E. Philip Davis and Gabriel Fagan, "Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries", Journal of Applied Econometrics, Vol. 12, No. 6, 1997, pp. 701-714. The datafile "data.df" contains the basic data used in the above paper. This file is zipped in df-data.zip. The data are quarterly, covering the period 1970Q1 to 1993Q3. The file is in DOS ASCII format and takes up 28.8 KB. The data are organised by observation with the file comprising 95 by 57 matrix of data; i.e. 95 observations by 57 series (the first of which is a date variable). Missing data are indicated by a zero. The last line of the file contains a string which indicates the order of the variables in the file. The following presents more details about each of the individual series: Code Country Description Units Source DATE BEDY Belgium Dividend Yield percent BIS Databank BELR Belgium Long term bond yield percent OECD Main Economic Indicators BEPC Belgium Consumer Price Index Index BIS Databank BESP Belgium Stock Price Index Index BIS Databank BESR Belgium Short term money market rate percent OECD Main Economic Indicators BEYM Belgium Manufacturing Output Index Index OECD Main Economic Indicators DEDY Germany Dividend Yield percent BIS Databank DELR Germany Long term bond yield percent OECD Main Economic Indicators DEPC Germany Consumer Price Index Index BIS Databank DEPR Germany Mortgage Bond Rate percent BIS Databank DESP Germany Stock Price Index Index BIS Databank DESR Germany Short term money market rate percent OECD Main Economic Indicators DEYG Germany Real GDP Index OECD Main Economic Indicators DEYM Germany Manufacturing Output Index Index OECD Main Economic Indicators DKCP Denmark Consumer Price Index Index BIS Databank DKLR Denmark Long term bond yield percent OECD Main Economic Indicators DKPR Denmark Mortgage Bond Rate percent IMF Financial Statistics DKSP Denmark Stock Price Index Index IMF Financial Statistics DKSR Denmark Short term money market rate percent IMF Financial Statistics DKYM Denmark Manufacturing Output Index Index OECD Main Economic Indicators ESLR Spain Long term bond yield percent OECD Main Economic Indicators ESPC Spain Consumer Price Index Index BIS Databank ESSP Spain Stock Price Index Index IMF Financial Statistics ESSR Spain Short term money market rate percent IMF Financial Statistics ESYM Spain Manufacturing Output Index Index OECD Main Economic Indicators FRDY France Dividend Yield percent BIS Databank FRLR France Long term bond yield percent OECD Main Economic Indicators FRPC France Consumer Price Index Index BIS Databank FRSP France Stock Price Index Index BIS Databank FRSR France Short term money market rate percent OECD Main Economic Indicators FRYG France Real GDP Index OECD Main Economic Indicators IRLR Ireland Long term bond yield percent OECD Main Economic Indicators IRPC Ireland Consumer Price Index Index BIS Databank IRSP Ireland Stock Price Index Index IMF Financial Statistics IRSR Ireland Short term money market rate percent OECD Main Economic Indicators IRYM Ireland Manufacturing Output Index Index OECD Main Economic Indicators ITDY Italy Dividend Yield percent BIS Databank ITLR Italy Long term bond yield Index BIS Databank ITPC Italy Consumer Price Index Index BIS Databank ITSP Italy Stock Price Index Index BIS Databank ITSR Italy Short term money market rate percent OECD Main Economic Indicators ITYG Italy Real GDP Index OECD Main Economic Indicators NLLR Netherlands Long term bond yield percent OECD Main Economic Indicators NLPC Netherlands Consumer Price Index Index BIS Databank NLPR Netherlands Mortgage Bond Rate percent BIS Databank NLSP Netherlands Stock Price Index Index BIS Databank NLSR Netherlands Short term money market rate percent OECD Main Economic Indicators NLYG Netherlands Real GDP Index OECD Main Economic Indicators UKDY United Kingdom Dividend Yield percent BIS Databank UKLR United Kingdom Long term bond yield percent OECD Main Economic Indicators UKPC United Kingdom Consumer Price Index Index BIS Databank UKPR United Kingdom Corporate Bond Yield percent Bank of England UKSP United Kingdom Stock Price Index Index BIS Databank UKSR United Kingdom Short term money market rate percent OECD Main Economic Indicators UKYG United Kingdom Real GDP Index OECD Main Economic Indicators USLR United States Long term bond yield percent OECD Main Economic Indicators Code Country Description Units Source