International visitors and misery index in Mexico

We present the data to compute the compensated misery index proposed by Hortalà and Rey (2011), and the number of international visitors in Mexico. Besides, in the Excel document named “misery index” we present our computation of such an index. These data were used to estimate a bivariate SVAR model that aims to analyze the effect of the arrival of international visitors to Mexico on the misery index. Likewise, we present the dummy variables that were introduced as exogenous variables in the SVAR model. Finally, we are also sharing an EViews file with the series used to compute the model, and the model we have estimated.