Sector growth and related index returns: an integration analysis of the Group of seven (G-7).

This data corresponds to a study that examines the lagged short run and long-term relationships between output growth and related index returns of the industrial and financial sectors of the G-7 economies. The study examines this relationship using quarterly data for a B maximum time period of 22 years ranging from 1994(Q4) to 2017(Q4). The study used the data to conduct correlation, co-integration as well as causality testing on the aforementioned relationship. Specifically, the data used consists of seasonally adjusted real quarterly growth and equity return data of the financial and industrial sectors of the G-7 economies. All data is publicly available and was obtained and aggregated from Bloomberg. The financial and industrial equity return data is developed by Morgan Stanley Capital International (MSCI).<br> <br>