monetary_var_data: Data to estimate a standard monetary VAR
In lpirfs: Local Projections Impulse Response Functions
monetary_var_data R Documentation
Data to estimate a standard monetary VAR
Description
A tibble, containing data to estimate a standard monetary VAR.
Usage
monetary_var_data
Format
A tibble with 494 monthly observations (rows) and 6 variables (columns):
- EM
Log of non-agricultural payroll employment.
- P
Log of personal consumption expenditures deflator (1996 = 100).
- POCM
Annual growth rate of the index of sensitive materials
prices issued by the Conference Board.
- FF
Federal funds rate.
- NBRX
Ratio of nonborrowed reserves plus extended credit to total reserves.
- M2
Annual growth rate of M2 stock.
Sample: 1960:01 - 2001:02.
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.
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.
| monetary_var_data | R Documentation |
Data to estimate a standard monetary VAR
Description
A tibble, containing data to estimate a standard monetary VAR.
Usage
monetary_var_data
Format
A tibble with 494 monthly observations (rows) and 6 variables (columns):
- EM
Log of non-agricultural payroll employment.
- P
Log of personal consumption expenditures deflator (1996 = 100).
- POCM
Annual growth rate of the index of sensitive materials prices issued by the Conference Board.
- FF
Federal funds rate.
- NBRX
Ratio of nonborrowed reserves plus extended credit to total reserves.
- M2
Annual growth rate of M2 stock.
Sample: 1960:01 - 2001:02.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.