quarterly_macro_dat.xlsx

6
Quarterly Macro Data Broad mon Foreign e Foreign e Exchange Inter ban Real GDP Nominal G Year M R_US R E I Y Yn 1987-I 138011 1375 29261.39 12.98 0.0963 134.4205 81.98756 1987-II 147040.7 1806.125 38894.82 13.29808 0.072521 136.1216 84.76302 1987-III 147326.4 1792.093 38320.9 13.52157 0.076894 140.0592 87.82741 1987-IV 160096.5 1860.266 39927.22 13.55253 0.079349 140.7273 89.35284 1988-I 158286.7 1776.889 36990.24 13.50834 0.07515 143.3456 93.18942 1988-II 162136 1593.014 34200.5 14.07959 0.091571 145.1503 95.08941 1988-III 157270.5 957.6194 20150.83 14.29011 0.103489 145.6945 100.4674 1988-IV 172291.4 915.7429 20373.4 15.45602 0.087861 148.2509 103.1961 1989-I 175864.9 850.2356 18720.8 15.92847 0.090119 148.5427 106.7385 1989-II 182066.9 577.8366 12943.43 16.14126 0.083169 153.366 110.3938 1989-III 178676.8 768.575 16855.88 16.19721 0.086897 156.8455 112.9943 1989-IV 194614.5 784.1105 17269.67 15.82336 0.064961 161.2822 117.3842 1990-I 198855.2 923.0331 19958.5 15.90763 0.068464 164.1519 120.1348 1990-II 211455.4 900.2539 20513.2 16.71167 0.070038 167.3095 122.288 1990-III 205882 746.8235 17191.17 17.044 0.063462 170.0225 122.962 1990-IV 224721.5 690.1309 16416.9 17.10438 0.062236 172.8233 126.6453 1991-I 228975.2 722.2774 17065.91 17.3391 0.06288 176.0437 129.8425 1991-II 240237.5 881.366 20879.44 17.4741 0.063027 178.9431 134.6481 1991-III 241100.3 442.2746 10273.14 17.59558 0.062986 181.2283 136.2004 1991-IV 256722.8 489.3239 11069.29 17.31483 0.062298 184.8392 139.8727 1992-I 261635.1 559.6289 12461.6 17.61241 0.062753 184.2462 144.3851 1992-II 272084.1 429.3186 9571.51 18.10391 0.063002 190.0642 151.3719 1992-III 264532 353.6976 7738.826 18.16917 0.063173 190.2192 158.8175 1992-IV 280610.5 390.519 8438.51 18.79313 0.063014 193.9855 166.004 1993-I 284118.1 586.3897 13192.22 19.78373 0.063196 197.6161 171.2712 1993-II 289838.6 526.7484 12340.76 21.0609 0.062111 199.513 180.0119 1993-III 293957.3 398.2336 9247.061 20.9961 0.062978 200.9453 183.1848 1993-IV 317293.3 518.8582 11914.58 21.39337 0.063628 202.1842 187.7082 1994-I 324912.2 544.9333 12452.63 21.65156 0.071741 204.3965 196.9814 1994-II 338454.5 604.1914 13555.29 21.75106 0.074356 206.3947 203.3033 1994-III 350698.9 436.2286 9567.08 21.61757 0.072659 209.7177 206.4083 1994-IV 370842.6 293.6739 6538.317 22.0328 0.073578 210.9043 210.1829 1995-I 381409.7 224.1911 5052.301 22.95735 0.081388 214.1144 217.4626 1995-II 403741.3 528.7499 12439.73 24.37605 0.070077 219.9335 226.0999 1995-III 408556.8 487.2423 11238.01 24.42861 0.058141 221.2955 238.2602 1995-IV 438918.3 516.1277 11488.02 24.63321 0.094631 222.0162 247.1647 1996-I 468012.2 562.4759 12085.97 24.9354 0.092741 226.8936 260.1898 1996-II 503374.9 921.716 19883.87 25.00481 0.048441 230.6933 270.2464 1996-III 534484.6 1043.542 21924.99 25.25643 0.059984 239.6166 287.3362 1996-IV 584783.7 854.2325 17910.71 25.70144 0.099949 239.5239 298.2328 1997-I 585436.6 793.1277 16704.78 26.68546 0.124278 247.7884 308.3987 1997-II 599274.1 340.814 7284.828 27.25723 0.109189 245.1969 315.898

