From 8f5ebb39806bbd8eeac33daa87f6dfccdb3081e8 Mon Sep 17 00:00:00 2001 From: Humphrey Yang Date: Fri, 10 Apr 2026 16:42:20 +1000 Subject: [PATCH] Update data source links and imports --- lectures/hansen_jagannathan_1991.md | 6 +++--- lectures/hansen_richard_1987.md | 2 -- lectures/risk_aversion_or_mistaken_beliefs.md | 4 +++- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/lectures/hansen_jagannathan_1991.md b/lectures/hansen_jagannathan_1991.md index 9ecd9ae8..2987f38e 100644 --- a/lectures/hansen_jagannathan_1991.md +++ b/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" ) diff --git a/lectures/hansen_richard_1987.md b/lectures/hansen_richard_1987.md index 9ea937f1..ae956fe6 100644 --- a/lectures/hansen_richard_1987.md +++ b/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 diff --git a/lectures/risk_aversion_or_mistaken_beliefs.md b/lectures/risk_aversion_or_mistaken_beliefs.md index 81f3b13e..949d2b0c 100644 --- a/lectures/risk_aversion_or_mistaken_beliefs.md +++ b/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' )