Dataset/paper - Influence of the Leading Cyclical Indicator and Macroeconomic Variables on the Brazilian Stock Market in the Period 2011-2022

Paper dataset - Influence of the Leading Cyclical Indicator and Macroeconomic Variables on the Brazilian Stock Market in the Period 2011-2022. The data were obtained from public databases (Central Bank of Brazil, FGV), as described in the paper's methodology, and were used to estimate the VEC model, which supported the final considerations of the research.