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CRSPday
: Daily Returns from the CRSP Database
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CRSPmon
: Monthly Returns from the CRSP Database
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Capm
: Stock Market Data
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Consumption
: Quarterly Data on Consumption and Expenditure
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DM
: DM Dollar Exchange Rate
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Forward
: Exchange Rates of US Dollar Against Other Currencies
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Garch
: Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
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Hstarts
: Housing Starts
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Icecream
: Ice Cream Consumption
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IncomeUK
: Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure
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Irates
: Monthly Interest Rates
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LT
: Dollar Sterling Exchange Rate
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MW
: Growth of Disposable Income and Treasury Bill Rate
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Macrodat
: Macroeconomic Time Series for the United States
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Mishkin
: Inflation and Interest Rates
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MoneyUS
: Macroeconomic Series for the United States
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Mpyr
: Money, National Product and Interest Rate
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Orange
: The Orange Juice Data Set
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PE
: Price and Earnings Index
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PPP
: Exchange Rates and Price Indices for France and Italy
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Pound
: Pound-dollar Exchange Rate
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Pricing
: Returns of Size-based Portfolios
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Solow
: Solow's Technological Change Data
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Tbrate
: Interest Rate, GDP and Inflation
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Yen
: Yen-dollar Exchange Rate