R/euro_area_indicators.R

In grangers: Inference on Granger-Causality in the Frequency Domain

#' Documentation of the dataset 'euro_area_indicators'
#' @name euro_area_indicators
#' @docType data
#' @title Six Euro Area Monetary Indicators
#' @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 euro_area_indicators
#' @format A matrix containing as columns six quarterly time series
#' 	ranging from Q1,1999 to Q4,2017.
#' @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>, \emph{Submitted}.
#' @references
#' 	Euro Area Real Time Database documentation.
#' 	'http://sdw.ecb.europa.eu/web/docu/rtdb_docu.pdf'
"euro_area_indicators"