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Page 1: Quarterly_Macro_Dat.xlsx

Quarterly Macro DataBroad monForeign ex Foreign ex Exchange rInter bank Real GDP Nominal GGDP deflator

Year M R_US R E I Y Yn P1987-I 138011 1375 29261.39 12.98 0.0963 134.4205 81.98756 0.6099331987-II 147040.7 1806.125 38894.82 13.29808 0.072521 136.1216 84.76302 0.623771987-III 147326.4 1792.093 38320.9 13.52157 0.076894 140.0592 87.82741 0.6192531987-IV 160096.5 1860.266 39927.22 13.55253 0.079349 140.7273 89.35284 0.6327781988-I 158286.7 1776.889 36990.24 13.50834 0.07515 143.3456 93.18942 0.6378661988-II 162136 1593.014 34200.5 14.07959 0.091571 145.1503 95.08941 0.6611711988-III 157270.5 957.6194 20150.83 14.29011 0.103489 145.6945 100.4674 0.6821661988-IV 172291.4 915.7429 20373.4 15.45602 0.087861 148.2509 103.1961 0.6971591989-I 175864.9 850.2356 18720.8 15.92847 0.090119 148.5427 106.7385 0.7141751989-II 182066.9 577.8366 12943.43 16.14126 0.083169 153.366 110.3938 0.7220341989-III 178676.8 768.575 16855.88 16.19721 0.086897 156.8455 112.9943 0.724431989-IV 194614.5 784.1105 17269.67 15.82336 0.064961 161.2822 117.3842 0.7233831990-I 198855.2 923.0331 19958.5 15.90763 0.068464 164.1519 120.1348 0.7374421990-II 211455.4 900.2539 20513.2 16.71167 0.070038 167.3095 122.288 0.7435171990-III 205882 746.8235 17191.17 17.044 0.063462 170.0225 122.962 0.7296181990-IV 224721.5 690.1309 16416.9 17.10438 0.062236 172.8233 126.6453 0.7323171991-I 228975.2 722.2774 17065.91 17.3391 0.06288 176.0437 129.8425 0.7374191991-II 240237.5 881.366 20879.44 17.4741 0.063027 178.9431 134.6481 0.7455731991-III 241100.3 442.2746 10273.14 17.59558 0.062986 181.2283 136.2004 0.7518491991-IV 256722.8 489.3239 11069.29 17.31483 0.062298 184.8392 139.8727 0.7617391992-I 261635.1 559.6289 12461.6 17.61241 0.062753 184.2462 144.3851 0.7844151992-II 272084.1 429.3186 9571.51 18.10391 0.063002 190.0642 151.3719 0.7992431992-III 264532 353.6976 7738.826 18.16917 0.063173 190.2192 158.8175 0.8322061992-IV 280610.5 390.519 8438.51 18.79313 0.063014 193.9855 166.004 0.8544741993-I 284118.1 586.3897 13192.22 19.78373 0.063196 197.6161 171.2712 0.8739941993-II 289838.6 526.7484 12340.76 21.0609 0.062111 199.513 180.0119 0.9033051993-III 293957.3 398.2336 9247.061 20.9961 0.062978 200.9453 183.1848 0.9115521993-IV 317293.3 518.8582 11914.58 21.39337 0.063628 202.1842 187.7082 0.9218161994-I 324912.2 544.9333 12452.63 21.65156 0.071741 204.3965 196.9814 0.9568751994-II 338454.5 604.1914 13555.29 21.75106 0.074356 206.3947 203.3033 0.9648981994-III 350698.9 436.2286 9567.08 21.61757 0.072659 209.7177 206.4083 0.9676091994-IV 370842.6 293.6739 6538.317 22.0328 0.073578 210.9043 210.1829 0.99511995-I 381409.7 224.1911 5052.301 22.95735 0.081388 214.1144 217.4626 1.0213261995-II 403741.3 528.7499 12439.73 24.37605 0.070077 219.9335 226.0999 1.0348441995-III 408556.8 487.2423 11238.01 24.42861 0.058141 221.2955 238.2602 1.0895571995-IV 438918.3 516.1277 11488.02 24.63321 0.094631 222.0162 247.1647 1.1123691996-I 468012.2 562.4759 12085.97 24.9354 0.092741 226.8936 260.1898 1.1406151996-II 503374.9 921.716 19883.87 25.00481 0.048441 230.6933 270.2464 1.1855741996-III 534484.6 1043.542 21924.99 25.25643 0.059984 239.6166 287.3362 1.1936381996-IV 584783.7 854.2325 17910.71 25.70144 0.099949 239.5239 298.2328 1.2391211997-I 585436.6 793.1277 16704.78 26.68546 0.124278 247.7884 308.3987 1.2510551997-II 599274.1 340.814 7284.828 27.25723 0.109189 245.1969 315.898 1.2771351997-III 597424.4 213.2408 4875.697 29.63494 0.077105 247.3499 322.5257 1.3026621997-IV 651632.5 1204.56 26910.13 29.93359 0.129542 249.2026 328.5647 1.3360621998-I 668055.9 1950.3 43696.6 30.32722 0.076236 248.7585 337.0171 1.352237

