@ /* Quarterly data: 1925 .4 - 1998 .4 */ /* All units in local c urrency * / /* NOTE: the source of this data file is CRSP */ /* t P(t) D(t) R(t) DP(t) exr(local/$)*/ @ 1925.4 100 -99 -99 -99 1 1926.1 89.162 1.469487 -0.093688 -99 1 1926.2 97.76 1.236256 0.110305 -99 1 1926.3 102.461 1.116932 0.059509 -99 1 1926.4 103.767 1.551286 0.027886 0.051789 1 1927.1 108.041 1.314511 0.053858 0.048306 1 1927.2 111.248 1.414913 0.042779 0.048519 1 1927.3 126.961 1.39127 0.153743 0.044675 1 1927.4 131.818 1.564163 0.050578 0.043127 1 1928.1 139.947 1.326564 0.071732 0.040708 1 1928.2 140.475 1.530505 0.01471 0.041377 1 1928.3 154.892 1.334475 0.112133 0.037159 1 1928.4 176.099 1.66149 0.147635 0.033237 1 1929.1 182.349 1.573007 0.044429 0.033449 1 1929.2 191.075 1.619372 0.056734 0.032387 1 1929.3 204.419 1.618159 0.078301 0.031661 1 1929.4 144.908 1.795792 -0.282338 0.04559 1 1930.1 167.438 1.631581 0.166739 0.039805 1 1930.2 134.929 1.683775 -0.184101 0.049873 1 1930.3 121.995 1.615126 -0.083885 0.055136 1 1930.4 99.022 1.515818 -0.175887 0.0651 1 1931.1 107.785 1.409564 0.102729 0.057747 1 1931.2 94.533 1.287001 -0.111008 0.061645 1 1931.3 62.023 1.095716 -0.332305 0.085582 1 1931.4 51.81 1.117947 -0.14665 0.094774 1 1932.1 47.453 0.897647 -0.066771 0.092689 1 1932.2 29.878 0.725087 -0.355075 0.128401 1 1932.3 51.937 0.642804 0.759816 0.065145 1 1932.4 43.897 0.702849 -0.141269 0.067621 1 1933.1 38.454 0.626481 -0.109729 0.070141 1 1933.2 72.394 0.579096 0.897671 0.035241 1 1933.3 65.207 0.470082 -0.092783 0.036476 1 1933.4 66.442 0.683338 0.029409 0.035505 1 1934.1 72.962 0.704766 0.108744 0.033405 1 1934.2 67.653 0.614336 -0.064341 0.036547 1 1934.3 62.994 0.745552 -0.057843 0.043623 1 1934.4 66.505 0.754555 0.067706 0.042391 1 1935.1 60.105 0.717414 -0.085446 0.047115 1 1935.2 70.794 0.672685 0.189033 0.040826 1 1935.3 79.166 0.736602 0.128667 0.036395 1 1935.4 92.178 0.947505 0.176331 0.033351 1 1936.1 100.821 0.822228 0.102676 0.031531 1 1936.2 99.203 0.93291 -0.006788 0.034669 1 1936.3 107.175 1.04575 0.090899 0.034975 1 1936.4 116.785 1.915847 0.10754 0.040388 1 1937.1 120.668 0.957933 0.041452 0.040213 1 1937.2 105.073 1.187574 -0.119394 0.048605 1 1937.3 93.039 1.155087 -0.10354 0.056067 1 1937.4 72.294 1.843731 -0.20315 0.071158 1 1938.1 58.185 0.801334 -0.184076 0.085721 1 1938.2 78.274 0.721149 0.357642 0.057763 1 1938.3 81.625 0.724774 0.052076 0.050119 1 1938.4 88.767 1.026688 0.100074 0.036882 1 1939.1 75.332 0.797531 -0.142362 0.043409 1 1939.2 75.215 0.83866 0.009574 0.04504 1 1939.3 88.778 0.873396 0.191933 0.039833 1 1939.4 86.304 1.45251 -0.011501 0.045908 1 