Sector growth and related index returns: an integration analysis of the Group of seven (G-7).
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
corresponds to a study that examines the lagged short run and long-term
relationships between output growth and related index returns of the industrial
and financial sectors of the G-7 economies. The study examines this
relationship using quarterly data for a B maximum time period of 22 years ranging from 1994(Q4) to 2017(Q4). The
study used the data to conduct correlation, co-integration as well as causality
testing on the aforementioned relationship. Specifically, the data used consists of
seasonally adjusted real quarterly growth and equity return data of the
financial and industrial sectors of the G-7 economies. All data is publicly
available and was obtained and aggregated from Bloomberg. The financial and
industrial equity return data is developed by Morgan Stanley Capital International (MSCI).