Page 2: Quarterly_Macro_Dat.xlsx

1998-II 703661.7 2297.893 49919.21 30.60446 0.084352 252.7297 352.1905 1.3946111998-III 709875.5 3098.886 65313.13 30.68067 0.082734 252.5331 368.6391 1.4589021998-IV 775967.5 2934.985 60683.2 31.08779 0.092183 255.4434 384.8203 1.5087261999-I 775995.7 2608.157 52865.62 30.7576 0.118754 260.7158 402.3503 1.5549721999-II 821192.1 2762.085 53213.09 30.97474 0.121362 261.0939 415.5457 1.6022021999-III 816641.8 1535.826 28806.74 31.74417 0.108586 267.6968 446.7744 1.6527911999-IV 866394.4 1731.705 34578.73 34.08628 0.114044 271.2084 460.216 1.7050692000-I 904265.8 1578.334 31080.17 34.47486 0.129115 270.5403 482.3135 1.751332000-II 929924.5 1879.251 36612.41 34.76313 0.095432 276.6793 500.7562 1.8113052000-III 931384 1211.353 24584.55 36.74014 0.094382 277.8174 503.8183 1.8089582000-IV 969694.1 534.9517 11580.69 40.41563 0.136771 278.7556 522.7329 1.8761692001-I 1012058 958.8014 20123.44 40.32281 0.154285 284.4098 535.7878 1.9078162001-II 1063574 1248.581 25800.11 40.70044 0.131606 286.1013 555.1928 1.9482212001-III 1071605 1195.906 23966.1 40.86701 0.095701 290.836 578.1702 2.0155022001-IV 1171021 1179.598 25383.27 44.39675 0.101634 290.7621 600.4521 2.0490112002-I 1194351 1263.131 26334.83 44.22209 0.141772 295.6032 621.3453 2.1049182002-II 1196190 840.9968 17716.78 45.65218 0.151736 293.3678 635.227 2.1815932002-III 1200549 671.8333 13818.54 45.4369 0.053665 288.78 644.8826 2.2002562002-IV 1255253 1024.344 20893.6 46.12056 0.083716 291.8428 662.8256 2.26052003-I 1241058 1643.114 32716.14 46.24406 0.094377 291.5902 677.5911 2.3253922003-II 1283629 1688.653 36708.59 51.28786 0.083706 295.2935 696.253 2.3918692003-III 1257141 1480.324 31928.42 52.21707 0.08487 295.8756 713.2963 2.4011962003-IV 1323666 1575.135 33495.38 52.26328 0.098779 298.0435 732.4784 2.4174622004-I 1312268 1590.724 32829.58 51.6146 0.070774 300.8651 747.0238 2.457172004-II 1408846 1401.165 28721.44 51.96267 0.085981 304.4386 756.1956 2.498272004-III 1407819 1067.668 25068.99 58.65849 0.067186 312.7128 763.2283 2.4521292004-IV 1463585 1484.381 34953.45 57.97397 0.119515 314.473 787.1241 2.477972005-I 1473042 1321.701 32280.66 60.45098 0.075479 316.1354 790.3873 2.4870882005-II 1511527 1332.223 33862.56 63.68472 0.097681 323.6224 810.7043 2.523512005-III 1524238 2166.421 52771.35 63.61982 0.081346 320.8399 834.9021 2.5742452005-IV 1637923 3622.156 84842.26 61.18426 0.085834 324.3733 840.2729 2.6391072006-I 1654974 3977.785 90323.93 59.96372 0.046099 322.226 866.359 2.6338012006-II 1767654 4824.055 108156.4 60.16143 0.056013 327.8837 882.6247 2.6981872006-III 1808498 6454.614 138073.2 59.03524 0.061221 330.2604 896.3989 2.7402332006-IV 1942302 8019.925 169977.4 58.90554 0.058435 332.4527 915.4627 2.7679062007-I 1994541 9472.666 193388.8 57.77462 0.025343 330.3349 938.0946 2.8120742007-II 2066750 9703.651 198083.2 58.13975 0.024739 337.0032 960.8929 2.853292007-III 2115883 10039.36 200511 57.44224 0.01045 338.6508 983.5948 2.9103812007-IV 2255008 10757.14 205217.5 57.64549 0.024695 336.5521 993.4462 2.958962

