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9 changes: 6 additions & 3 deletions lectures/hansen_singleton_1982_data.csv.yml
Original file line number Diff line number Diff line change
Expand Up @@ -40,9 +40,12 @@ source:
version: >
Ken French research factors, zip header "This file was created using the
202606 CRSP database. The 1-month TBill rate data until 202405 are from
Ibbotson Associates" — read 2026-08-13. FRED series are unversioned and
revisable; the 1959-1978 window used here has been stable across every
check so far (see integrity.upstream).
Ibbotson Associates. Starting from 202406, the 1-month TBill rate is from
ICE BofA US 1-Month Treasury Bill Index." — read 2026-08-13, re-read
unchanged 2026-08-17. The ICE BofA clause is quoted for completeness and
applies to no row here; this file's sample ends in 1978. FRED series are
unversioned and revisable; the 1959-1978 window used here has been stable
across every check so far (see integrity.upstream).
series: >
FRED CNP16OV (civilian noninstitutional population 16+, thousands of
persons, BLS Employment Situation);
Expand Down
13 changes: 8 additions & 5 deletions lectures/hansen_singleton_1983_data.csv.yml
Original file line number Diff line number Diff line change
Expand Up @@ -41,10 +41,13 @@ source:
version: >
Ken French research factors, zip header "This file was created using the
202606 CRSP database. The 1-month TBill rate data until 202405 are from
Ibbotson Associates" — read 2026-08-13. That Ibbotson clause covers the
whole of this file's sample, since it ends in 1978. FRED series are
unversioned and revisable; the 1959-1978 window used here has been stable
across every check so far (see integrity.upstream).
Ibbotson Associates. Starting from 202406, the 1-month TBill rate is from
ICE BofA US 1-Month Treasury Bill Index." — read 2026-08-13, re-read
unchanged 2026-08-17. The Ibbotson clause covers the whole of this file's
sample, since it ends in 1978; the ICE BofA clause is quoted for
completeness and applies to no row here. FRED series are unversioned and
revisable; the 1959-1978 window used here has been stable across every
check so far (see integrity.upstream).
series: >
FRED CNP16OV (civilian noninstitutional population 16+, thousands of
persons, BLS Employment Situation);
Expand Down Expand Up @@ -158,7 +161,7 @@ schema:
- {name: gross_real_return, dtype: float64, description: "gross real monthly return on the aggregate stock market: (1 + (Mkt-RF + RF)/100) divided by gross_inflation_cons. A ratio near 1 (observed 0.865-1.159), not a percentage and not a net return"}
- {name: gross_cons_growth, dtype: float64, description: "gross monthly growth of real per-capita nondurable consumption — the ratio of consecutive months of consumption_per_capita. Observed 0.967-1.033"}
- {name: gross_inflation_cons, dtype: float64, description: "gross month-over-month inflation of the PCE nondurables price deflator (DNDGRG3M086SBEA); the deflator applied to both nominal return legs. Observed 0.995-1.024"}
- {name: consumption_per_capita, dtype: float64, description: "real per-capita nondurable consumption, DNDGRA3M086SBEA / CNP16OV. A LEVEL, and the one column with no interpretable unit: it divides a chain-type index (2017=100) by a population in thousands, so it lands near 2.4e-4 and is meaningful only through its growth rate. Observed 2.14e-4 to 2.66e-4"}
- {name: consumption_per_capita, dtype: float64, description: "real per-capita nondurable consumption, DNDGRA3M086SBEA / CNP16OV. A LEVEL, and the one column with no interpretable unit: it divides a chain-type index (2017=100) by a population in thousands, so it lands near 2.4e-4 and is meaningful only through its growth rate. Observed 2.13e-4 (1960-12-31) to 2.66e-4 (1973-02-28)"}
- {name: gross_real_tbill, dtype: float64, description: "gross real monthly return on one-month Treasury bills: (1 + RF/100) divided by gross_inflation_cons. Observed 0.984-1.008. Exceeded by gross_real_return in only 54% of months, though the mean excess is positive"}
row_count_floor: 239 # exact by design, not a floor with headroom:
# the sample is the paper's 1959:2-1978:12 and
Expand Down
30 changes: 30 additions & 0 deletions manifest-schema.yml
Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,16 @@
#
# The manifests are the source for the generated catalog page (PLAN Phase 2),
# which doubles as the public dataset registry.
#
# COMPLETENESS: this file documents the fields that recur across the corpus. It
# is not a closed schema and nothing validates against it — a dataset whose
# provenance needs a field not shown here should add one rather than distort
# itself to fit, and a field that earns its place in several manifests should
# then be documented back here. Two such extensions are already in wide use and
# are described where they apply: `schema.sheets` for multi-sheet workbooks, and
# `schema.read_as` for the pandas read-kwargs a positional read needs. Adding
# the four `source`/`license` fields below closed the last known gap between
# this file and practice (QuantEcon/data-lectures#85).

# ---------------------------------------------------------------------------
# Identity
Expand All @@ -43,9 +53,23 @@ source:
name: World Bank national accounts data, and OECD National Accounts data files
series: NY.GDP.MKTP.KD.ZG
url: https://data.worldbank.org/indicator/NY.GDP.MKTP.KD.ZG
# Dataset DOI where the source issues one, else null. Prefer a DOI that
# resolves to the DATA deposit; an article DOI is better than nothing, but say
# which it is. In use by 16 of 33 manifests.
doi: null
# The upstream's own version identifier, quoted as the source states it — an
# edition ("Maddison Project Database 2020"), a vintage stamp, or a file
# header. Null where the source is genuinely unversioned; say so rather than
# inventing a version. In use by 10.
version: null
citation: >
World Bank, World Development Indicators, series NY.GDP.MKTP.KD.ZG
(GDP growth, annual %).
# Anything a reader must know before trusting these bytes that the fields
# above cannot carry — most often that the file is NOT what its name or its
# cited paper implies. Where that is the case, say it here AND at the top of
# the manifest. In use by 20.
note: null

license:
name: CC BY-4.0
Expand All @@ -61,6 +85,12 @@ license:
# date is not evidence. P1 found the
# authority is often not the project
# homepage but its Zenodo/DOI record.
# What `redistribution` rests on, whenever that is anything less obvious than
# a named public licence: a split answer across providers, an inherited
# exposure, a term found only in prose, or a reasoned judgement about what is
# actually published here. A bare `permitted` beside a `name: null` is the
# case that most needs this field. In use by 16.
note: null

retrieved: 2024-04-10 # ISO date the bytes were obtained, or
# null for inherited-undated files —
Expand Down
9 changes: 9 additions & 0 deletions requirements.txt
Original file line number Diff line number Diff line change
@@ -1,4 +1,13 @@
wbgapi==1.0.12
pandas==2.3.3 # imported by 9 of the 10 builders — every one except
# builders/business_cycle.py. Pinned so an
# integrity.upstream.status of `verified` names a
# reproducible environment rather than whatever python is
# ambient (QuantEcon/data-lectures#85). This is the
# version both hansen builders were verified against on
# 2026-08-13; they also reproduce byte-identically under
# 3.0.5, so the pin records the measurement rather than
# guarding a known sensitivity.
PyYAML==6.0.3 # scripts/build_catalog.py — parse the sidecar manifests
scipy==1.16.3 # builders/NEWQDATA.py — loadmat, the only way to read a
# MATLAB 5.0 .MAT; pandas cannot
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