Date: 2014
Type: Dataset
Dataset of adjusted monthly data for aggregate U.S. consumption expenditures and equity returns, 1959-2013
EUI Research Data, 2014, Department of Economics
SCHÜTZE, Fabian, Dataset of adjusted monthly data for aggregate U.S. consumption expenditures and equity returns, 1959-2013, EUI Research Data, 2014, Department of Economics - https://hdl.handle.net/1814/64586
Retrieved from Cadmus, EUI Research Repository
Dataset of adjusted monthly data for aggregate U.S. consumption expenditures and equity returns, 1959-2013, sourced from Robert Shiller stock market database, 1992-2013; and Federal Reserve Economic Data (FRED) on aggregate consumption - generated in the context of a research project illustrating an econometric technique, Generalised Method of Moments (GMM).
Additional information:
1 data file. Dataset elaborated from Robert Shiller stock market database, 1992-2013; and Federal Reserve Economic Data (FRED) on aggregate consumption.
Cadmus permanent link: https://hdl.handle.net/1814/64586
Full-text via DOI: 10.2870/342675
Series/Number: EUI Research Data; 2014; Department of Economics
Publisher: European University Institute, ECO
Keyword(s): Statistical data Consumption Equity prices E20 E21 G12
LC Subject Heading: Consumption (Economics) -- United States -- Statistics -- Databases; Stocks -- Prices -- United States
Files associated with this item
- Name:
- EUI_ResData_0001_ECO_20140624_ ...
- Size:
- 35.16Kb
- Format:
- Microsoft Excel 2007
- Description:
- Open Dataset