Replication Data for: "Long-term Investors, Demand Shifts, and Yields", Jansen (2024)

This package provides STATA (version 18.0 STATAMP) codes, MATLAB (version R2023A) codes, and pseudo data to reproduce tables in Jansen (2024): “Long-term Investors, Demand Shifts, and Yields”. Notice that all the data is pseudo data as the original data is strictly proprietary.