106 Macro Time Series from 1970 - 2013
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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.

See http://dx.doi.org/10.1016/j.jbankfin.2015.08.019

See https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2363938

See http://chandlerlutz.com

Data Description

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.csv The dataset in csv format
  • Macro_data_list_lutz_2015.xlsx excel file with list of the data
  • Macro_data_list_lutz_2015_pretty.xlsx excel file with section headers