cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.3886/icpsr01303.v1
title: Ration Pricing Explanation for the Failure of the CAPM
title: Version 1

description: Many authors have found that the capital asset pricing model (CAPM) does not explain stock returns -- possibly because it is only a special case of Merton's (1973) intertemporal CAPM under the assumption of constant investment opportunities (e.g., a constant expected equity premium). This paper explains the progress that has been made by dropping the assumption that expected returns are constant. First, the evidence on the predictability of returns is summarized. Then, an example from Campbell (1993) is used to show how time-varying expected returns can lead to the rejection of the CAPM.
description: Datasets: 
 
 DS1: Dataset
description: Files submitted are the data file 0405hgd.xls and the program file 0405hgp.txt. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
DOI: 10.3886/icpsr01304.v1
title: The Timeline of Presidential Election Campaigns
title: Version 1

description: The research addresses the evolution of electoral sentiment over the campaign cycle. The researchers translate general arguments about the role of election campaigns into a set of formal, statistical expectations, then outline an empirical analysis and examine trial-heat poll results for the 15 United States presidential elections between 1944 and 2000. The analysis focuses specifically on two questions. First, to what extent does the observable variation in aggregate poll results represent real movement in electoral preferences (if the election were held the day of the poll) as opposed to mere survey error? Second, to the extent polls register true movement of preferences owing to the shocks of campaign events, do the effects last or do they decay? Answers to these questions tell us whether and the extent to which campaign events have effects on preferences and whether these effects persist until Election Day. The answers thus inform about whether campaigns have any real impact on the final election outcome.
description: Datasets: 
 
 DS1: Dataset
description: The files submitted are WlezienErikson2002.xls, an EXCEL file containing daily trial-heat poll data for the 15 presidential elections between 1944 and 2000, inclusive and a codebook, WlezienErikson2002codebook.doc. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
DOI: 10.3886/icpsr01305.v1
title: Dilemmas of Democracy in the Open Economy: Lessons From Latin America
title: Version 1

description: Scholars have usually understood the problem of democratic consolidation in terms of the creation of mechanisms that make possible the avoidance of populist excesses, polarized conflicts, or authoritarian corporatist inclusion that undermined free politics in much of postwar Latin America. This article makes the case that, under contemporary liberal economic conditions, the nature of the challenge for democratization has changed in important ways. Earlier problems of polarization had their roots in the long-present statist patterns of economic organization. By contrast, under free market conditions, democratic consolidation faces a largely distinct set of challenges: the under-articulation of societal interests, pervasive social atomization, and socially uneven political quiescence founded in collective action problems. These can combine to undermine the efficacy of democratic representation, and consequently, regime legitimacy. The article utilizes data from the Latin American region since the 1970s on development, economic reform, and individual and collective political participation to show the effects of a changing state-economy relationship on the consolidation of democratic politics.
description: Datasets: 
 
 DS1: Dataset
description: Files submitted are the data file kurtzdilemmasofdemocracy.dta and the codebook kurtzdilemmasofdemocracydescription.doc. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
DOI: 10.3886/icpsr01306.v1
title: Testing the Expectations Hypothesis: Some New Evidence for Japan
title: Version 1

description: The deregulation of the Japanese financial markets and the adoption of an interest rate policy instrument by the Bank of Japan prompted a number of empirical investigations of the expectation hypothesis (EH) of the term structures of interest rates in Japan. This paper is a continuation of this research. It deviates from the previous work on the EH in Japan in two respects. First, it tests the EH by estimating a general vector autoregression (VAR) of the long-term and short-term rates and testing the restrictions implied by the EH on the VAR using a Lagrange multiplier test. Second, the issue of stationarity of interest rates is considered. The paper not only considers the possibility that Japanese interest rates are nonstationary, but also analyzes the implications of nonstationarity for the EH.
description: Datasets: 
 
 DS1: Dataset
description: (1) Files submitted are the data files 0409dtd.wf1 and 0409dtd.txt and the program file 0409dtp.txt. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr02903.v1
title: Israeli Election Study, 1996
title: Version 1

description: This election study was carried out in one panel, during May 1-27, 1996, days before the elections for the 14th Knesset (the Israeli Parliament) and for prime minister. The study investigated attitudes toward issues on the national agenda, including the peace process, religion versus state, the new method for electing the prime minister, evaluation of parties and candidates, political trends, and electoral behavior of the respondents and respondents' families.
description: Datasets: 
 