Page 3: Quarterly_Macro_Dat.xlsx

GDP deflatorLM LR_US LR LE LI LY Lyn LP GM GR_US11.83509 7.226209 10.28402 2.56341 -2.340287 4.900973 4.406567 -0.49440611.89846 7.498939 10.56862 2.58762 -2.623883 4.913548 4.439859 -0.471973 0.063376 0.2727311.90041 7.491139 10.55375 2.604286 -2.565324 4.942065 4.475374 -0.479241 0.001941 -0.007811.98353 7.528475 10.59481 2.606573 -2.533903 4.946824 4.492593 -0.457636 0.083127 0.03733511.97216 7.48262 10.51841 2.603307 -2.588271 4.965259 4.534634 -0.449626 -0.011369 -0.04585511.99619 7.373383 10.44 2.644726 -2.390645 4.97777 4.554818 -0.413743 0.024027 -0.10923611.96572 6.86445 9.911001 2.659568 -2.268292 4.981512 4.609833 -0.382482 -0.030469 -0.50893312.05694 6.819736 9.921985 2.737999 -2.432001 4.998906 4.636631 -0.360742 0.09122 -0.04471512.07747 6.745513 9.83739 2.768108 -2.406622 5.000872 4.670382 -0.336628 0.020529 -0.07422212.11213 6.359291 9.468343 2.781378 -2.486879 5.032827 4.704054 -0.325683 0.034658 -0.38622212.09333 6.644538 9.732455 2.784839 -2.443036 5.055261 4.727337 -0.32237 -0.018795 0.28524712.17878 6.66455 9.756707 2.761487 -2.733961 5.083155 4.765452 -0.323816 0.085442 0.02001212.20033 6.827665 9.901411 2.766799 -2.681454 5.100792 4.788615 -0.304568 0.021556 0.16311512.26177 6.802677 9.928824 2.816107 -2.65871 5.119846 4.806379 -0.296363 0.061437 -0.02498812.23506 6.615829 9.752151 2.835798 -2.75731 5.135931 4.811875 -0.315234 -0.026711 -0.18684812.32262 6.536881 9.706066 2.839335 -2.776824 5.15227 4.84139 -0.311542 0.087558 -0.07894812.34137 6.582409 9.744838 2.852964 -2.766521 5.170732 4.866322 -0.304599 0.018752 0.04552812.38938 6.781473 9.94652 2.86072 -2.764192 5.187068 4.902665 -0.293602 0.048014 0.19906412.39297 6.091931 9.237288 2.867648 -2.764841 5.199757 4.914127 -0.28522 0.003585 -0.68954212.45575 6.193025 9.31193 2.851563 -2.775823 5.219486 4.940733 -0.272151 0.062784 0.10109412.47471 6.327274 9.430408 2.868604 -2.768554 5.216273 4.972484 -0.242816 0.018954 0.13424912.51387 6.062199 9.166546 2.896128 -2.764594 5.247362 5.01974 -0.22409 0.03916 -0.26507512.48572 5.868442 8.954005 2.899726 -2.761884 5.248177 5.067756 -0.183675 -0.028149 -0.19375712.54472 5.967477 9.040561 2.933491 -2.764395 5.267783 5.112012 -0.157269 0.059005 0.09903412.55715 6.373985 9.487382 2.98486 -2.761514 5.286326 5.143248 -0.134682 0.012422 0.40650812.57708 6.266723 9.420663 