1940.1 86.093 0.884381 0.007798 0.04703 1 1940.2 70.642 1.067051 -0.167077 0.06055 1 1940.3 75.362 0.981873 0.080713 0.058197 1 1940.4 75.327 1.504461 0.019504 0.058913 1 1941.1 70.927 0.964716 -0.045611 0.063701 1 1941.2 70.921 1.131009 0.015867 0.064608 1 1941.3 73.529 1.053868 0.05164 0.063295 1 1941.4 63.568 1.713541 -0.112166 0.076502 1 1942.1 57.474 0.927552 -0.081279 0.083968 1 1942.2 58.824 0.998326 0.04085 0.079786 1 1942.3 62.708 0.91422 0.081584 0.072616 1 1942.4 68.957 1.391621 0.121833 0.061368 1 1943.1 82.48 0.876815 0.208829 0.050691 1 1943.2 88.186 1.037061 0.081747 0.04785 1 1943.3 86.298 0.954791 -0.010572 0.049367 1 1943.4 83.894 1.409542 -0.011531 0.050996 1 1944.1 86.852 0.968887 0.046815 0.050318 1 1944.2 93.729 1.098966 0.091833 0.047287 1 1944.3 92.772 0.982238 0.000263 0.048071 1 1944.4 96.891 1.505305 0.060623 0.047016 1 1945.1 100.015 0.99779 0.042543 0.045836 1 1945.2 109.066 1.133949 0.10184 0.042353 1 1945.3 117.467 1.029948 0.08647 0.03973 1 1945.4 128.703 1.470886 0.108172 0.035994 1 1946.1 135.358 1.061615 0.059954 0.034696 1 1946.2 139.846 1.152958 0.041679 0.033718 1 1946.3 113.523 1.194716 -0.179686 0.042988 1 1946.4 116.063 1.765098 0.037923 0.044583 1 1947.1 113.222 1.251613 -0.013698 0.047379 1 1947.2 110.981 1.412977 -0.007315 0.050679 1 1947.3 111.662 1.390188 0.018671 0.05212 1 1947.4 113.485 2.188247 0.035915 0.055012 1 1948.1 111.629 1.46257 -0.003465 0.057817 1 1948.2 122.885 1.563961 0.11485 0.053749 1 1948.3 112.157 1.5689 -0.074537 0.060484 1 1948.4 109.044 2.500575 -0.005461 0.065075 1 1949.1 108.865 1.661098 0.013597 0.067005 1 1949.2 102.63 1.708146 -0.041584 0.072481 1 1949.3 113.152 1.575398 0.117875 0.065798 1 1949.4 122.418 2.709053 0.105824 0.062521 1 1950.1 125.962 1.778458 0.043478 0.061694 1 1950.2 127.119 1.852622 0.023897 0.062269 1 1950.3 139.941 2.254223 0.118596 0.061414 1 1950.4 148.327 3.541414 0.085231 0.063554 1 1951.1 153.901 2.07781 0.051588 0.063197 1 1951.2 151.843 2.117993 0.000393 0.065801 1 1951.3 169.266 2.18113 0.129106 0.058596 1 1951.4 169.383 2.822316 0.017363 0.054311 1 1952.1 173.355 2.200067 0.036441 0.053771 1 1952.2 174.716 2.211898 0.020608 0.05389 1 1952.3 170.023 2.199569 -0.014269 0.055486 1 1952.4 181.892 2.742843 0.08594 0.051428 1 1953.1 176.687 2.214554 -0.01644 0.053025 1 1953.2 168.001 2.205704 -0.036676 0.05573 1 1953.3 162.944 2.224999 -0.016859 0.057616 1 1953.4 172.643 2.895535 0.077297 0.055263 1 1954.1 189.52 2.267002 0.110886 0.050619 1 1954.2 203.775 2.321286 0.087462 0.047645 1 1954.3 220.241 2.340082 0.092289 0.044605 1 1954.4 247.221 3.200808 0.137035 0.040972 1 1955.1 