Robert Shimer's Data
Anyone is free to download
the data and use it in his/her own research, as long as he/she includes the
following statement: “This data was constructed by Robert Shimer. For additional details, please see his webpage,
http://home.uchicago.edu/~shimer/data/mmm/.”
My slides are available here.
This page displays the data
used during my plenary talk at the Midwest Macro Meetings, May 21, 2005. I offer it in two formats, depending on
whether you want to reconstruct the data and see the source code or simply look
at the results.
Main results
(for details on the methodology, see Reassessing the Ins and Outs of Unemployment.)
All data are quarterly. 1951 is the first quarter of 1951, 1951.25 is
the second quarter, etc.
Original
Data and Source Codes
The original data and source
codes are compressed in .zip files.
Uncompress the files and look at the readme for more instructions. The source code is written in Mathematica. You will need
this commercial program to replicate the results; however, the source code
should be readable using the free Mathematica viewer, Mathreader.
Job Finding and Separation Rates. Unemployment and Vacancy (Help-Wanted
Advertising) Rates.
Output per Worker and Compensation per Worker.
The data collection was
supported by the National Science Foundation under Grants 9709881, 0079345,
and 0351352.
Any opinions, findings, and conclusions or recommendations expressed in this
material are those of the author(s) and do not necessarily reflect the views of
the National Science Foundation.
Last revised: May 23, 2005.
©Robert Shimer, 2005