3.047418 -2.778824 5.29588 5.193023 -0.101695 0.019934 -0.10726212.59119 5.987039 9.132061 3.044337 -2.764976 5.303033 5.210495 -0.092606 0.01411 -0.27968412.66758 6.251631 9.385518 3.063081 -2.7547 5.309179 5.234889 -0.08141 0.076392 0.26459212.69131 6.300663 9.429687 3.075078 -2.634693 5.320062 5.283109 -0.044083 0.023728 0.04903312.73215 6.403891 9.514532 3.079662 -2.598888 5.32979 5.314699 -0.035733 0.040835 0.10322812.76768 6.078166 9.166083 3.073507 -2.62198 5.345762 5.329856 -0.032928 0.035538 -0.32572512.82353 5.68247 8.785435 3.092532 -2.609413 5.351404 5.347978 -0.004912 0.05585 -0.39569712.85163 5.412499 8.527599 3.133638 -2.508531 5.366511 5.382027 0.021102 0.028097 -0.26997112.90853 6.270516 9.428651 3.193601 -2.658164 5.393325 5.420977 0.034251 0.0569 0.85801712.92039 6.188761 9.327057 3.195755 -2.844881 5.399499 5.473363 0.085771 0.011857 -0.08175412.99207 6.246354 9.34906 3.204095 -2.357772 5.402751 5.510055 0.106492 0.071682 0.05759313.05625 6.332348 9.399801 3.216288 -2.37795 5.424481 5.561411 0.131568 0.064181 0.08599413.12909 6.826237 9.897664 3.219068 -3.027404 5.441089 5.599334 0.170227 0.072841 0.49388913.18906 6.950376 9.995382 3.229081 -2.813673 5.47904 5.660653 0.177006 0.059968 0.124138

13.279 6.750203 9.793154 3.246547 -2.303097 5.478653 5.697874 0.214402 0.089939 -0.20017213.28011 6.675984 9.72345 3.284119 -2.085234 5.512575 5.731394 0.223988 0.001116 -0.07421913.30347 5.831337 8.893549 3.305319 -2.214676 5.502061 5.755419 0.244619 0.023361 -0.84464713.30038 5.362422 8.492018 3.388954 -2.562593 5.510804 5.776183 0.26441 -0.003091 -0.46891513.38724 7.09387 10.20026 3.398981 -2.04375 5.518266 5.794734 0.289727 0.086853 1.73144813.41213 7.575739 10.68503 3.412046 -2.573919 5.516483 5.820134 0.30176 0.024891 0.481869

Page 4: Quarterly_Macro_Dat.xlsx

13.46405 7.739748 10.81816 3.421146 -2.472754 5.532321 5.864172 0.332615 0.051926 0.16400913.47284 8.038798 11.08695 3.423633 -2.492125 5.531542 5.909818 0.377684 0.008792 0.2990513.56187 7.984458 11.01342 3.436815 -2.383981 5.543001 5.952776 0.411266 0.089021 -0.05434

13.5619 7.866399 10.87551 3.426137 -2.130697 5.563431 5.997323 0.441458 3.64E-05 -0.11805813.61851 7.923741 10.88206 3.433172 -2.108974 5.56488 6.029592 0.471379 0.05661 0.05734213.61296 7.336824 10.26836 3.457709 -2.220215 5.589855 6.102054 0.502465 -0.005557 -0.586918

