Data for: 3542494
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资源简介:
Year in Term: Year in first presidential term
YIT2: Year in second presidential term
President: Political party that controls the White House
Senate: Political party that controls the Senate
House: Political party that controls the House of Representatives
3Combined: President, Senate, House i.e. DRD = Democrat in the White House, Senate is Republican controlled, House is controlled by the Democrats
SenHou1: DD, RR, DR, or RD
SenHou2: DD, RR, or S for Split
SenateHouseSplit: Yes/No if Senate and House are controlled by different parties
PresSen: Parties in charge of the White House and Senate
PresHouse: Parties in charge of the White House and House of Representatives
Recession; 1 if in a recession, 0 otherwise
%∆LEI = Monthly percent Change in the Leading Economic Indicator Index
%∆CEI = Monthly percent Change in the Coincident Economic Index
%∆LAG = Monthly percent Change in the Lagging Economic Index
%∆ in TNFP: Monthly percent change in total non-farm payrolls
%UNRATE: Unemployment rate
%∆ in INDPRO: Monthly percent change in Industrial Production
%∆ in CPI: Monthly change in the CPI
%∆ in PPI: Monthly change in PPI
Large Company Stocks: Monthly return per SBBI
Small Company Stocks: Monthly return per SBBI
Long-Term Corporate Bonds: Monthly return per SBBI
Long-Term Government Bonds: Monthly return per SBBI
Inter.-Term Government Bonds:: Monthly return per SBBI
U.S. Treasury Bills: Monthly return per SBBI
Inflation: : Monthly per SBBI
Equity Risk Premium: See SBBI for calculation
Small Stock Premium: See SBBI for calculation
Bond Default Premium: See SBBI for calculation
Bond Horizon Premium: See SBBI for calculation
Real Large-Cap: See SBBI for calculation
Real Small Cap: See SBBI for calculation
Real Corp: See SBBI for calculation
Real LT Govt: See SBBI for calculation
Real IT Govt: See SBBI for calculation
Real Risk-Less: See SBBI for calculation
总统任期年内数(Year in Term):总统第一任期内的年份
YIT2:总统第二任期年内数(YIT2):总统第二任期内的年份
总统所属政党(President):掌控白宫的政党
参议院政党(Senate):掌控美国参议院的政党
众议院政党(House):掌控美国众议院的政党
三方联合标识(3Combined):结合总统、参议院、众议院的政党归属,例如DRD代表白宫由民主党掌控、参议院由共和党掌控、众议院由民主党掌控
参众两院组合1(SenHou1):取值为DD、RR、DR或RD,分别指代对应政党组合
参众两院组合2(SenHou2):取值为DD、RR或S(S代表两院分立Split)
参众分立标识(SenateHouseSplit):若参议院与众议院由不同政党掌控则取值为Yes,否则为No
总统与参议院政党组合(PresSen):白宫与参议院的掌控政党组合
总统与众议院政党组合(PresHouse):白宫与众议院的掌控政党组合
经济衰退标识(Recession):若处于经济衰退期则取值为1,否则为0
领先经济指标指数月度变化率(%∆LEI):领先经济指标指数(Leading Economic Indicator Index)的月度百分比变化
同步经济指标指数月度变化率(%∆CEI):同步经济指标指数(Coincident Economic Index)的月度百分比变化
滞后经济指标指数月度变化率(%∆LAG):滞后经济指标指数(Lagging Economic Index)的月度百分比变化
非农总就业人数月度变化率(%∆TNFP):非农总就业人数(total non-farm payrolls)的月度百分比变化
失业率(%UNRATE):失业率数值
工业产出月度变化率(%∆INDPRO):工业产出(Industrial Production)的月度百分比变化
消费者物价指数月度变化率(%∆CPI):消费者物价指数(CPI)的月度变化
生产者物价指数月度变化率(%∆PPI):生产者物价指数(PPI)的月度变化
大盘股月度收益率(Large Company Stocks):基于SBBI统计的月度收益率
小盘股月度收益率(Small Company Stocks):基于SBBI统计的月度收益率
长期公司债月度收益率(Long-Term Corporate Bonds):基于SBBI统计的月度收益率
长期国债月度收益率(Long-Term Government Bonds):基于SBBI统计的月度收益率
中期国债月度收益率(Inter.-Term Government Bonds):基于SBBI统计的月度收益率
美国国库券月度收益率(U.S. Treasury Bills):基于SBBI统计的月度收益率
通货膨胀率(Inflation):基于SBBI统计的月度通货膨胀率
股权风险溢价(Equity Risk Premium):计算方式详见SBBI
小盘股溢价(Small Stock Premium):计算方式详见SBBI
债券违约溢价(Bond Default Premium):计算方式详见SBBI
债券期限溢价(Bond Horizon Premium):计算方式详见SBBI
实际大盘股收益率(Real Large-Cap):计算方式详见SBBI
实际小盘股收益率(Real Small Cap):计算方式详见SBBI
实际公司债收益率(Real Corp):计算方式详见SBBI
实际长期国债收益率(Real LT Govt):计算方式详见SBBI
实际中期国债收益率(Real IT Govt):计算方式详见SBBI
实际无风险收益率(Real Risk-Less):计算方式详见SBBI
创建时间:
2020-02-21



