Data and Code for Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

Principal Investigator(s): View help for Principal Investigator(s) Sydney Ludvigson, New York University; Sai Ma, Board of Governors of the Federal Reserve System; Serena Ng, Columbia University

Version: View help for Version V2

Name	File Type	Size	Last Modified
Replication_Files			08/07/2019 07:10:PM

Project Citation:

Ludvigson, Sydney, Ma, Sai, and Ng, Serena. Data and Code for Uncertainty and Business Cycles Replication Files. Nashville, TN: American Economic Association [publisher], 2019. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-08-07. https://doi.org/10.3886/E110803V2

Project Description

Summary: This project contains the programs, data, and README file for "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?" American Economic Journal: Macroeconomics.

Scope of Project

Subject Terms: Economics

JEL Classification:
      E21 Macroeconomics: Consumption; Saving; Wealth
      E44 Financial Markets and the Macroeconomy
      G11 Portfolio Choice; Investment Decisions
      G12 Asset Pricing; Trading Volume; Bond Interest Rates

Geographic Coverage: United States

Time Period(s): 7/1960 – 4/2015

Data Type(s): program source code

Methodology

Unit(s) of Observation: Month

Related Publications

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Published Versions

V2 [2019-08-07]

V1 [2019-07-20]

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DDI 2.5

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This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.