

These files contain datasets used in: 

Fortin-Gagnon, Leroux, Stevanovic and Surprenant (2018) ``A Large Canadian Data for Macroeconomic AnalysisÕÕ

CAN_MD.xlsx: raw data as collected from StatCan. It starts from 1914 because the CPI series is available from that year

TR_CAN_MD.xlsx: data from CAN_MD.xlsx transformed to induce stationarity.
 
balanced_can_md.xlsx: stationary and balanced panel starting from 1981M01. Missing values are replaced by EM algorithm. 

Table_can_md.xlsx: detailed data description
  

Copyright: Please cite the paper properly when using any part of this package. The usual disclaimer applies.