 DS1: Dataset
description: Israeli Election Study Series
description: The field work was carried out by Modi'In Ezrachi Research Institute.
This collection has not been processed by ICPSR staff. ICPSR is distributing the data and documentation for this collection in essentially the same form in which they were received. When appropriate, hardcopy documentation has been converted to machine-readable form and variables have been recoded to ensure respondents' anonymity.
description: Representative sample of the population of Israel in 1996.
DOI: 10.3886/icpsr02904.v1
title: Uniform Crime Reporting Program Data [United States]: Offenses Known and Clearances by Arrest, 1998
title: Version 1

description: Since 1930, the Federal Bureau of Investigation has compiled the Uniform Crime Reports (UCR) to serve as periodic nationwide assessments of reported crimes not available elsewhere in the criminal justice system. Law enforcement agencies contribute reports either directly or through their state reporting programs. Each year, this information is reported in four types of files: (1) Offenses Known and Clearances by Arrest, (2) Property Stolen and Recovered, (3) Supplementary Homicide Reports (SHR), and (4) Police Employee (LEOKA) Data. The Offenses Known and Clearances by Arrest data files include monthly data on the number of Crime Index offenses reported and the number of offenses cleared by arrest or other means. The counts include all reports of Index Crimes (excluding arson) received from victims, officers who discovered infractions, or other sources.
description: ICPSR data undergo a confidentiality review and are altered when necessary to limit the risk of disclosure. ICPSR also routinely creates ready-to-go data files along with setups in the major statistical software formats as well as standard codebooks to accompany the data. In addition to these procedures, ICPSR performed the following processing steps for this data collection: Performed consistency checks.; Checked for undocumented or out-of-range codes..
description: Datasets: 
 
 DS1: Dataset
description: Uniform Crime Reporting Program Data Series
description: Starting with the year 1998, each of the four parts of the UCR data collection archived by ICPSR is released as a separate study under its own study number. Offenses Known and Clearances by Arrest data for the years 1975-1997 can be found in UNIFORM CRIME REPORTING PROGRAM DATA: [UNITED STATES] (ICPSR 9028).
description: Index crimes reported by law enforcement agencies in the United States.
DOI: 10.3886/icpsr01307.v1
title: Increasing Importance of Proximity for Exports From U.S. States
title: Version 1

description: Changes in income, trade policies, transportation costs, technology, and many other variables affect the geographic pattern of international trade flows. This paper focuses on the changing geography of merchandise exports from individual U.S. states to foreign countries. Generally speaking, the geographic distribution of state exports has changed so that trade has become more intense with nearby countries relative to distant countries. All states, however, did not experience similar changes. As measured by the distance of trade, which is the average distance that a state's international trade is transported, 40 states experienced a declining distance of trade, while 11 states (including Washington, DC) experienced an increasing distance of trade. Evidence, albeit far from definitive, suggests that declining transportation costs over land, the implementation of the North American Free Trade Agreement, and faster income growth by nearby trading partners relative to distant partners have contributed to the changing geography of state exports.
description: Datasets: 
 
 DS1: Dataset
description: (1) The files are 0411ccp.txt, the program file, and 0411ccd.exe, the data file. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01308.v1
title: Monetary Policy and Asset Prices: A Look at Past U.S. Stock Market Booms
title: Version 1

description: This article examines the economic environments in which past U.S. stock market booms occurred as a first step toward understanding how asset price booms come about and whether monetary policy should be used to defuse booms. The authors identify several episodes of sustained rapid rises in equity prices in the 19th and 20th centuries, and then assess the growth of real output, productivity, the price level, and money and credit stocks during each episode. Two booms stand out in terms of their length and rate of increase in market prices -- the booms of 1923-1929 and 1994-2000. In general, the authors find that booms occurred in periods of rapid real growth and productivity advancement, suggesting that booms are driven at least partly by fundamentals. They find no consistent relationship between inflation and stock market booms, though booms have typically occurred when money and credit growth were above average.
description: Datasets: 
 
