us_macrodata: US macroeconomic data

In bvartools: Bayesian Inference of Vector Autoregressive and Error Correction Models

US macroeconomic data

Description

The data set contains quarterly time series for the US CPI inflation rate, unemployment rate, and Fed Funds rate from 1959Q2 to 2007Q4. It was produced from file "US_macrodata.csv" of the data sets associated with Chan, Koop, Poirier and Tobias (2019). Raw data are available at https://web.ics.purdue.edu/~jltobias/second_edition/Chapter20/code_for_exercise_1/US_macrodata.csv.

Usage

data("us_macrodata")

Format

A named time-series object with 195 rows and 3 variables:

Dp

CPI inflation rate.

u

unemployment rate.

r

Fed Funds rate.

References

Chan, J., Koop, G., Poirier, D. J., & Tobias J. L. (2019). Bayesian econometric methods (2nd ed.). Cambridge: Cambridge University Press.

bvartools documentation built on May 29, 2024, 5:32 a.m.