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Data for: 3542494

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Mendeley Data2026-04-18 收录
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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
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2020-02-21
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