fjdata: Data from Fair and Jaffee (1972).
In Disequilibrium: Disequilibrium Models
Description
Usage
Format
References
Description
A data set of 126 monthly observations of the housing market from June 1959 to November 1969. The variables are
T: Time. A continuous values time variable
∑[i=1]^{t-1}HS[i]: Stock of houses. A sum of housing starts over all previous periods. Assuming initial stock is 0.
RM[t-2]: Mortgage rate lagged by two months.
DF6[t-1]: A six month moving average of $DF_t$. $DF_t$ is the flow of private deposits into savings and loan associations (SLA) and mutual savings banks during period $t$.
DHF3[t-2]: The flow of borrowings by the SLAs from the federal home-loan bank during month t.
RM[t-1]: Mortgage rate lagged by one month.
Usage
1
Format
An object of class data.frame with 127 rows and 8 columns.
References
Fair, Ray C., and Dwight M. Jaffee. "Methods of estimation for markets in disequilibrium." Econometrica: Journal of the Econometric Society (1972): 497-514.
Disequilibrium documentation built on July 2, 2020, 3:27 a.m.
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Description Usage Format References
Description
A data set of 126 monthly observations of the housing market from June 1959 to November 1969. The variables are
T: Time. A continuous values time variable ∑[i=1]^{t-1}HS[i]: Stock of houses. A sum of housing starts over all previous periods. Assuming initial stock is 0. RM[t-2]: Mortgage rate lagged by two months. DF6[t-1]: A six month moving average of $DF_t$. $DF_t$ is the flow of private deposits into savings and loan associations (SLA) and mutual savings banks during period $t$. DHF3[t-2]: The flow of borrowings by the SLAs from the federal home-loan bank during month t. RM[t-1]: Mortgage rate lagged by one month.
Usage
1 |
Format
An object of class data.frame with 127 rows and 8 columns.
References
Fair, Ray C., and Dwight M. Jaffee. "Methods of estimation for markets in disequilibrium." Econometrica: Journal of the Econometric Society (1972): 497-514.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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