euro_area_indicators: Six Euro Area Monetary Indicators
In grangers: Inference on Granger-Causality in the Frequency Domain
Description
Usage
Format
Details
Source
References
Description
This data set gives thre quarterly time series of
real gross domestic product, M3 aggregate, M1 aggregate,
inflation rate (HICP), unemployment rate and long-term interest rate
for the Euro Area from Q1,1999 to Q4,2017, according to the ECB Real Time
DataBase (RTDB).
Usage
1
Format
A matrix containing as columns six quarterly time series
ranging from Q1,1999 to Q4,2017.
Details
Documentation of the dataset 'euro_area_indicators'
Source
ECB Real Time DataBase 'https://sdw.ecb.europa.eu/browse.do?node=9689716'.
References
Farne', M., Montanari, A., 2018.
A bootstrap test to detect prominent Granger-causalities across frequencies.
<arXiv:1803.00374>, Submitted.
Euro Area Real Time Database documentation.
'http://sdw.ecb.europa.eu/web/docu/rtdb_docu.pdf'
grangers documentation built on June 3, 2019, 5:05 p.m.
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Description Usage Format Details Source References
Description
This data set gives thre quarterly time series of real gross domestic product, M3 aggregate, M1 aggregate, inflation rate (HICP), unemployment rate and long-term interest rate for the Euro Area from Q1,1999 to Q4,2017, according to the ECB Real Time DataBase (RTDB).
Usage
1 |
Format
A matrix containing as columns six quarterly time series ranging from Q1,1999 to Q4,2017.
Details
Documentation of the dataset 'euro_area_indicators'
Source
ECB Real Time DataBase 'https://sdw.ecb.europa.eu/browse.do?node=9689716'.
References
Farne', M., Montanari, A., 2018. A bootstrap test to detect prominent Granger-causalities across frequencies. <arXiv:1803.00374>, Submitted.
Euro Area Real Time Database documentation. 'http://sdw.ecb.europa.eu/web/docu/rtdb_docu.pdf'
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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