 DS1: Dataset
description: (1) The file submitted is data file 0411dwd.xls. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01309.v1
title: What Does the Federal Reserve's Economic Value Model Tell Us About Interest Rate Risk at United States Community Banks?
title: Version 1

description: The savings and loan crisis of the 1980s revealed the vulnerability of some depository institutions to changes in interest rates. Since that episode, United States bank supervisors have placed more emphasis on monitoring the interest rate risk of commercial banks. Economists at the Board of Governors of the Federal Reserve System developed a duration-based economic value model (EVM) designed to estimate the interest rate sensitivity of banks. The authors test whether measures derived from the Federal Reserve's EVM are correlated with the interest rate sensitivity of United States community banks. The answer to this question is important because bank supervisors rely on EVM measures for monitoring and risk-scoping bank-level interest rate sensitivity. The authors find that the Federal Reserve's EVM is indeed correlated with banks' interest rate sensitivity and conclude that supervisors can rely on this tool to help assess a bank's interest rate risk. These results are consistent with prior research that finds the average interest rate risk at banks to be modest, although the potential interaction between interest rate risk and other risk factors is not considered here.
description: Datasets: 
 
 DS1: Dataset
description: (1) The file submitted is 0411gsp.sas, a program file. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01310.v1
title: Discrete Policy Changes and Empirical Models of the Federal Funds Rate
title: Version 1

description: Empirical models of the federal funds rate almost uniformly use the quarterly or monthly average of the daily rates. One empirical question about the federal funds rate concerns the extent to which monetary policymakers smooth this interest rate. Under the hypothesis of rate smoothing, policymakers set the interest rate this period equal to a weighted average of the rate inherited from the previous quarter and the rate implied by current economic conditions, such as the Taylor rule rate. Perhaps surprisingly, however, little attention has been given to measuring the interest rate inherited from the previous quarter. Previous tests for interest rate smoothing have assumed that the quarterly or monthly average from the previous period is the inherited rate. The authors of this study, in contrast, suggest that the end-of-quarter level of the target federal funds rate is the inherited rate, and empirical tests support this proposition. The authors show that this alternative view of the rate inherited from the past affects empirical results concerning interest rate smoothing, even in relatively rich models that include regime switching.
description: Datasets: 
 
 DS1: Dataset
description: (1) The files submitted are 0411mdp.txt, program file, and 0411mdd.txt, the data file. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01311.v1
title: Incidence and Timing of PAC Contributions to Incumbent U.S. House Members, 1993-1994
title: Version 1

description: We study how donor and recipient characteristics affect the incidence and timing of PAC contributions to incumbent members of the U.S. House of Representatives during the 1993-94 election cycle. We contribute to the campaign finance literature by modeling the timing of contributions, which is important because timing affects the perception of political actors about the competitiveness of elections and the loci of power among members of Congress, interest groups, and between members of Congress and interest groups. We estimate split population event history models to compare and contrast determinants of whether and when contributions are made across various types and sizes of PACs.
description: Datasets: 
 
 DS1: Dataset
description: The file submitted is LSQData.zip, which when opened contains the data in Stata format with the Stata program files and logs. There is also a README.txt with a full description of the files.
These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
DOI: 10.3886/icpsr01312.v1
title: Stock Return and Interest Rate Risk at Fannie Mae and Freddie Mac
title: Version 1

description: Fannie Mae and Freddie Mac are government-sponsored enterprises (GSEs) with the stated objective of promoting home ownership by improving the availability of mortgage financing for private households. These enterprises engage in two separate and distinct lines of business: (1) assembling and marketing pools of mortgages on which they guarantee the timely payments of principal and interest and (2) purchasing mortgage assets for their own portfolio, mostly funded with debt securities. This article examines the sensitivity of the returns on GSEs' shares to realizations of interest rate risk. The study shows that the market value of Fannie Mae and Freddie Mac's equity is vulnerable to increases in short-term interest rates and changes in the term spread (the difference between the long-term and short-term interest rates).
description: Datasets: 
 
