This file: readme.txt

Date: 11/19/2008

Paper: "Euler Equation Errors" RED-08-106
Auhtors: Martin Lettau and Sydney Ludvigson
Editor: Narayana Kocherlakota

Note: All files are written for GAUSS.  See Appendix in paper for detailed data description.

FigureX.g: Reproduces results reported in Figure X
TableX.g: Reproduces results reported in Table X

"data" directory
data.dat: main data file containing consumption and return data
deflator.dat: implicit price deflator
FF6.dat: Portfolio returns from Kenneth French website
nberdates.dat: NBER recession indicator