updates to the data source online

Author: HumphreyYang

lectures/hansen_jagannathan_1991.md

@@ -73,7 +73,6 @@ import numpy as np
 import matplotlib.pyplot as plt
 import pandas as pd
 from scipy.optimize import minimize
-import json
 ```
 
 ## The asset pricing framework
@@ -181,8 +180,9 @@ interchangeably.
 import json, urllib.request
 
 DATA_URL = (
-    "_static/lecture_specific/hansen_jagannathan_1991/"
-    "hansen_jagannathan_1991_data.json"
+    "https://raw.githubusercontent.com/QuantEcon/lecture-python-advanced.myst/"
+    "refs/heads/main/lectures/_static/lecture_specific/"
+    "hansen_jagannathan_1991/hansen_jagannathan_1991_data.json"
 )
 
 

lectures/hansen_richard_1987.md

@@ -96,8 +96,6 @@ import matplotlib.pyplot as plt
 from scipy.optimize import minimize
 from scipy import stats
 import pandas as pd
-
-
 ```
 
 ## Data generation

lectures/risk_aversion_or_mistaken_beliefs.md

@@ -1600,6 +1600,8 @@ The shifts are small relative to the unit variance because the stochastic state
 
 Before comparing models, it helps to see the empirical regularities that any successful theory must explain.
 
+The data are from [FRED](https://fred.stlouisfed.org): GS1, GS5, GS10 (nominal Treasury yields), DFII5, DFII10 (real Treasury yields), and USREC (recession indicators).
+
 ```{code-cell} ipython3
 ---
 tags: [hide-input]
@@ -1609,7 +1611,7 @@ mystnb:
     name: fig-us-yields
 ---
 data = pd.read_csv(
-    'https://raw.githubusercontent.com/QuantEcon/lecture-python.myst/refs/heads/'
+    'https://raw.githubusercontent.com/QuantEcon/lecture-python-advanced.myst/refs/heads/'
     'main/lectures/_static/lecture_specific/risk_aversion_or_mistaken_beliefs/fred_data.csv',
     parse_dates=['DATE'], index_col='DATE'
 )