254.032 2.444049 0.037438 0.040571 1 1955.2 280.22 2.508239 0.112961 0.037446 1 1955.3 283.813 2.645793 0.022264 0.038049 1 1955.4 297.365 3.771054 0.06104 0.038233 1 1956.1 318.05 2.750041 0.078806 0.036709 1 1956.2 312.174 2.919265 -0.009294 0.038716 1 1956.3 299.938 2.892783 -0.02993 0.041119 1 1956.4 309.864 3.618775 0.045157 0.03931 1 1957.1 298.564 3.019111 -0.026724 0.041699 1 1957.2 318.286 3.026991 0.076197 0.039454 1 1957.3 284.875 3.058843 -0.095362 0.044664 1 1957.4 265.648 3.49334 -0.055231 0.047425 1 1958.1 281.187 3.013825 0.069841 0.044785 1 1958.2 302.597 2.953164 0.086644 0.041372 1 1958.3 335.008 2.89438 0.116673 0.036879 1 1958.4 369.998 3.237803 0.114111 0.032701 1 1959.1 376.577 2.985936 0.025851 0.032055 1 1959.2 396.582 3.056357 0.061239 0.030698 1 1959.3 384.313 3.049455 -0.023248 0.032082 1 1959.4 405.113 3.620424 0.063544 0.031379 1 1960.1 374.786 3.17913 -0.067014 0.034434 1 1960.2 386.827 3.218032 0.040715 0.03378 1 1960.3 364.469 3.129902 -0.049707 0.036073 1 1960.4 394.818 3.49916 0.09287 0.032993 1 1961.1 446.063 3.236668 0.137991 0.029332 1 1961.2 444.032 3.198174 0.002616 0.029421 1 1961.3 457.847 3.422655 0.03882 0.029173 1 1961.4 488.397 3.835283 0.075102 0.028036 1 1962.1 473.563 3.343625 -0.023525 0.02914 1 1962.2 369.619 3.394723 -0.212326 0.037867 1 1962.3 379.821 3.370691 0.036721 0.036713 1 1962.4 423.259 4.14954 0.125289 0.033688 1 1963.1 446.314 3.371448 0.062436 0.03201 1 1963.2 464.68 3.598882 0.049216 0.031184 1 1963.3 479.084 3.443977 0.038409 0.030399 1 1963.4 495.628 4.542436 0.044014 0.030177 1 1964.1 522.513 3.740878 0.061792 0.029332 1 1964.2 538.133 3.938019 0.03743 0.02911 1 1964.3 555.411 3.807058 0.039183 0.028859 1 1964.4 559.297 4.835438 0.015702 0.029182 1 1965.1 575.217 4.04057 0.035689 0.028895 1 1965.2 557.094 4.316763 -0.024003 0.030515 1 1965.3 598.32 4.088666 0.081341 0.028883 1 1965.4 620.71 5.297108 0.046276 0.028585 1 1966.1 605.409 4.441507 -0.017496 0.02997 1 1966.2 577.179 4.685114 -0.03889 0.032074 1 1966.3 518.724 4.512892 -0.093459 0.036506 1 1966.4 548.222 5.284591 0.067055 0.034519 1 1967.1 622.896 4.630952 0.144658 0.030685 1 1967.2 635.219 4.779141 0.027456 0.030238 1 1967.3 680.185 4.733152 0.078239 0.028563 1 1967.4 683.736 5.361075 0.013103 0.028526 1 1968.1 635.149 4.821955 -0.064008 0.031009 1 1968.2 716.763 5.054166 0.136453 0.027862 1 1968.3 740.266 4.838022 0.03954 0.027119 1 1968.4 758.29 5.65241 0.031983 0.026859 1 1969.1 729.48 5.012827 -0.031383 0.028181 1 1969.2 692.516 5.534425 -0.043084 0.030379 1 1969.3 660.247 5.123377 -0.039198 0.032296 1 1969.4 655.846 5.504603 0.001671 