13.6721 7.456862 10.45099 3.528895 -2.171173 5.602888 6.131696 0.533605 0.05914 0.12003813.71488 7.364125 10.34433 3.54023 -2.047052 5.600421 6.178594 0.560375 0.042783 -0.09273713.74286 7.538628 10.50814 3.548557 -2.349345 5.622859 6.216119 0.594048 0.02798 0.17450313.74443 7.099493 10.10987 3.60387 -2.360407 5.626964 6.222216 0.592751 0.001568 -0.43913513.78474 6.282176 9.357094 3.699217 -1.989448 5.630335 6.259071 0.629232 0.040309 -0.817317

13.8275 6.865684 9.90964 3.696917 -1.868955 5.650416 6.283738 0.645959 0.042761 0.58350813.87715 7.129763 10.15813 3.706239 -2.027942 5.656346 6.319315 0.666917 0.049649 0.26407913.88467 7.08666 10.0844 3.710323 -2.346528 5.67276 6.359868 0.700868 0.007523 -0.04310313.97339 7.072929 10.14185 3.793166 -2.286377 5.672505 6.397683 0.717357 0.088718 -0.0137313.99311 7.141349 10.17865 3.789224 -1.953532 5.689018 6.431887 0.744277 0.019727 0.0684213.99465 6.734588 9.782267 3.821051 -1.885614 5.681427 6.453982 0.780055 0.001539 -0.40676113.99829 6.51001 9.533766 3.816325 -2.924992 5.665665 6.469068 0.788574 0.003637 -0.22457714.04285 6.931807 9.947198 3.831259 -2.480324 5.676215 6.496512 0.815586 0.044558 0.42179714.03147 7.404349 10.39562 3.833933 -2.360463 5.675349 6.518544 0.843889 -0.011373 0.472542

14.0652 7.431686 10.51077 3.937454 -2.480441 5.68797 6.545713 0.872075 0.033727 0.02733714.04435 7.300016 10.37125 3.95541 -2.46664 5.689939 6.569897 0.875967 -0.020851 -0.1316714.09592 7.362096 10.41916 3.956294 -2.31487 5.69724 6.596434 0.882718 0.051565 0.0620814.08727 7.371944 10.39909 3.943805 -2.648269 5.706662 6.616097 0.89901 -0.008648 0.00984814.15828 7.245059 10.2654 3.950526 -2.453633 5.718469 6.6283 0.915599 0.071013 -0.12688514.15755 6.973232 10.12939 4.071732 -2.700288 5.745285 6.637557 0.896957 -0.000729 -0.271827

14.1964 7.302753 10.46177 4.059994 -2.124315 5.750898 6.668386 0.90744 0.038847 0.32952114.20284 7.186675 10.38222 4.101833 -2.583902 5.756171 6.672523 0.911113 0.006441 -0.11607814.22863 7.194604 10.43007 4.153945 -2.326048 5.779577 6.697903 0.925651 0.025791 0.00792914.23701 7.680832 10.87372 4.152925 -2.509048 5.770942 6.727315 0.945556 0.008375 0.48622814.30894 8.194825 11.34855 4.11389 -2.455339 5.781895 6.733727 0.970441 0.071934 0.513993

14.3193 8.28848 11.41116 4.09374 -3.076966 5.775253 6.764299 0.968428 0.010356 0.09365614.38516 8.48137 11.59133 4.097031 -2.882171 5.792659 6.7829 0.99258 0.065868 0.1928914.40801 8.77255 11.83554 4.078135 -2.793262 5.799881 6.798385 1.008043 0.022843 0.2911814.47938 8.989684 12.04342 4.075935 -2.839845 5.806498 6.81943 1.018091 0.071378 0.21713414.50592 9.156166 12.17246 4.05655 -3.675239 5.800107 6.843851 1.033922 0.02654 0.16648114.54149 9.180258 12.19644 4.06285 -3.699375 5.820093 6.867863 1.048473 0.035564 0.02409214.56498 9.214268 12.20862 4.05078 -4.561165 5.82497 6.891214 1.068284 0.023495 0.03401114.62866 9.283325 12.23183 4.054312 -3.701142 5.818753 6.90118 1.084838 0.063681 0.069056

