Romer and Romer (2004)
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ABCDEFGHIJKLMNOPQR
1
DATERESIDDFFDTARGRESIDFPCIPNSAPCWCPPCPPINSAPCCPINSAPCPCEGSALNIPNSALNPPINSALNWCPSUMSHCKFFSUMDTARGSUMSHCKF
2
Jan-660.000000NA0.00000.000000NANANANANA3.7039903.5496173.4534740.0000004.420.00000.000000
3
Feb-660.0000000.180.00000.0000000.0276620.0163170.0057310.0029630.0041593.7316523.5553483.4697900.0000004.600.00000.000000
4
Mar-660.0000000.050.00000.0000000.0198740.0080600.0000000.0059000.0024513.7515263.5553483.4778500.0000004.650.00000.000000
5
Apr-660.0000000.020.00000.000000-0.0015750.0009260.0000000.0058650.0033773.7499513.5553483.4787760.0000004.670.00000.000000
6
May-660.0000000.230.00000.0000000.007054-0.0142900.0000000.0000000.0011973.7570053.5553483.4644850.0000004.900.00000.000000
7
Jun-660.0000000.270.00000.0000000.0224460.0105820.0000000.0000000.0024343.7794513.5553483.4750670.0000005.170.00000.000000
8
Jul-660.0000000.130.00000.000000-0.0639780.0015470.0056980.0058310.0019873.7154733.5610463.4766140.0000005.300.00000.000000
9
Aug-660.0000000.230.00000.0000000.035254-0.0209280.0056660.0029030.0038753.7507273.5667123.4556860.0000005.530.00000.000000
10
Sep-660.000000-0.130.00000.0000000.045414-0.0216980.0056340.0028940.0032033.7961413.5723463.4339870.0000005.400.00000.000000
11
Oct-660.0000000.130.00000.0000000.010477-0.004526-0.0028130.0028860.0026253.8066183.5695333.4294610.0000005.530.00000.000000
12
Nov-660.0000000.230.00000.000000-0.0271670.0006480.0000000.0028780.0015283.7794513.5695333.4301090.0000005.760.00000.000000
13
Dec-660.000000-0.360.00000.000000-0.0255800.005812-0.002821-0.0028780.0021353.7538713.5667123.4359210.0000005.400.00000.000000
14
Jan-670.000000-0.460.00000.0000000.006259-0.0074330.0028210.000000-0.0000873.7601303.5695333.4284880.0000004.940.00000.000000
15
Feb-670.0000000.060.00000.0000000.010261-0.004551-0.0028210.0000000.0011753.7703903.5667123.4239370.0000005.000.00000.000000
16
Mar-670.000000-0.470.00000.000000-0.001522-0.005555-0.0028290.0028780.0006963.7688683.5638833.4183820.0000004.530.00000.000000
17
Apr-670.000000-0.480.00000.0000000.005638-0.007234-0.0028370.0028690.0016933.7745073.5610463.4111480.0000004.050.00000.000000
18
May-670.000000-0.110.00000.000000-0.0081570.0055950.0056660.0028610.0019943.7663503.5667123.4167430.0000003.940.00000.000000
19
Jun-670.0000000.040.00000.0000000.0226240.0052370.0084390.0028530.0033283.7889743.5751513.4219800.0000003.980.00000.000000
20
Jul-670.000000-0.190.00000.000000-0.068063-0.0144690.0027970.0056820.0032743.7209113.5779483.4075110.0000003.790.00000.000000
21
Aug-670.0000000.110.00000.0000000.053366-0.015018-0.0027970.0028290.0030923.7742773.5751513.3924930.0000003.900.00000.000000
22
Sep-670.0000000.090.00000.0000000.0288240.0090380.0027970.0028210.0029973.8031013.5779483.4015310.0000003.990.00000.000000
23
Oct-670.000000-0.110.00000.0000000.0062690.0115950.0000000.0028130.0028603.8093703.5779483.4131260.0000003.880.00000.000000
24
Nov-670.0000000.250.00000.000000-0.0037300.0153620.0000000.0028050.0033623.8056403.5779483.4284880.0000004.130.00000.000000
25
Dec-670.0000000.380.00000.000000-0.017368-0.0117460.0055710.0027970.0015713.7882723.5835193.4167430.0000004.510.00000.000000
26
Jan-680.0000000.090.00000.0000000.0020120.0071940.0027740.0027890.0046553.7902853.5862933.4239370.0000004.600.00000.000000
