Data: 106 Macro Time Series from 1970 to 2013
Macro Time Series Data from Lutz (2015):
Lutz, Chandler. "The impact of conventional and unconventional monetary policy on investor sentiment." Journal of Banking & Finance 61 (2015): 89-105.
106 Macro Time Series from 1970 - 2013. Data are updated based on Stock and Watson 2004. See Lutz (2015) for more details. The data contain the following files:
Macro_data_lutz_2015.csvThe dataset in
Macro_data_list_lutz_2015.xlsxexcel file with list of the data
Macro_data_list_lutz_2015_pretty.xlsxexcel file with section headers