Page 5: Quarterly_Macro_Dat.xlsx

GR GE GI GY Gyn GP

0.284592 0.02421 -0.283596 0.012575 0.033292 0.022433-0.014866 0.016666 0.058559 0.028517 0.035514 -0.0072680.041063 0.002287 0.031422 0.004759 0.017219 0.021605

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-0.084595 0.03011 0.025379 0.001967 0.033751 0.024114-0.369047 0.01327 -0.080257 0.031955 0.033672 0.0109450.264111 0.003461 0.043843 0.022434 0.023284 0.0033130.024253 -0.023352 -0.290925 0.027894 0.038115 -0.0014460.144703 0.005312 0.052508 0.017637 0.023162 0.0192490.027413 0.049308 0.022743 0.019053 0.017765 0.008205

-0.176673 0.019691 -0.098599 0.016085 0.005496 -0.01887-0.046085 0.003536 -0.019515 0.016339 0.029515 0.0036920.038772 0.01363 0.010303 0.018462 0.024932 0.0069430.201682 0.007756 0.002329 0.016336 0.036343 0.010997

-0.709232 0.006928 -0.000649 0.01269 0.011462 0.0083820.074642 -0.016085 -0.010982 0.019729 0.026605 0.0130690.118478 0.01704 0.007269 -0.003213 0.031752 0.029335

-0.263861 0.027524 0.00396 0.031089 0.047255 0.018726-0.212541 0.003598 0.00271 0.000815 0.048016 0.0404150.086556 0.033765 -0.002511 0.019606 0.044256 0.0264060.446821 0.051368 0.002882 0.018543 0.031236 0.022588-0.06672 0.062558 -0.017311 0.009553 0.049775 0.032987

-0.288602 -0.003082 0.013849 0.007153 0.017472 0.0090890.253457 0.018745 0.010276 0.006147 0.024393 0.0111970.044169 0.011996 0.120007 0.010883 0.048221 0.0373270.084845 0.004585 0.035805 0.009729 0.03159 0.00835

-0.348449 -0.006156 -0.023092 0.015972 0.015157 0.002805-0.380648 0.019026 0.012568 0.005642 0.018122 0.028015-0.257836 0.041106 0.100882 0.015106 0.034049 0.0260150.901052 0.059963 -0.149633 0.026815 0.03895 0.013149

-0.101593 0.002154 -0.186717 0.006174 0.052387 0.051520.022002 0.008341 0.487109 0.003252 0.036691 0.020720.050741 0.012193 -0.020177 0.021731 0.051356 0.0250760.497863 0.00278 -0.649454 0.016608 0.037923 0.0386590.097718 0.010013 0.213731 0.037951 0.061319 0.006779

-0.202228 0.017466 0.510576 -0.000387 0.037222 0.037396-0.069704 0.037572 0.217863 0.033922 0.033519 0.009586-0.829901 0.0212 -0.129442 -0.010514 0.024026 0.020632-0.401531 0.083635 -0.347917 0.008742 0.020764 0.01979

1.70824 0.010027 0.518843 0.007462 0.018551 0.0253170.484768 0.013064 -0.53017 -0.001784 0.0254 0.012034

Page 6: Quarterly_Macro_Dat.xlsx

0.133135 0.0091 0.101165 0.015838 0.044039 0.0308550.268787 0.002487 -0.019371 -0.000778 0.045646 0.045069

-0.073526 0.013182 0.108144 0.011459 0.042958 0.033582-0.137914 -0.010678 0.253284 0.02043 0.044547 0.0301920.006551 0.007035 0.021723 0.001449 0.032269 0.029922

-0.613695 0.024537 -0.111241 0.024975 0.072461 0.0310860.182629 0.071186 0.049042 0.013033 0.029642 0.03114

-0.106669 0.011335 0.124121 -0.002467 0.046898 0.026770.163817 0.008327 -0.302293 0.022438 0.037525 0.033672

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