fincycles_data_inbrief.zip (10.49 kB)

Data for: Financial Intermediation and Real Estate Prices Impact on Business Cycles: A Bayesian Analysis

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posted on 19.07.2019, 09:30 by Carlos Yepez
U.S. data containing NIPA and financial series. The latter series include aggregate net worth, aggregate liabilities, credit spread, and land prices. Please refer to manuscript for description of the data and sources. Data is quarterly for the period 1975.1-2010.4. Data is HP filtered with smoothing parameter 1600. Format is in Matlab language.

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