 DS1: Dataset
description: (1) The file submitted is the program file 0501fsp.prg. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01314.v1
title: Evidence on Wage Inequality, Worker Education and Technology
title: Version 1

description: The rise in United States wage inequality over the past two decades is commonly associated with an increase in the use of "skill-biased" technologies (e.g., computer equipment) in the workplace, yet relatively few studies have attempted to measure the direct link between the two. This paper explores the relationship among inequality, worker education levels, and workplace computer usage using a sample of 230 United States industries between 1983 and 2002. The results generate two primary conclusions: First, this rising inequality in the United States has been caused predominantly by increasing wage dispersion within industries rather than between industries. Second, within-industry inequality is strongly tied to both the frequency of computer usage among workers and the fraction of total employment with a college degree. Both results lend support to the idea that skill-biased technological change has been an important element in the rise of United States wage inequality.
description: Datasets: 
 
 DS1: Dataset
description: The file submitted is 0505cwpd.zip which contains program and data files, with a README.txt file with a full description.
These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.
DOI: 10.3886/icpsr01315.v1
title: Monetary Policy and Commodity Futures
title: Version 1

description: This paper constructs daily measures of the real interest rate and expected inflation using commodity futures prices and the term structure of Treasury yields. We find that commodity futures markets respond to surprise increases in the federal funds rate target by raising the inflation rate expected over the next three to nine months. There is no evidence that the real interest rate responds to surprises in the federal funds target. The data from the commodity futures markets are highly volatile. We show that one can substantially reduce the noise using limited information estimators such as the median change. Nevertheless, the basket of commodities actually traded daily is quite narrow and we do not know whether our observable rates are closely connected to the unobservable inflation and real rates that affect economy-wide consumption and investment decisions.
description: Datasets: 
 
 DS1: Dataset
description: (1) Files submitted are 0505wgp.zip and 0505wgAppendix.pdf. The file 0505wgp.zip contains the program files. The file 0505wgAppendix contains tables. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
DOI: 10.3886/icpsr02452.v3
title: CBS News Monthly Poll #2, January 1998
title: Version 3

description: This poll, conducted, January 13, 1998, is part of a continuing series of monthly surveys that solicit public opinion on the presidency and on a range of other political and social issues. This particular poll focused on the recent Scottish scientists' cloning of a sheep named "Dolly". Respondents were asked for their opinions on the cloning of animals, the cloning of human beings, whether the federal government should outlaw cloning, and American physicist Richard Seed's expressed desire to experiment with the cloning of humans. Those queried were asked if they would like to clone themselves. In addition, respondents were asked which of the following celebrities they felt were worthy of cloning: basketball star Michael Jordan, Pope John Paul II, singer Frank Sinatra, First Lady Hillary Clinton, comedian Jerry Seinfeld, talk show host Oprah Winfrey, comedian Johnny Carson, actor Jack Nicholson, Reverend Jesse Jackson, and talk show host Kathie Lee Gifford. Background variables on respondents include age, race, ethnicity, education, family income, political party, political orientation, religion, sex, and age of children in household.
description: The data contain a weight variable, WEIGHT, that should be used in analyzing the data.
description: ICPSR data undergo a confidentiality review and are altered when necessary to limit the risk of disclosure. ICPSR also routinely creates ready-to-go data files along with setups in the major statistical software formats as well as standard codebooks to accompany the data. In addition to these procedures, ICPSR performed the following processing steps for this data collection: Created variable labels and/or value labels.; Checked for undocumented or out-of-range codes..
description: Datasets: 
 
 DS1: Dataset
description: CBS News/New York Times Poll Series
description: telephone interview 
The data available for download are not weighted and users will need to weight the data prior to analysis.
To preserve respondent confidentiality, codes in variables AREACODE, EXCHANGE, and LASTFOUR have been replaced with blank codes.
Value labels for unknown codes were added in variable Q4.
This data collection was produced by CBS News, New York, NY.
description: Persons aged 18 and over living in households with landline telephones in the United States.
description: Households were selected by random-digit dialing. Within households, the respondent selected was the adult living in the household who last had a birthday and who was home at the time of the interview.