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Data Appendix for Consumption Strikes Back? Measuring Long-Run Risk by Lars Peter Hansen, John C. Heaton and Nan Li . Data Source and Data Construction:
Hansen, Lars Peter, John Heaton and Nan Li "Consumption Strikes Back? Measuring Long Run Risk" Journal of Political Economy (2008) John, Kose, Lubomir Litov and Bernard Yeung
Hansen, Lars Peter, John Heaton and Nan Li "Consumption Strikes Back? Measuring Long Run Risk" Journal of Political Economy (2008) John, Kose, Lubomir Litov and Bernard Yeung
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