interest_rules_var_data: Data to estimate the effects of interest rate rules for...
In lpirfs: Local Projections Impulse Response Functions
interest_rules_var_data R Documentation
Data to estimate the effects of interest rate rules for monetary policy
Description
A tibble, containing data to estimate the effects of interest rate rules for monetary policy.
The data are used by Jordà (2005).
Usage
interest_rules_var_data
Format
A tibble with 193 quarterly observations (rows) and 3 variables (columns):
- GDP_gap
Percentage difference between real GDP and potential GDP (Congressional Budget Office).
- Infl
Inflation: Percentage change in the GDP, chain weighted price index at annual rate.
- FF
Federal funds rate: quarterly average of daily rates.
Sample: 1955:I - 2003:I
Source
https://www.aeaweb.org/articles?id=10.1257/0002828053828518
References
Jordà, Ò. (2005) "Estimation and Inference of Impulse Responses by Local Projections."
American Economic Review, 95 (1): 161-182.
lpirfs documentation built on July 9, 2023, 6:35 p.m.
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| interest_rules_var_data | R Documentation |
Data to estimate the effects of interest rate rules for monetary policy
Description
A tibble, containing data to estimate the effects of interest rate rules for monetary policy. The data are used by Jordà (2005).
Usage
interest_rules_var_data
Format
A tibble with 193 quarterly observations (rows) and 3 variables (columns):
- GDP_gap
Percentage difference between real GDP and potential GDP (Congressional Budget Office).
- Infl
Inflation: Percentage change in the GDP, chain weighted price index at annual rate.
- FF
Federal funds rate: quarterly average of daily rates.
Sample: 1955:I - 2003:I
Source
https://www.aeaweb.org/articles?id=10.1257/0002828053828518
References
Jordà, Ò. (2005) "Estimation and Inference of Impulse Responses by Local Projections." American Economic Review, 95 (1): 161-182.
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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