27
Feb-680.0000000.110.00000.0000000.0257340.0263680.0055250.0027820.0041293.8160193.5918183.4503050.0000004.710.00000.000000
28
Mar-680.0000000.340.00000.0000000.008920-0.0019060.0000000.0055400.0031483.8249393.5918183.4483990.0000005.050.00000.000000
29
Apr-680.0000000.710.00000.000000-0.005207-0.0455360.0000000.0027590.0031393.8197323.5918183.4028630.0000005.760.00000.000000
30
May-680.0000000.350.00000.0000000.014091-0.0083540.0054950.0027510.0037123.8338243.5973123.3945080.0000006.110.00000.000000
31
Jun-680.000000-0.040.00000.0000000.0257480.0020110.0054640.0054790.0031593.8595713.6027773.3965200.0000006.070.00000.000000
32
Jul-680.000000-0.050.00000.000000-0.065971-0.0158650.0027210.0027290.0031073.7936003.6054983.3806540.0000006.020.00000.000000
33
Aug-680.0000000.010.00000.0000000.029483-0.009916-0.0027210.0027210.0040873.8230823.6027773.3707380.0000006.030.00000.000000
34
Sep-680.000000-0.250.00000.0000000.0390360.0109370.0054350.0027140.0035373.8621183.6082123.3816750.0000005.780.00000.000000
35
Oct-680.0000000.130.00000.0000000.0035470.0010190.0000000.0054050.0044243.8656653.6082123.3826940.0000005.910.00000.000000
36
Nov-680.000000-0.090.00000.000000-0.0047040.0121500.0054050.0026920.0034683.8609613.6136173.3948440.0000005.820.00000.000000
37
Dec-680.0000000.200.00000.000000-0.0290210.0056870.0000000.0026850.0021563.8319403.6136173.4005300.0000006.020.00000.000000
38
Jan-690.0000000.280.00000.0000000.0096390.0194890.0053760.0026770.0039353.8415793.6189933.4200190.0000006.300.00000.000000
39
Feb-690.0000000.310.00000.0000000.0296220.0039180.0000000.0026700.0025473.8712013.6189933.4239370.0000006.610.00000.000000
40
Mar-69-0.2452650.18-0.12500.0297680.0127310.0022780.0053480.0079680.0047133.8839323.6243413.426215-0.2452656.79-0.12500.029768
41
Apr-690.4047820.620.75001.279450-0.0090500.0161240.0000000.0052770.0044113.8748823.6243413.4423390.1595167.410.62501.309217
42
May-690.2039401.260.1250-0.251287-0.0021820.0105010.0079680.0026280.0041933.8727003.6323093.4528410.3634568.670.75001.057930
43
Jun-69-0.0202050.230.00000.4228100.0317750.0113320.0052770.0078430.0049293.9044753.6375863.4641720.3432518.900.75001.480741
44
Jul-690.180707-0.290.12500.675396-0.061523-0.0078550.0052490.0026010.0044313.8429523.6428363.4563170.5239588.610.87502.156137
45
Aug-690.3094240.580.25000.1738900.0385920.009732-0.0026210.0025940.0028383.8815433.6402143.4660480.8333829.191.12502.330027
46
Sep-690.029008-0.040.0000-0.3478570.030640-0.0097320.0026210.0051680.0043213.9121833.6428363.4563170.8623899.151.12501.982170
47
Oct-690.087546-0.150.0000-0.338315-0.0010400.0059760.0052220.0025740.0034433.9111433.6480573.4622920.9499369.001.12501.643855
48
Nov-69-0.005086-0.150.0000-0.112943-0.0292280.0074980.0077820.0051280.0042873.8819143.6558403.4697900.9448498.851.12501.530913
49
Dec-690.0646870.120.0000-0.326398-0.0341100.0062050.0051550.0051020.0046563.8478043.6609943.4759961.0095368.971.12501.204515
50
Jan-70-0.1601880.01-0.25000.712192-0.0156260.0104620.0051280.0025410.0035553.8321793.6661223.4864570.8493488.980.87501.916707
51
Feb-70-0.3599480.00-0.5000-0.6617270.0246700.0057990.0000000.0050630.0040803.8568493.6661223.4922560.4894008.980.37501.254980
52
Mar-70-0.139501-1.22-0.1875-0.6768070.0026800.0054630.0025540.0025220.0025323.8595293.6686773.4977190.3498997.760.18750.578173
