 7 KB - 97 downloads
File containing quarterly data on Equity Markets for United Kingdom, ASCII format
UKQE.tab
Tab Separated - 5 KB - 93 downloads + analyses
Download
File containing quarterly data on Equity Markets for United Kingdom
Tabular Data110 Cases6 Variables
View Data Citation [+]
UKQM.ASC
Plain Text - 11 KB - 87 downloads
File containing quarterly data on several macroeconomic variables for United Kingdom, ASCII format
UKQM.tab
Tab Separated - 6 KB - 95 downloads + analyses
Download
File containing quarterly data on several macroeconomic variables for United Kingdom
Tabular Data148 Cases7 Variables
View Data Citation [+]
UKQPOP.ASC
Plain Text - 2 KB - 88 downloads
File containing quarterly total population series for United Kingdom, ASCII format
UKQPOP.tab
Tab Separated - 2 KB - 90 downloads + analyses
Download
File containing quarterly total population series for United Kingdom
Tabular Data155 Cases2 Variables
View Data Citation [+]
3n. Data - International data on equity market and macroeconomic variables - United States
USAQE.ASC
Plain Text - 12 KB - 105 downloads
File containing quarterly data on Equity Markets for United States ASCII format
USAQE.tab
Tab Separated - 15 KB - 116 downloads + analyses
Download
File containing quarterly data on Equity Markets for United States
Tabular Data285 Cases10 Variables
View Data Citation [+]
USAQM.ASC
Plain Text - 15 KB - 115 downloads