0.032287 1 1970.1 634.128 5.113033 -0.025319 0.033551 1 1970.2 498.903 5.273499 -0.204929 0.042121 1 1970.3 584.208 4.998891 0.181006 0.035758 1 1970.4 633.457 5.332661 0.093428 0.032706 1 1971.1 702.832 5.003012 0.117416 0.029321 1 1971.2 696.955 5.050932 -0.001176 0.029249 1 1971.3 688.828 4.962261 -0.00454 0.029541 1 1971.4 714.647 5.133799 0.044935 0.028196 1 1972.1 759.542 4.960494 0.069762 0.026473 1 1972.2 754.936 5.151115 0.000718 0.026767 1 1972.3 767.824 4.993976 0.023687 0.026359 1 1972.4 816.527 5.536728 0.07064 0.025281 1 1973.1 751.824 5.066188 -0.073037 0.027597 1 1973.2 689.282 5.365248 -0.076051 0.030412 1 1973.3 737.199 5.266186 0.077157 0.028804 1 1973.4 652.852 6.151358 -0.106071 0.033467 1 1974.1 635.547 5.586896 -0.01795 0.035198 1 1974.2 566.701 5.933621 -0.098989 0.040476 1 1974.3 423.168 6.108831 -0.242498 0.056197 1 1974.4 454.047 6.516844 0.088369 0.05318 1 1975.1 557.807 5.990768 0.241719 0.044012 1 1975.2 641.468 6.171543 0.161044 0.038643 1 1975.3 561.473 6.041068 -0.115288 0.044027 1 1975.4 599.642 6.377881 0.079339 0.040993 1 1976.1 691.192 5.961967 0.162618 0.035522 1 1976.2 702.149 6.626265 0.025439 0.035615 1 1976.3 707.227 6.786602 0.016898 0.036414 1 1976.4 729.049 7.769151 0.041841 0.037232 1 1977.1 675.821 7.34448 -0.062936 0.04221 1 1977.2 696.992 7.81309 0.042887 0.042631 1 1977.3 669.47 7.692627 -0.028449 0.045737 1 1977.4 666.824 8.749945 0.009117 0.047389 1 1978.1 633.701 8.159302 -0.037437 0.051152 1 1978.2 683.01 8.681983 0.091511 0.048731 1 1978.3 737.461 8.420192 0.092051 0.04612 1 1978.4 682.937 9.559078 -0.060973 0.050987 1 1979.1 731.197 9.199927 0.084138 0.049044 1 1979.2 750.049 9.893277 0.039312 0.049427 1 1979.3 801.112 9.485868 0.080727 0.047607 1 1979.4 800.983 10.76009 0.01327 0.049114 1 1980.1 746.748 10.53003 -0.054564 0.054462 1 1980.2 849.691 10.72334 0.152215 0.048841 1 1980.3 941.175 10.82035 0.120402 0.045511 1 1980.4 1011.53 12.8674 0.088425 0.044429 1 1981.1 1017.28 11.50623 0.01706 0.045137 1 1981.2 992.924 11.62175 -0.012519 0.047149 1 1981.3 868.266 11.62645 -0.113837 0.054847 1 1981.4 922.093 12.26193 0.076116 0.050989 1 1982.1 832.375 12.32224 -0.083934 0.057465 1 1982.2 812.193 12.31609 -0.00945 0.059748 1 1982.3 893.394 12.50951 0.11538 0.055306 1 1982.4 1048.24 12.28946 0.187083 0.047162 1 1983.1 1143.08 12.98497 0.102864 0.043829 1 1983.2 1270.62 12.54621 0.122553 0.03961 1 1983.3 1252.65 12.93202 -0.003967 0.040516 1 1983.4 1235.69 13.4084 -0.002839 0.041978 1 1984.1 1184.52 13.28152 -0.030655 0.044041 1 1984.2 1140.29 13.76202 -0.025729 0.046816 1 1984.3 1235.48 13.43765 0.09527 0.043618 1 1984.4 