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Journal of Applied Econometrics Data Archive

Joshua Chan and Eric Eisenstat, "Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility", Journal of Applied Econometrics, Vol. 33, No. 4, 2018, pp. 509-532. The sample period is from 1954Q3 to 2014Q4. The second to fourth columns are respectively the log difference of GDP deflator, the unemployment rate, the log difference of real GDP, and the Federal Funds rate. The data are in an Excel spreadsheet, saved as USdata_2014Q4.xlsx, and also in a CSV file, saved as USdata_2014Q4.csv. Both files are zipped in the file ce-data2.zip.

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