Mishkin's (1992) Data

Description

Data from the Frederic S. Mishkin (1992) paper “Is the Fisher Effect for real?”. This dataset contains the following columns:

  • year Year

  • mon a numeric vector

  • inf1mo a numeric vector

  • inf3mo a numeric vector

  • tbill1mo a numeric vector

  • tbill3mo a numeric vector

  • cpiu a numeric vector

  • quote a numeric vector

Usage

1

Format

A data.frame object with \Sexpr[stage=build,results=rd]{ncol(SciencesPo::mishkin92)} variables and \Sexpr[stage=build,results=rd]{nrow(SciencesPo::mishkin92)} observations.

Source

Hayashi, F. (2000). Econometrics. Princeton. New Jersey, USA: Princeton University. http://fmwww.bc.edu/ec-p/data/Hayashi/

References

Mishkin, F. S. (1992) Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates. Journal of Monetary Economics, 30(2), 195–215.

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