Irates | R Documentation |
monthly observations from 1946–12 to 1991–02
number of observations : 531
observation : country
country : United–States
data(Irates)
A time series containing :
interest rate for a maturity of 1 months (% per year).
interest rate for a maturity of 2 months (% per year).
interest rate for a maturity of 3 months (% per year).
interest rate for a maturity of 5 months (% per year).
interest rate for a maturity of 6 months (% per year).
interest rate for a maturity of 11 months (% per year).
interest rate for a maturity of 12 months (% per year).
interest rate for a maturity of 36 months (% per year).
interest rate for a maturity of 60 months (% per year).
interest rate for a maturity of 120 months (% per year).
McCulloch, J.H. and H.C. Kwon (1993) U.S. term structure data, 1947–1991, Ohio State Working Paper 93-6, Ohio State University, Columbus.
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
Index.Source
, Index.Economics
, Index.Econometrics
, Index.Observations
,
Index.Time.Series
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