53
Apr-70-0.1446780.340.00000.831902-0.0070440.007238-0.0051150.0075280.0049693.8524853.6635623.5049570.2052218.100.18751.410074
54
May-700.300136-0.160.1250-0.5576060.000467-0.0036120.0025610.0024970.0031223.8529523.6661223.5013440.5053567.940.31250.852468
55
Jun-70-0.179523-0.34-0.2500-0.0626080.020122-0.0087840.0025540.0049750.0025433.8730743.6686773.4925600.3258337.600.06250.789860
56
Jul-70-0.242591-0.39-0.2500-0.696659-0.060076-0.0030470.0050890.0024780.0037093.8129983.6737663.4895130.0832427.21-0.18750.093201
57
Aug-70-0.482565-0.60-0.5000-0.3230810.032501-0.003362-0.0050890.0024720.0026783.8454993.6686773.486151-0.3993236.61-0.6875-0.229881
58
Sep-70-0.272409-0.32-0.1875-0.6511020.0219450.0024460.0050890.0024660.0045483.8674443.6737663.488598-0.6717326.29-0.8750-0.880983
59
Oct-70-0.008900-0.09-0.1250-0.369836-0.023336-0.0070500.0025350.0049140.0049753.8441083.6763013.481548-0.6806326.20-1.0000-1.250819
60
Nov-70-0.346168-0.60-0.6250-0.466072-0.0273410.0018440.0050510.0048900.0039483.8167673.6813513.483392-1.0268015.60-1.6250-1.716891
61
Dec-70-0.228955-0.70-0.3750-0.546970-0.009393-0.0006140.0000000.0024360.0044873.8073733.6813513.482777-1.2557564.90-2.0000-2.263861
62
Jan-71-0.681540-0.76-0.5000-0.3126890.0127320.0006140.0075280.0024300.0021073.8201053.6888793.483392-1.9372964.14-2.5000-2.576549
63
Feb-71-0.024915-0.42-0.1250-0.9647210.025693-0.0055420.0049880.0024240.0028763.8457983.6938673.477850-1.9622113.72-2.6250-3.541270
64
Mar-71-0.065341-0.010.12500.1996540.0016230.0055420.0024840.0072380.0031983.8474203.6963513.483392-2.0275513.71-2.5000-3.341616
65
Apr-710.4605800.440.37500.1161020.0017270.0055110.0000000.0047960.0039193.8491473.6963513.488903-1.5669714.15-2.1250-3.225514
66
May-710.0025550.480.2500-0.0285520.007046-0.0042840.0049510.0047730.0041593.8561933.7013023.484619-1.5644164.63-1.8750-3.254066
67
Jun-710.3429640.280.6250-0.6662570.026154-0.0033790.0024660.0047510.0045043.8823473.7037683.481240-1.2214524.91-1.2500-3.920323
68
Jul-71-0.1170330.400.1250-0.481758-0.0672310.0033790.0000000.0023670.0030763.8151163.7037683.484619-1.3384855.31-1.1250-4.402080
69
Aug-710.0000000.250.00000.0000000.033456-0.0080050.0024600.0000000.0028143.8485723.7062283.476614-1.3384855.56-1.1250-4.402080
70
Sep-710.000000-0.01-0.25000.0000000.044656-0.025992-0.0024600.0000000.0014043.8932273.7037683.450622-1.3384855.55-1.3750-4.402080
71
Oct-71-0.321617-0.35-0.1250-0.7989820.005001-0.0038140.0000000.0023610.0016183.8982283.7037683.446808-1.6601025.20-1.5000-5.201062
72
Nov-71-0.341615-0.29-0.3750-0.303479-0.019059-0.0015940.0024600.0000000.0020453.8791693.7062283.445214-2.0017174.91-1.8750-5.504541
73
Dec-71-0.919933-0.77-0.6250-1.458305-0.0274270.0170780.0073440.0047060.0039713.8517423.7135723.462292-2.9216504.14-2.5000-6.962846
74
Jan-72-0.234178-0.64-0.31250.1115580.0345940.0201780.0048660.0000000.0041333.8863363.7184383.482470-3.1558283.50-2.8125-6.851288
75
Feb-72-0.085533-0.210.00000.4264660.0315300.0070430.0048430.0046840.0040103.9178663.7232813.489513-3.2413613.29-2.8125-6.424822
76
Mar-720.2515230.540.31250.3139430.0107590.0253100.0000000.0023340.0015223.9286243.7232813.514824-2.9898373.83-2.5000-6.110879
77
Apr-72-0.1042100.340.1250-0.3720610.0128800.007411-0.0024180.0023280.0016963.9415043.7208623.522234-3.0940474.17-2.3750-6.482940
