%epdata.m % data from Kocherlokota, equity premium study % these are the original Kydland-Prescott data from the U.S. % year stocks bills cons epdata=[1890 1.043876 1.063108 0.971869 1891 1.022716 1.087637 1.050325 1892 1.165857 1.07639 1.018895 1893 0.899706 1.033459 1.006372 1894 1.023975 1.13216 0.955793 1895 1.096482 1.049406 1.095737 1896 1.013565 1.07241 0.976445 1897 1.074307 1.040203 1.054244 1898 1.15918 1.022365 1.008584 1899 1.258639 1.017852 1.092237 1900 0.964921 0.993973 0.999766 1901 1.337415 1.060456 1.104363 1902 1.062455 0.994455 0.981224 1903 0.896807 1.045392 1.049474 1904 1.001143 1.028711 0.994677 1905 1.298256 1.026185 1.031398 1906 1.09897 1.035308 1.08412 1907 0.815499 1.009811 1.007464 1908 1.048066 1.065702 0.930709 1909 1.247195 1.002122 1.072256 1910 0.979442 1.010928 0.997182 1911 1.050972 1.065724 1.037248 1912 1.035124 0.993762 1.005988 1913 0.924873 1.053052 1.017818 1914 1.011692 1.038443 0.972923 1915 1.043913 1.014166 0.965152 1916 1.063731 0.921292 1.057655 1917 0.758322 0.827603 0.96408 1918 0.876956 0.916559 1.018019 1919 1.240944 1.060615 1.007767 1920 0.872662 0.944634 1.037107 1921 1.057926 1.220513 1.071526 1922 1.345757 1.094656 1.003079 1923 1.053844 1.009687 1.050265 1924 1.126567 1.049025 1.057776 1925 1.261249 1.002289 0.937742 1926 1.167637 1.017137 1.063344 1927 1.312868 1.065881 1.019162 1928 1.338649 1.021433 1.010091 1929 1.357139 1.047888 1.049285 1930 0.864911 1.069273 0.931945 1931 0.76483 1.130396 0.962445 1932 0.629435 1.134388 0.912431 1933 1.420604 1.052957 0.974596 1934 1.066262 0.928968 1.024767 1935 1.09445 0.975085 1.040778 1936 1.509613 0.990974 1.079903 1937 0.993337 0.967045 1.028372 1938 0.810721 1.020841 0.986098 1939 1.102297 1.007709 1.034053 1940 0.955311 0.989403 1.028226 1941 0.893904 0.93491 1.041682 1942 0.861657 0.894593 1.016225 1943 1.280094 0.916242 1.024756 1944 1.079417 0.949848 1.021755 1945 1.223806 0.967619 1.047871 1946 1.097622 0.938681 1.062954 1947 0.846142 0.909044 0.98099 1948 1.022468 0.949401 0.997573 1949 1.046145 1.013835 0.996896 1950 1.266777 0.997528 1.021721 1951 1.212613 0.944145 1.00877 1952 1.130219 0.987522 1.01426 1953 1.047915 0.99744 1.012269 1954 1.241951 1.003571 1.001914 1955 1.406485 1.001838 1.029029 1956 1.169342 0.995801 1.021492 1957 0.95942 0.992466 1.00561 1958 1.055115 1.004544 1.003998 1959 1.258885 0.999135 1.028587 1960 0.985347 1.008471 1.007235 1961 1.207013 1.014078 1.011666 1962 0.958962 1.00739 1.021407 1963 1.137058 1.011563 1.016879 1964 1.181839 1.017577 1.036197 1965 1.093139 1.015186 1.03388 1966 0.966868 1.006006 1.034234 1967 1.084073 1.02057 1.021219 1968 1.0637 1.001619 1.031121 1969 0.879761 1.003261 1.023465 1970 0.93861 1.015436 1.017827 1971 1.168156 1.019605 1.013063 1972 1.09976 1.003993 1.038179 1973 0.954601 0.977415 1.031008 1974 0.723538 0.959311 0.996504 1975 1.006404 1.000035 1.013198 1976 1.169493 1.007003 1.040796 1977 0.94731 0.990615 1.034525 1978 0.961032 0.982046 1.033145 1979 1.033953 0.980239 1.022336];