MoneyUS: Macroeconomic Series for the United States
In Ecdat: Data Sets for Econometrics
MoneyUS R Documentation
Macroeconomic Series for the United States
Description
quarterly observations from 1954–01 to 1994–12
number of observations : 164
country : United States
Usage
data(MoneyUS)
Format
A time series containing :
- m
log of real M1 money stock
- infl
quarterly inflation rate (change in log prices), % per year
- cpr
commercial paper rate, % per year
- y
log real GDP (in billions of 1987 dollars)
- tbr
treasury bill rate
Source
Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 9.
Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.
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.
| MoneyUS | R Documentation |
Macroeconomic Series for the United States
Description
quarterly observations from 1954–01 to 1994–12
number of observations : 164
country : United States
Usage
data(MoneyUS)
Format
A time series containing :
- m
log of real M1 money stock
- infl
quarterly inflation rate (change in log prices), % per year
- cpr
commercial paper rate, % per year
- y
log real GDP (in billions of 1987 dollars)
- tbr
treasury bill rate
Source
Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 9.
Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.