Mpyr: Money, National Product and Interest Rate
In Ecdat: Data Sets for Econometrics
Mpyr R Documentation
Money, National Product and Interest Rate
Description
annual observations from 1900 to 1989
number of observations : 90
observation : country
country : United States
Usage
data(Mpyr)
Format
A time series containing :
- m
natural log of M1
- p
natural log of the net national product price deflator
- y
natural log of the net national product
- r
the commercial paper rate in percent at an annual rate
Source
Stock, J. and M. Watson (1999) “Testing for common trends”, Journal of the American Statistical Association, 83, 1097-1107.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 10, 665-667.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.
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| Mpyr | R Documentation |
Money, National Product and Interest Rate
Description
annual observations from 1900 to 1989
number of observations : 90
observation : country
country : United States
Usage
data(Mpyr)
Format
A time series containing :
- m
natural log of M1
- p
natural log of the net national product price deflator
- y
natural log of the net national product
- r
the commercial paper rate in percent at an annual rate
Source
Stock, J. and M. Watson (1999) “Testing for common trends”, Journal of the American Statistical Association, 83, 1097-1107.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 10, 665-667.
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.
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