Yogo, Motohiro (contributor) - 2004
different from zero for eleven developed countries.
JEL classification: C12, E21, G12
Forthcoming in The Review of Economics and … Statistics
∗
Department of Economics, Harvard University. I thank John Campbell for the dataset and computer
programs from …. 253.
Campbell, John Y., “Data Appendix for ‘Asset Prices, Consumption, and the Business
Cycle’,” March 1998. Working paper …