OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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DataDownloads/ZJR_InputOutputMomentum.R xlsx filenames #58

Closed chenandrewy closed 2 years ago

chenandrewy commented 2 years ago

This script downloads zips from the BEA and then loads the xlsx files within them. The xlsx filenames seem to change as time goes by (2019 becomes 2020) and ideally we should update elegantly.

tomz23 commented 2 years ago

Updated in https://github.com/OpenSourceAP/CrossSection/commit/73228ea1dd8eed560da87889a1f2be0a2f4e2977