DATA AND PROGRAMS

Note: This archive has data and programs for the indicated papers. For recent papers, I have taken to posting a link to a zip file on my main research webpage, with the paper. If there is something else you want, please contact me

• Bond Risk Premia

• CFI

• Debt Programs

• Debt Data for a Frictionless View of US Inflation (zipped file)

• Fed and Interest Rates - A High Frequency Identification

• Good Deal Programs

• Habit Programs

• JME What Do Vars Mean Programs and Data

• JPE Cross Sectional Test of Investment Based Asset Pricing 

• MacCready Programs

• Permanent and Transistory (QJE 1994)

• Risk and Return of Venture Capital

• Shocks

• Stocks as Money

• The Dog that Didn't Bark

• Where is the market going programs

• Understanding Policy in the Great Recession (EER 2011) programs and data