78
May-72-0.1149260.100.3125-0.560814-0.000097-0.0026620.0048310.0023230.0021163.9414073.7256933.519573-3.2089734.27-2.0625-7.043754
79
Jun-72-0.0498540.190.1250-0.1511560.021936-0.0077290.0048080.0023170.0016543.9633433.7305013.511844-3.2588274.46-1.9375-7.194911
80
Jul-720.0000000.090.00000.000000-0.063130-0.0026890.0071680.0023120.0035813.9002143.7376703.509155-3.2588274.55-1.9375-7.194911
81
Aug-720.0000000.250.12500.0000000.0462880.0219010.0000000.0023070.0029743.9465023.7376703.531055-3.2588274.80-1.8125-7.194911
82
Sep-720.0000000.070.18750.0000000.0355140.0325440.0023780.0045980.0045323.9820153.7400483.563600-3.2588274.87-1.6250-7.194911
83
Oct-720.0000000.170.12500.0000000.0169370.035355-0.0047620.0022910.0012173.9989533.7352863.598955-3.2588275.04-1.5000-7.194911
84
Nov-720.0358040.020.12500.338954-0.0025520.0176230.0071340.0045660.0029833.9964013.7424203.616578-3.2230235.06-1.3750-6.855957
85
Dec-72-0.0265340.270.2500-0.038889-0.0147210.0695480.0094340.0000000.0032853.9816803.7518543.686126-3.2495575.33-1.1250-6.894845
86
Jan-730.2794700.610.50000.3810760.0071010.0743770.0116690.0045450.0031713.9887803.7635233.760502-2.9700885.94-0.6250-6.513770
87
Feb-730.2253610.640.31250.8295320.0343010.0726940.0138250.0090290.0051484.0230813.7773483.833196-2.7447276.58-0.3125-5.684238
88
Mar-730.0644380.510.1250-0.2354460.0027170.0440280.0158910.0111730.0071644.0257983.7932393.877224-2.6802897.09-0.1875-5.919684
89
Apr-73-0.0628710.030.18750.402562-0.0071650.0006210.0067340.0088500.0075184.0186333.7999743.877846-2.7431607.120.0000-5.517121
90
May-730.3169680.720.50000.3886250.0067550.0741670.0066890.0065860.0048134.0253873.8066623.952013-2.4261917.840.5000-5.128496
91
Jun-730.4093720.650.50001.2970540.0214460.1020310.0088500.0065430.0057254.0468343.8155124.054043-2.0168198.491.0000-3.831442
92
Jul-730.1151461.910.25000.339137-0.0494770.0459520.0022000.0021720.0036653.9973563.8177124.099995-1.90167310.401.2500-3.492305
93
Aug-730.3176120.100.25000.7826210.0180350.0708470.0324350.0193350.0114754.0153923.8501484.170843-1.58406110.501.5000-2.709684
94
Sep-73-0.5707470.28-0.3750-0.9859640.035245-0.054410-0.0042640.0000000.0039384.0506363.8458834.116432-2.15480710.781.1250-3.695648
95
Oct-73-0.848027-0.77-0.7500-0.0842580.0126820.0047170.0000000.0084750.0057484.0633183.8458834.121149-3.00283410.010.3750-3.779905
96
Nov-73-0.0949720.020.0000-0.250679-0.0088070.0156170.0042640.0063090.0080764.0545123.8501484.136765-3.09780610.030.3750-4.030585
97
Dec-73-0.165077-0.08-0.62500.181543-0.0332220.0731380.0126850.0083510.0082674.0212903.8628334.209903-3.2628839.95-0.2500-3.849042
98
Jan-74-0.206405-0.30-0.3750-0.743541-0.0039880.0411600.0289880.0082820.0094064.0173023.8918204.251063-3.4692889.65-0.6250-4.592583
99
Feb-740.201201-0.68-0.12500.4138420.0153980.0388480.0182010.0143300.0115484.0327003.9100214.289911-3.2680878.97-0.7500-4.178742
100
Mar-740.7328600.380.68751.0333320.004387-0.0125510.0059940.0121210.0114794.0370863.9160154.277360-2.5352279.35-0.0625-3.145410
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DATA BY MONTH (original)
DATA BY MEETING (original)
Validation matrix
Validation residuals
Monthly validation
Date
FFR changes
FFR
new - DATA BY MEETING
New data matrix
All data matrix
All data coefficients
new - monthly series
Graphs