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You might want to take a look at some of the supply chain data, I personally have no idea how useful this is. Another interesting area is the import export data sets. There are many interesting papers on this.


There are three categories of variables in Fred that have been shown to have some predictiveness for [longer run] stock returns: -Interest rate spreads (constructed from the following) FEDFUNDS Effective Federal Funds Rate TB3MS 3-Month Treasury Bil GS1 1-Year Treasury Rate GS5 5-Year Treasury Rate GS10 10-Year Treasury Rate -Credit ...

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