Explanation of Data Files
26 Aug 2010

"Industry Evidence on the Effects of Government Spending" 
By Christopher J. Nekarda and Valerie A. Ramey


File 			Description
--------------------------------------------------------------------------------
govind.do 		Produces all results in paper
govindustry-v2.3.dta 	Main data set
agg-gov.dta 		Aggregate federal government data
eta-ind.do 		Program to calculate time-varying coefficients for
			   marginal markup
eta-ind.dta 		Time-varying coefficients for marignal markup
eedata-sic2-q-sa.dta 	CES 2-digit employment and hours data, seasonally
			   adjusted by authors

All programs were run on Stata-SE 11.1, although they should run on version 10
as well. Because of the large number of regressors, you must use a version that
supports a matsize of 400 or more (e.g., Stata-SE or better). The govind.do
program requires Ben Jann's "estout" package, which can be downloaded for free
at http://repec.org/bocode/e/estout/.