1240.25 14.45152 0.015555 0.044291 1 1985.1 1347.48 14.18581 0.097895 0.041438 1 1985.2 1430.8 14.36413 0.072497 0.039446 1 1985.3 1353.62 14.52283 -0.043794 0.042496 1 1985.4 1560.77 15.23539 0.164286 0.037359 1 1986.1 1762.91 15.07362 0.139175 0.033578 1 1986.2 1838.12 18.02254 0.052882 0.034195 1 1986.3 1700.61 15.13452 -0.066575 0.03732 1 1986.4 1756.95 18.04014 0.043741 0.037719 1 1987.1 2103.24 15.58644 0.205965 0.031753 1 1987.2 2165.51 17.40635 0.037884 0.030555 1 1987.3 2282.13 17.8288 0.062086 0.030174 1 1987.4 1745.12 18.73782 -0.227099 0.039859 1 1988.1 1851.69 20.06552 0.072565 0.039984 1 1988.2 1951.91 17.80812 0.06374 0.038137 1 1988.3 1936.65 19.47751 0.002157 0.039289 1 1988.4 1965.18 23.74687 0.026993 0.041267 1 1989.1 2082.63 20.4751 0.070188 0.039137 1 1989.2 2238.9 21.54399 0.085377 0.038074 1 1989.3 2441.82 21.96321 0.100442 0.035928 1 1989.4 2449.29 21.28022 0.011775 0.034811 1 1990.1 2347.15 20.38956 -0.033378 0.036289 1 1990.2 2446.7 23.00176 0.052216 0.035409 1 1990.3 2095.18 20.75089 -0.135191 0.040771 1 1990.4 2244.46 22.51723 0.081996 0.03861 1 1991.1 2549.57 20.85555 0.145232 0.034173 1 1991.2 2525.86 21.89281 -0.000714 0.034054 1 1991.3 2647.72 20.84884 0.056502 0.032524 1 1991.4 2836.41 21.33459 0.079322 0.029943 1 1992.1 2763.55 20.45982 -0.018474 0.03059 1 1992.2 2773.11 21.41642 0.01121 0.030312 1 1992.3 2834.31 20.9495 0.029622 0.029693 1 1992.4 2973.33 21.61701 0.056676 0.0284 1 1993.1 3091.81 21.37083 0.047034 0.027606 1 1993.2 3090.31 21.89896 0.006597 0.027776 1 1993.3 3167.38 21.67471 0.031954 0.027329 1 1993.4 3208.55 21.88949 0.01991 0.027063 1 1994.1 3057.05 26.9576 -0.038817 0.030232 1 1994.2 3020.95 31.4241 -0.001529 0.033746 1 1994.3 3149.28 21.97327 0.049753 0.032466 1 1994.4 3092.27 25.2657 -0.01008 0.034156 1 1995.1 3346.12 22.61041 0.089404 0.030266 1 1995.2 3600.8 23.70148 0.083195 0.025981 1 1995.3 3871.39 26.19422 0.082421 0.025255 1 1995.4 4057.79 25.56706 0.054753 0.024169 1 1996.1 4267.48 26.85759 0.058294685 0.023976761 1 1996.2 4400.73 24.85917 0.037049774 0.023513835 1 1996.3 4494.57 26.135128 0.027262551 0.023009754 1 1996.4 4792.29 27.448249 0.072346909 0.021972822 1 1997.1 4852.646179 25.59884851 0.017936107 0.02126437 1 1997.2 5614.681841 25.94125175 0.162380871 0.018571052 1 1997.3 6052.578169 27.31881454 0.082856902 0.017492841 1 1997.4 6209.475549 28.29917714 0.030597962 0.017257189 1 1998.1 6961.747098 26.56637073 0.125427327 0.015531391 1 1998.2 7041.416763 28.26761358 0.015504338 0.015686044 1 1998.3 6109.187863 28.66130745 -0.128321845 0.018299399 1 1998.4 7262.47124 28.66232374 0.193470184 0.015443451 1