A tibble, containing data to estimate a standard monetary VAR.
A tibble with 494 monthly observations (rows) and 6 variables (columns):
Log of non-agricultural payroll employment.
Log of personal consumption expenditures deflator (1996 = 100).
Annual growth rate of the index of sensitive materials prices issued by the Conference Board.
Federal funds rate.
Ratio of nonborrowed reserves plus extended credit to total reserves.
Annual growth rate of M2 stock.
Sample: 1960:01 - 2001:02.
Jordà, Ò. (2005) "Estimation and Inference of Impulse Responses by Local Projections." American Economic Review, 95 (1): 161-182.
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