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:  View help for 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:  View help for Subject Terms Economics
JEL Classification:  View help for 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:  View help for Geographic Coverage United States
Time Period(s):  View help for Time Period(s) 7/1960 – 4/2015
Data Type(s):  View help for Data Type(s) program source code

Methodology

Unit(s) of Observation:  View help for 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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